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Trade: XRP/USDT/360/DCM/SWMA/9123

Strategy
XRP/USDT/360/DCM/SWMA/9123
Pair
XRP_USDT
Interval
6h
Score
449111
Daily Profit
0.150645
Profit Factor
2.081871
Profitability
52.671756
Streak
27.922636
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-19 19:08
Expiration Time
2025-12-03 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -261370.3815 241785.4388 -503155.8203 4210572.4308 2159714.9441 2050857.4868
Total P&L (%) -261.3704 241.7854 -503.1558 4210.5724 2159.7149 2050.8575
Avg Daily Profit (%) -0.1045 0.0967 -0.2012 0.1506 0.1248 0.1228
Buy And Hold Return (%) 726.4803 726.4803 726.4803 726.4803 726.4803 726.4803
Max Trade Drawdown -518594 -56643 -609075 -1219574 -493361 -1058975
Profit Factor 0.7653 2.3033 0.4579 2.0819 2.8117 1.7596
Total Trades 131 66 65 131 66 65
Winning Trades 83 41 42 69 36 33
Losing Trades 48 25 23 62 30 32
Profitability (%) 63.3588 62.1212 64.6154 52.6718 54.5455 50.7692
Ratio Avg Win / Avg Loss 0.4426 1.4045 0.2508 1.8707 2.3431 1.7063
Largest Winning Trade 58190 39359 58190 2135766 786467 2135766
Largest Losing Trade -381636 -39520 -381636 -982377 -124918 -982377
Avg Bars in Trades 73 60 86 73 60 86
Avg Bars in Winners 49 55 44 78 66 92
Avg Bars in Losers 114 69 164 67 53 81
Bars Traded 9644 3998 5646 9644 3998 5646
Profit Streak 27.9226 27.9226 34.9226 27.9226 27.9226 34.9226
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577688 -348438 -710021 449111 -146838 -159625

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298115735,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -261370.3814598107,
            241785.4387972052,
            -503155.820257016,
            4210572.430838773,
            2159714.9440643275,
            2050857.4867744464
        ],
        [
            -261.370381,
            241.785439,
            -503.15582,
            4210.572431,
            2159.714944,
            2050.857487
        ],
        [
            -0.104538,
            0.096705,
            -0.201242,
            0.150645,
            0.124778,
            0.122801
        ],
        [
            726.480263,
            726.480263,
            726.480263,
            726.480263,
            726.480263,
            726.480263
        ],
        [
            -518594,
            -56643,
            -609075,
            -1219574,
            -493361,
            -1058975
        ],
        [
            0.765306,
            2.303344,
            0.457895,
            2.081871,
            2.81166,
            1.759628
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            83,
            41,
            42,
            69,
            36,
            33
        ],
        [
            48,
            25,
            23,
            62,
            30,
            32
        ],
        [
            63.358779,
            62.121212,
            64.615385,
            52.671756,
            54.545455,
            50.769231
        ],
        [
            0.442586,
            1.404478,
            0.250752,
            1.870667,
            2.34305,
            1.706306
        ],
        [
            58190,
            39359,
            58190,
            2135766,
            786467,
            2135766
        ],
        [
            -381636,
            -39520,
            -381636,
            -982377,
            -124918,
            -982377
        ],
        [
            73,
            60,
            86,
            73,
            60,
            86
        ],
        [
            49,
            55,
            44,
            78,
            66,
            92
        ],
        [
            114,
            69,
            164,
            67,
            53,
            81
        ],
        [
            9644,
            3998,
            5646,
            9644,
            3998,
            5646
        ],
        [
            27.922636,
            27.922636,
            34.922636,
            27.922636,
            27.922636,
            34.922636
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577688,
            -348438,
            -710021,
            449111,
            -146838,
            -159625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298115735,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)