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Trade: XRP/USDT/360/SINWMA/KCB/5302

Strategy
XRP/USDT/360/SINWMA/KCB/5302
Pair
XRP_USDT
Interval
6h
Score
365252
Daily Profit
0.148756
Profit Factor
2.636845
Profitability
47.619048
Streak
168.057348
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 16:22
Expiration Time
2025-12-01 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665537.5426 656072.3347 9465.2079 664769.5511 4010552.4921 -3345782.941
Total P&L (%) 665.5375 656.0723 9.4652 664.7696 4010.5525 -3345.7829
Avg Daily Profit (%) 0.2662 0.2624 0.0038 0.0814 0.1488 0
Buy And Hold Return (%) 713.5812 713.5812 713.5812 713.5812 713.5812 713.5812
Max Trade Drawdown -136978 -58746 -127856 -3352177 -917936 -4613971
Profit Factor 2.162 3.6223 1.0293 1.0816 2.6368 0.4125
Total Trades 85 42 43 85 42 43
Winning Trades 39 20 19 39 20 19
Losing Trades 46 22 24 46 22 24
Profitability (%) 45.8824 47.619 44.186 45.8824 47.619 44.186
Ratio Avg Win / Avg Loss 2.5501 3.9846 1.3002 1.2757 2.9005 0.5211
Largest Winning Trade 269097 269097 44602 2840702 2840702 490251
Largest Losing Trade -70573 -31711 -70573 -2749792 -363589 -2749792
Avg Bars in Trades 114 114 113 114 114 113
Avg Bars in Winners 149 147 151 149 147 151
Avg Bars in Losers 84 85 83 84 85 83
Bars Traded 9727 4829 4898 9727 4829 4898
Profit Streak 0 168.0573 0 0 168.0573 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154435 -150337 -543993 -381750 365252 -582988

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1545328800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758115354838,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            665537.5426074215,
            656072.3347199815,
            9465.2078874402,
            664769.551094549,
            4010552.492050734,
            -3345782.940956185
        ],
        [
            665.537543,
            656.072335,
            9.465208,
            664.769551,
            4010.552492,
            -3345.782941
        ],
        [
            0.266215,
            0.262429,
            0.003786,
            0.081409,
            0.148756,
            0
        ],
        [
            713.581175,
            713.581175,
            713.581175,
            713.581175,
            713.581175,
            713.581175
        ],
        [
            -136978,
            -58746,
            -127856,
            -3352177,
            -917936,
            -4613971
        ],
        [
            2.162041,
            3.622334,
            1.029345,
            1.081612,
            2.636845,
            0.412537
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            45.882353,
            47.619048,
            44.186047,
            45.882353,
            47.619048,
            44.186047
        ],
        [
            2.550099,
            3.984568,
            1.300226,
            1.275748,
            2.900529,
            0.5211
        ],
        [
            269097,
            269097,
            44602,
            2840702,
            2840702,
            490251
        ],
        [
            -70573,
            -31711,
            -70573,
            -2749792,
            -363589,
            -2749792
        ],
        [
            114,
            114,
            113,
            114,
            114,
            113
        ],
        [
            149,
            147,
            151,
            149,
            147,
            151
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            9727,
            4829,
            4898,
            9727,
            4829,
            4898
        ],
        [
            0,
            168.057348,
            0,
            0,
            168.057348,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154435,
            -150337,
            -543993,
            -381750,
            365252,
            -582988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1545328800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758115354838,
    "expiration_time": 1764590400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)