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Trade: XRP/USDT/360/SINWMA/EMA/3825

Strategy
XRP/USDT/360/SINWMA/EMA/3825
Pair
XRP_USDT
Interval
6h
Score
638483
Daily Profit
0.255187
Profit Factor
4.863329
Profitability
61.363636
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 06:23
Expiration Time
2025-12-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 880834.3684 744524.5113 136309.8571 -10256933.2796 58396448.9248 -68653382.2044
Total P&L (%) 880.8344 744.5245 136.3099 -10256.9333 58396.4489 -68653.3822
Avg Daily Profit (%) 0.3523 0.2978 0.0545 0 0.2552 0
Buy And Hold Return (%) 696.053 696.053 696.053 696.053 696.053 696.053
Max Trade Drawdown -165410 -49323 -122311 -79562284 -4212157 -80281998
Profit Factor 2.8906 4.7557 1.5093 0.8998 4.8633 0.2134
Total Trades 89 44 45 89 44 45
Winning Trades 53 26 27 51 27 24
Losing Trades 36 18 18 38 17 21
Profitability (%) 59.5506 59.0909 60 57.3034 61.3636 53.3333
Ratio Avg Win / Avg Loss 1.9635 3.2924 1.0062 0.6705 3.0621 0.1867
Largest Winning Trade 170896 170896 63731 43181249 43181249 3983104
Largest Losing Trade -115149 -49323 -115149 -78818653 -2536273 -78818653
Avg Bars in Trades 109 121 97 109 121 97
Avg Bars in Winners 122 119 125 116 109 123
Avg Bars in Losers 89 124 54 100 141 66
Bars Traded 9732 5367 4365 9732 5367 4365
Profit Streak 171.1412 171.1412 201.6412 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65441 -125418 -281799 -579593 638483 -580279

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758425002985,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 156,
            "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": [
        [
            880834.3683921178,
            744524.5113262138,
            136309.857065904,
            -10256933.279589178,
            58396448.92480812,
            -68653382.20439729
        ],
        [
            880.834368,
            744.524511,
            136.309857,
            -10256.93328,
            58396.448925,
            -68653.382204
        ],
        [
            0.352334,
            0.29781,
            0.054524,
            0,
            0.255187,
            0
        ],
        [
            696.052982,
            696.052982,
            696.052982,
            696.052982,
            696.052982,
            696.052982
        ],
        [
            -165410,
            -49323,
            -122311,
            -79562284,
            -4212157,
            -80281998
        ],
        [
            2.890634,
            4.755684,
            1.509276,
            0.899828,
            4.863329,
            0.213395
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            53,
            26,
            27,
            51,
            27,
            24
        ],
        [
            36,
            18,
            18,
            38,
            17,
            21
        ],
        [
            59.550562,
            59.090909,
            60,
            57.303371,
            61.363636,
            53.333333
        ],
        [
            1.96345,
            3.292397,
            1.006184,
            0.67046,
            3.062096,
            0.186721
        ],
        [
            170896,
            170896,
            63731,
            43181249,
            43181249,
            3983104
        ],
        [
            -115149,
            -49323,
            -115149,
            -78818653,
            -2536273,
            -78818653
        ],
        [
            109,
            121,
            97,
            109,
            121,
            97
        ],
        [
            122,
            119,
            125,
            116,
            109,
            123
        ],
        [
            89,
            124,
            54,
            100,
            141,
            66
        ],
        [
            9732,
            5367,
            4365,
            9732,
            5367,
            4365
        ],
        [
            171.141238,
            171.141238,
            201.641238,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65441,
            -125418,
            -281799,
            -579593,
            638483,
            -580279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758425002985,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 156,
            "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)