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Trade: XRP/USDT/360/HMA/SWMA/1237

Strategy
XRP/USDT/360/HMA/SWMA/1237
Pair
XRP_USDT
Interval
6h
Score
333871
Daily Profit
0.234694
Profit Factor
1.286902
Profitability
44.848485
Streak
77.670722
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 13:05
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1137959.1054 961631.7281 176327.3773 34988683.8389 45107659.3434 -10118975.5045
Total P&L (%) 1137.9591 961.6317 176.3274 34988.6838 45107.6593 -10118.9755
Avg Daily Profit (%) 0.4552 0.3847 0.0705 0.2347 0.2449 0
Buy And Hold Return (%) 749.836 749.836 749.836 749.836 749.836 749.836
Max Trade Drawdown -96813 -62813 -95287 -42348170 -25689985 -32731656
Profit Factor 2.6571 3.4595 1.5963 1.2869 1.6226 0.7956
Total Trades 165 82 83 165 82 83
Winning Trades 74 35 39 74 35 39
Losing Trades 91 47 44 91 47 44
Profitability (%) 44.8485 42.6829 46.988 44.8485 42.6829 46.988
Ratio Avg Win / Avg Loss 3.2675 4.6456 1.8009 1.5825 2.1789 0.8976
Largest Winning Trade 342834 342834 57669 49887891 49887891 5740237
Largest Losing Trade -42592 -42592 -23147 -11113060 -11113060 -8426413
Avg Bars in Trades 59 61 56 59 61 56
Avg Bars in Winners 83 83 83 83 83 83
Avg Bars in Losers 39 44 33 39 44 33
Bars Traded 9739 5017 4722 9739 5017 4722
Profit Streak 77.6707 81.4207 77.6707 77.6707 81.4207 77.6707
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 180265 -68415 -262482 333871 170902 -581723

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757585150347,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "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": [
        [
            1137959.105350115,
            961631.7280786212,
            176327.3772714943,
            34988683.83888867,
            45107659.34340708,
            -10118975.50451843
        ],
        [
            1137.959105,
            961.631728,
            176.327377,
            34988.683839,
            45107.659343,
            -10118.975505
        ],
        [
            0.455184,
            0.384653,
            0.070531,
            0.234694,
            0.244853,
            0
        ],
        [
            749.835955,
            749.835955,
            749.835955,
            749.835955,
            749.835955,
            749.835955
        ],
        [
            -96813,
            -62813,
            -95287,
            -42348170,
            -25689985,
            -32731656
        ],
        [
            2.657114,
            3.45947,
            1.596265,
            1.286902,
            1.622593,
            0.795585
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            44.848485,
            42.682927,
            46.987952,
            44.848485,
            42.682927,
            46.987952
        ],
        [
            3.267532,
            4.645574,
            1.800914,
            1.582542,
            2.178911,
            0.897583
        ],
        [
            342834,
            342834,
            57669,
            49887891,
            49887891,
            5740237
        ],
        [
            -42592,
            -42592,
            -23147,
            -11113060,
            -11113060,
            -8426413
        ],
        [
            59,
            61,
            56,
            59,
            61,
            56
        ],
        [
            83,
            83,
            83,
            83,
            83,
            83
        ],
        [
            39,
            44,
            33,
            39,
            44,
            33
        ],
        [
            9739,
            5017,
            4722,
            9739,
            5017,
            4722
        ],
        [
            77.670721,
            81.420721,
            77.670721,
            77.670722,
            81.420722,
            77.670722
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            180265,
            -68415,
            -262482,
            333871,
            170902,
            -581723
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757585150347,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "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)