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Trade: XRP/USDT/360/LINREG/SINWMA/3633

Strategy
XRP/USDT/360/LINREG/SINWMA/3633
Pair
XRP_USDT
Interval
6h
Score
348616
Daily Profit
0.191255
Profit Factor
1.439283
Profitability
53.061224
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-21 00:10
Expiration Time
2025-12-04 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1050722.8033 912004.7728 138718.0305 11778208.6732 13053259.7944 -1275051.1212
Total P&L (%) 1050.7228 912.0048 138.718 11778.2087 13053.2598 -1275.0511
Avg Daily Profit (%) 0.4202 0.3648 0.0555 0.1913 0.1953 0
Buy And Hold Return (%) 690.5208 690.5208 690.5208 690.5208 690.5208 690.5208
Max Trade Drawdown -79237 -60376 -75305 -10729961 -6909906 -4398215
Profit Factor 2.5732 3.6082 1.4359 1.4393 1.8116 0.8812
Total Trades 147 73 74 147 73 74
Winning Trades 78 39 39 78 39 39
Losing Trades 69 34 35 69 34 35
Profitability (%) 53.0612 53.4247 52.7027 53.0612 53.4247 52.7027
Ratio Avg Win / Avg Loss 2.2763 3.1457 1.2886 1.2732 1.5794 0.7908
Largest Winning Trade 333478 333478 61062 10493459 10493459 1892260
Largest Losing Trade -75305 -38411 -75305 -4113286 -4113286 -1908648
Avg Bars in Trades 66 71 61 66 71 61
Avg Bars in Winners 84 85 82 84 85 82
Avg Bars in Losers 46 54 38 46 54 38
Bars Traded 9748 5196 4552 9748 5196 4552
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 199238 -121005 -347801 348616 -59801 -644885

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1758391200000,
    "evaluation_time": 1758402612089,
    "expiration_time": 1764871848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "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": [
        [
            1050722.803328091,
            912004.7727858026,
            138718.0305422884,
            11778208.673249539,
            13053259.794426646,
            -1275051.1211771125
        ],
        [
            1050.722803,
            912.004773,
            138.718031,
            11778.208673,
            13053.259794,
            -1275.051121
        ],
        [
            0.420247,
            0.364765,
            0.055482,
            0.191255,
            0.195341,
            0
        ],
        [
            690.520772,
            690.520772,
            690.520772,
            690.520772,
            690.520772,
            690.520772
        ],
        [
            -79237,
            -60376,
            -75305,
            -10729961,
            -6909906,
            -4398215
        ],
        [
            2.573209,
            3.608245,
            1.435915,
            1.439283,
            1.811639,
            0.881167
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            53.061224,
            53.424658,
            52.702703,
            53.061224,
            53.424658,
            52.702703
        ],
        [
            2.276301,
            3.14565,
            1.288642,
            1.273212,
            1.579378,
            0.790791
        ],
        [
            333478,
            333478,
            61062,
            10493459,
            10493459,
            1892260
        ],
        [
            -75305,
            -38411,
            -75305,
            -4113286,
            -4113286,
            -1908648
        ],
        [
            66,
            71,
            61,
            66,
            71,
            61
        ],
        [
            84,
            85,
            82,
            84,
            85,
            82
        ],
        [
            46,
            54,
            38,
            46,
            54,
            38
        ],
        [
            9748,
            5196,
            4552,
            9748,
            5196,
            4552
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            199238,
            -121005,
            -347801,
            348616,
            -59801,
            -644885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1758391200000,
    "evaluation_time": 1758402612089,
    "expiration_time": 1764871848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "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)