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Trade: XRP/USDT/360/HILO/SWMA/9653

Strategy
XRP/USDT/360/HILO/SWMA/9653
Pair
XRP_USDT
Interval
6h
Score
479495
Daily Profit
0.171686
Profit Factor
2.529899
Profitability
72.093023
Streak
115.786765
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 15:52
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403636.2131 428519.6321 -24883.419 -18869430.3551 7185521.154 -26054951.5091
Total P&L (%) 403.6362 428.5196 -24.8834 -18869.4304 7185.5212 -26054.9515
Avg Daily Profit (%) 0.1615 0.1714 -0.01 0 0.1717 0
Buy And Hold Return (%) 845.7626 845.7626 845.7626 845.7626 845.7626 845.7626
Max Trade Drawdown -240033 -58109 -247392 -33260662 -2589451 -30923286
Profit Factor 1.9105 5.5766 0.9288 0.5178 2.5299 0.2434
Total Trades 86 43 43 86 43 43
Winning Trades 59 30 29 58 31 27
Losing Trades 27 13 14 28 12 16
Profitability (%) 68.6047 69.7674 67.4419 67.4419 72.093 62.7907
Ratio Avg Win / Avg Loss 0.8743 2.4165 0.4484 0.25 0.9793 0.1443
Largest Winning Trade 71918 71918 40880 2113390 2113390 1649766
Largest Losing Trade -236088 -47976 -236088 -30211109 -1719402 -30211109
Avg Bars in Trades 105 106 105 105 106 105
Avg Bars in Winners 91 94 89 92 90 95
Avg Bars in Losers 136 135 137 133 148 121
Bars Traded 9110 4592 4518 9110 4592 4518
Profit Streak 0 0 173.0368 114.7868 115.7868 0
Trades During Streak 0 0 3 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154717 -147569 -577111 -577446 479495 -579069

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757335976455,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 241
        }
    }
}
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": [
        [
            403636.2131373555,
            428519.6321194882,
            -24883.4189821324,
            -18869430.3551289,
            7185521.1539709605,
            -26054951.50909986
        ],
        [
            403.636213,
            428.519632,
            -24.883419,
            -18869.430355,
            7185.521154,
            -26054.951509
        ],
        [
            0.161454,
            0.171408,
            -0.009953,
            0,
            0.171686,
            0
        ],
        [
            845.762604,
            845.762604,
            845.762604,
            845.762604,
            845.762604,
            845.762604
        ],
        [
            -240033,
            -58109,
            -247392,
            -33260662,
            -2589451,
            -30923286
        ],
        [
            1.910508,
            5.576577,
            0.928839,
            0.517836,
            2.529899,
            0.243428
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            59,
            30,
            29,
            58,
            31,
            27
        ],
        [
            27,
            13,
            14,
            28,
            12,
            16
        ],
        [
            68.604651,
            69.767442,
            67.44186,
            67.44186,
            72.093023,
            62.790698
        ],
        [
            0.8743,
            2.416517,
            0.448405,
            0.24999,
            0.979316,
            0.144254
        ],
        [
            71918,
            71918,
            40880,
            2113390,
            2113390,
            1649766
        ],
        [
            -236088,
            -47976,
            -236088,
            -30211109,
            -1719402,
            -30211109
        ],
        [
            105,
            106,
            105,
            105,
            106,
            105
        ],
        [
            91,
            94,
            89,
            92,
            90,
            95
        ],
        [
            136,
            135,
            137,
            133,
            148,
            121
        ],
        [
            9110,
            4592,
            4518,
            9110,
            4592,
            4518
        ],
        [
            0,
            0,
            173.036764,
            114.786764,
            115.786765,
            0
        ],
        [
            0,
            0,
            3,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154717,
            -147569,
            -577111,
            -577446,
            479495,
            -579069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757335976455,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 220,
            "offset": 241
        }
    }
}

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)