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Trade: XRP/USDT/360/HMA/SWMA/5870

Strategy
XRP/USDT/360/HMA/SWMA/5870
Pair
XRP_USDT
Interval
6h
Score
355642
Daily Profit
0.221234
Profit Factor
1.244056
Profitability
51.449275
Streak
84.640064
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-18 06:21
Expiration Time
2025-12-02 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1045222.2887 889804.9467 155417.3419 24982336.3855 43811601.7086 -18829265.323
Total P&L (%) 1045.2223 889.8049 155.4173 24982.3364 43811.6017 -18829.2653
Avg Daily Profit (%) 0.4181 0.3559 0.0622 0.2212 0.2437 0
Buy And Hold Return (%) 853.3763 853.3763 853.3763 853.3763 853.3763 853.3763
Max Trade Drawdown -107082 -65860 -113031 -39829140 -11471375 -39297113
Profit Factor 2.5698 3.3073 1.5547 1.2441 1.8584 0.6331
Total Trades 138 69 69 138 69 69
Winning Trades 71 33 38 71 33 38
Losing Trades 67 36 31 67 36 31
Profitability (%) 51.4493 47.8261 55.0725 51.4493 47.8261 55.0725
Ratio Avg Win / Avg Loss 2.425 3.6079 1.2683 1.174 2.0274 0.5165
Largest Winning Trade 252140 252140 52990 38270449 38270449 6763131
Largest Losing Trade -48035 -42018 -48035 -25674605 -6185133 -25674605
Avg Bars in Trades 69 76 63 69 76 63
Avg Bars in Winners 87 97 79 87 97 79
Avg Bars in Losers 50 56 44 50 56 44
Bars Traded 9654 5256 4398 9654 5256 4398
Profit Streak 84.6401 84.6401 127.8901 84.6401 84.6401 127.8901
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -79118 -239049 -373726 355642 -90307 -680449

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758165701501,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "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": [
        [
            1045222.2886525523,
            889804.9467499114,
            155417.3419026409,
            24982336.385520674,
            43811601.70857019,
            -18829265.323049534
        ],
        [
            1045.222289,
            889.804947,
            155.417342,
            24982.336386,
            43811.601709,
            -18829.265323
        ],
        [
            0.418089,
            0.355922,
            0.062167,
            0.221234,
            0.243687,
            0
        ],
        [
            853.376304,
            853.376304,
            853.376304,
            853.376304,
            853.376304,
            853.376304
        ],
        [
            -107082,
            -65860,
            -113031,
            -39829140,
            -11471375,
            -39297113
        ],
        [
            2.569783,
            3.307265,
            1.554695,
            1.244056,
            1.858426,
            0.633143
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            67,
            36,
            31,
            67,
            36,
            31
        ],
        [
            51.449275,
            47.826087,
            55.072464,
            51.449275,
            47.826087,
            55.072464
        ],
        [
            2.425007,
            3.607926,
            1.268304,
            1.173969,
            2.027374,
            0.516511
        ],
        [
            252140,
            252140,
            52990,
            38270449,
            38270449,
            6763131
        ],
        [
            -48035,
            -42018,
            -48035,
            -25674605,
            -6185133,
            -25674605
        ],
        [
            69,
            76,
            63,
            69,
            76,
            63
        ],
        [
            87,
            97,
            79,
            87,
            97,
            79
        ],
        [
            50,
            56,
            44,
            50,
            56,
            44
        ],
        [
            9654,
            5256,
            4398,
            9654,
            5256,
            4398
        ],
        [
            84.640064,
            84.640064,
            127.890064,
            84.640064,
            84.640064,
            127.890064
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79118,
            -239049,
            -373726,
            355642,
            -90307,
            -680449
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758165701501,
    "expiration_time": 1764633600000,
    "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": 34,
            "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)