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Trade: XRP/USDT/360/SINWMA/KCB/5043

Strategy
XRP/USDT/360/SINWMA/KCB/5043
Pair
XRP_USDT
Interval
6h
Score
461511
Daily Profit
0.160675
Profit Factor
2.393325
Profitability
50.000000
Streak
104.121371
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 11:54
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810465.833 759291.4659 51174.3671 2445025.0388 5434852.5825 -2989827.5436
Total P&L (%) 810.4658 759.2915 51.1744 2445.025 5434.8526 -2989.8275
Avg Daily Profit (%) 0.3242 0.3037 0.0205 0.1296 0.1607 0
Buy And Hold Return (%) 705.1314 705.1314 705.1314 705.1314 705.1314 705.1314
Max Trade Drawdown -112039 -62983 -103597 -3689085 -1922061 -4573928
Profit Factor 2.6283 4.5365 1.1808 1.2385 2.3933 0.5293
Total Trades 71 36 35 71 36 35
Winning Trades 34 18 16 34 18 16
Losing Trades 37 18 19 37 18 19
Profitability (%) 47.8873 50 45.7143 47.8873 50 45.7143
Ratio Avg Win / Avg Loss 2.8602 4.5365 1.4022 1.3477 2.3933 0.6286
Largest Winning Trade 310080 310080 60100 4223354 4223354 852758
Largest Losing Trade -58249 -24125 -58249 -2638793 -801462 -2638793
Avg Bars in Trades 136 136 135 136 136 135
Avg Bars in Winners 174 170 178 174 170 178
Avg Bars in Losers 101 103 99 101 103 99
Bars Traded 9687 4928 4759 9687 4928 4759
Profit Streak 70.6214 104.1214 0 70.6214 104.1214 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -196732 -124943 -354602 -114181 461511 -582454

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1545199200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757580886447,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            810465.8329768981,
            759291.4658729401,
            51174.3671039578,
            2445025.038848933,
            5434852.5824525915,
            -2989827.543603659
        ],
        [
            810.465833,
            759.291466,
            51.174367,
            2445.025039,
            5434.852582,
            -2989.827544
        ],
        [
            0.324186,
            0.303717,
            0.02047,
            0.129553,
            0.160675,
            0
        ],
        [
            705.131354,
            705.131354,
            705.131354,
            705.131354,
            705.131354,
            705.131354
        ],
        [
            -112039,
            -62983,
            -103597,
            -3689085,
            -1922061,
            -4573928
        ],
        [
            2.628335,
            4.536539,
            1.180811,
            1.238471,
            2.393325,
            0.529329
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            47.887324,
            50,
            45.714286,
            47.887324,
            50,
            45.714286
        ],
        [
            2.860247,
            4.536539,
            1.402213,
            1.347748,
            2.393325,
            0.628578
        ],
        [
            310080,
            310080,
            60100,
            4223354,
            4223354,
            852758
        ],
        [
            -58249,
            -24125,
            -58249,
            -2638793,
            -801462,
            -2638793
        ],
        [
            136,
            136,
            135,
            136,
            136,
            135
        ],
        [
            174,
            170,
            178,
            174,
            170,
            178
        ],
        [
            101,
            103,
            99,
            101,
            103,
            99
        ],
        [
            9687,
            4928,
            4759,
            9687,
            4928,
            4759
        ],
        [
            70.621371,
            104.121371,
            0,
            70.621371,
            104.121371,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -196732,
            -124943,
            -354602,
            -114181,
            461511,
            -582454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1545199200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757580886447,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)