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Trade: XRP/USDT/360/SINWMA/DCM/7119

Strategy
XRP/USDT/360/SINWMA/DCM/7119
Pair
XRP_USDT
Interval
6h
Score
487448
Daily Profit
0.193542
Profit Factor
2.402991
Profitability
65.853659
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-14 14:06
Expiration Time
2025-11-28 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 610494.3677 570860.8762 39633.4915 -15466874.8247 12469792.2034 -27936667.0282
Total P&L (%) 610.4944 570.8609 39.6335 -15466.8748 12469.7922 -27936.667
Avg Daily Profit (%) 0.2442 0.2283 0.0159 0 0.1935 0
Buy And Hold Return (%) 780.178 780.178 780.178 780.178 780.178 780.178
Max Trade Drawdown -197453 -62668 -173983 -33138967 -4941887 -32067816
Profit Factor 2.3493 4.4541 1.138 0.6419 2.403 0.1856
Total Trades 83 41 42 83 41 42
Winning Trades 52 27 25 52 27 25
Losing Trades 31 14 17 31 14 17
Profitability (%) 62.6506 65.8537 59.5238 62.6506 65.8537 59.5238
Ratio Avg Win / Avg Loss 1.4006 2.3095 0.7738 0.3827 1.246 0.1262
Largest Winning Trade 157017 157017 36947 9292402 9292402 1055075
Largest Losing Trade -166577 -43917 -166577 -29604227 -4593883 -29604227
Avg Bars in Trades 116 119 113 116 119 113
Avg Bars in Winners 119 122 116 110 116 104
Avg Bars in Losers 111 112 109 126 124 127
Bars Traded 9662 4880 4782 9662 4880 4782
Profit Streak 81.4628 84.4628 81.4628 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152396 -147454 -405991 -580137 487448 -579500

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1546581600000,
    "last_datapoint_time": 1757829600000,
    "evaluation_time": 1757847989146,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 34,
            "offset": 187
        }
    }
}
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": [
        [
            610494.3676589001,
            570860.8761968284,
            39633.4914620718,
            -15466874.824726978,
            12469792.203444287,
            -27936667.028171264
        ],
        [
            610.494368,
            570.860876,
            39.633491,
            -15466.874825,
            12469.792203,
            -27936.667028
        ],
        [
            0.244198,
            0.228344,
            0.015853,
            0,
            0.193542,
            0
        ],
        [
            780.178021,
            780.178021,
            780.178021,
            780.178021,
            780.178021,
            780.178021
        ],
        [
            -197453,
            -62668,
            -173983,
            -33138967,
            -4941887,
            -32067816
        ],
        [
            2.34932,
            4.454059,
            1.138012,
            0.641905,
            2.402991,
            0.185616
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            62.650602,
            65.853659,
            59.52381,
            62.650602,
            65.853659,
            59.52381
        ],
        [
            1.400556,
            2.309512,
            0.773848,
            0.382674,
            1.245995,
            0.126219
        ],
        [
            157017,
            157017,
            36947,
            9292402,
            9292402,
            1055075
        ],
        [
            -166577,
            -43917,
            -166577,
            -29604227,
            -4593883,
            -29604227
        ],
        [
            116,
            119,
            113,
            116,
            119,
            113
        ],
        [
            119,
            122,
            116,
            110,
            116,
            104
        ],
        [
            111,
            112,
            109,
            126,
            124,
            127
        ],
        [
            9662,
            4880,
            4782,
            9662,
            4880,
            4782
        ],
        [
            81.462837,
            84.462837,
            81.462837,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152396,
            -147454,
            -405991,
            -580137,
            487448,
            -579500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541829600000,
    "first_datapoint_time": 1546581600000,
    "last_datapoint_time": 1757829600000,
    "evaluation_time": 1757847989146,
    "expiration_time": 1764309600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 34,
            "offset": 187
        }
    }
}

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)