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Trade: XRP/USDT/360/LINREG/SINWMA/3115

Strategy
XRP/USDT/360/LINREG/SINWMA/3115
Pair
XRP_USDT
Interval
6h
Score
510089
Daily Profit
0.212789
Profit Factor
2.467011
Profitability
52.272727
Streak
168.834864
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 23:02
Expiration Time
2025-11-30 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 917969.9075 795755.6737 122214.2338 11310326.3543 20217510.063 -8907183.7088
Total P&L (%) 917.9699 795.7557 122.2142 11310.3264 20217.5101 -8907.1837
Avg Daily Profit (%) 0.3672 0.3183 0.0489 0.1897 0.2128 0
Buy And Hold Return (%) 832.8191 832.8191 832.8191 832.8191 832.8191 832.8191
Max Trade Drawdown -98061 -47366 -99611 -14466591 -5283459 -15725202
Profit Factor 2.9651 4.8781 1.4665 1.3128 2.467 0.6019
Total Trades 89 44 45 89 44 45
Winning Trades 46 23 23 46 23 23
Losing Trades 43 21 22 43 21 22
Profitability (%) 51.6854 52.2727 51.1111 51.6854 52.2727 51.1111
Ratio Avg Win / Avg Loss 2.7717 4.4539 1.4028 1.2272 2.2525 0.5758
Largest Winning Trade 328246 328246 48788 16178241 16178241 1661110
Largest Losing Trade -50365 -32332 -50365 -8090737 -3657166 -8090737
Avg Bars in Trades 109 113 105 109 113 105
Avg Bars in Winners 134 130 139 134 130 139
Avg Bars in Losers 81 94 69 81 94 69
Bars Traded 9711 4980 4731 9711 4980 4731
Profit Streak 155.3349 168.8349 155.3349 155.3349 168.8349 155.3349
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -117000 -147702 -291126 358191 510089 -579603

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547186400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758052932223,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 27,
            "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": [
        [
            917969.9075302766,
            795755.673749906,
            122214.2337803703,
            11310326.354282025,
            20217510.063034967,
            -8907183.708752941
        ],
        [
            917.969908,
            795.755674,
            122.214234,
            11310.326354,
            20217.510063,
            -8907.183709
        ],
        [
            0.367188,
            0.318302,
            0.048886,
            0.189664,
            0.212789,
            0
        ],
        [
            832.819147,
            832.819147,
            832.819147,
            832.819147,
            832.819147,
            832.819147
        ],
        [
            -98061,
            -47366,
            -99611,
            -14466591,
            -5283459,
            -15725202
        ],
        [
            2.965055,
            4.878095,
            1.466547,
            1.312805,
            2.467011,
            0.601937
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            51.685393,
            52.272727,
            51.111111,
            51.685393,
            52.272727,
            51.111111
        ],
        [
            2.771682,
            4.453912,
            1.402784,
            1.227187,
            2.252488,
            0.575766
        ],
        [
            328246,
            328246,
            48788,
            16178241,
            16178241,
            1661110
        ],
        [
            -50365,
            -32332,
            -50365,
            -8090737,
            -3657166,
            -8090737
        ],
        [
            109,
            113,
            105,
            109,
            113,
            105
        ],
        [
            134,
            130,
            139,
            134,
            130,
            139
        ],
        [
            81,
            94,
            69,
            81,
            94,
            69
        ],
        [
            9711,
            4980,
            4731,
            9711,
            4980,
            4731
        ],
        [
            155.334864,
            168.834864,
            155.334864,
            155.334864,
            168.834864,
            155.334864
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -117000,
            -147702,
            -291126,
            358191,
            510089,
            -579603
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542045600000,
    "first_datapoint_time": 1547186400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758052932223,
    "expiration_time": 1764525600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 27,
            "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)