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Trade: XRP/USDT/360/SINWMA/KCB/8842

Strategy
XRP/USDT/360/SINWMA/KCB/8842
Pair
XRP_USDT
Interval
6h
Score
562664
Daily Profit
0.217050
Profit Factor
2.986302
Profitability
56.250000
Streak
157.273207
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-11 09:33
Expiration Time
2025-11-25 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 955697.9308 814929.9087 140768.0221 19160457.5081 22508731.0371 -3348273.529
Total P&L (%) 955.6979 814.9299 140.768 19160.4575 22508.731 -3348.2735
Avg Daily Profit (%) 0.3822 0.3259 0.0563 0.2106 0.2171 0
Buy And Hold Return (%) 762.0333 762.0333 762.0333 762.0333 762.0333 762.0333
Max Trade Drawdown -57142 -53570 -43871 -10488698 -5886174 -6147149
Profit Factor 3.6358 5.7999 1.7301 1.9013 2.9863 0.6627
Total Trades 64 32 32 64 32 32
Winning Trades 34 18 16 34 18 16
Losing Trades 30 14 16 30 14 16
Profitability (%) 53.125 56.25 50 53.125 56.25 50
Ratio Avg Win / Avg Loss 3.2081 4.511 1.7301 1.6776 2.3227 0.6627
Largest Winning Trade 309835 309835 54441 18321864 18321864 1238900
Largest Losing Trade -43871 -38932 -43871 -5886174 -5886174 -3209721
Avg Bars in Trades 143 151 134 143 151 134
Avg Bars in Winners 166 166 166 166 166 166
Avg Bars in Losers 117 133 103 117 133 103
Bars Traded 9176 4861 4315 9176 4861 4315
Profit Streak 71.7732 157.2732 0 71.7732 157.2732 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -212858 -124943 -280267 -130798 562664 -580810

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757572405063,
    "expiration_time": 1764051048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 220,
            "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": [
        [
            955697.9307948381,
            814929.9086502822,
            140768.0221445558,
            19160457.508117523,
            22508731.037148125,
            -3348273.5290305964
        ],
        [
            955.697931,
            814.929909,
            140.768022,
            19160.457508,
            22508.731037,
            -3348.273529
        ],
        [
            0.382241,
            0.325939,
            0.056302,
            0.210626,
            0.21705,
            0
        ],
        [
            762.033344,
            762.033344,
            762.033344,
            762.033344,
            762.033344,
            762.033344
        ],
        [
            -57142,
            -53570,
            -43871,
            -10488698,
            -5886174,
            -6147149
        ],
        [
            3.635794,
            5.799898,
            1.73011,
            1.901286,
            2.986302,
            0.662712
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            53.125,
            56.25,
            50,
            53.125,
            56.25,
            50
        ],
        [
            3.208053,
            4.511032,
            1.73011,
            1.677606,
            2.322679,
            0.662712
        ],
        [
            309835,
            309835,
            54441,
            18321864,
            18321864,
            1238900
        ],
        [
            -43871,
            -38932,
            -43871,
            -5886174,
            -5886174,
            -3209721
        ],
        [
            143,
            151,
            134,
            143,
            151,
            134
        ],
        [
            166,
            166,
            166,
            166,
            166,
            166
        ],
        [
            117,
            133,
            103,
            117,
            133,
            103
        ],
        [
            9176,
            4861,
            4315,
            9176,
            4861,
            4315
        ],
        [
            71.773207,
            157.273207,
            0,
            71.773207,
            157.273207,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -212858,
            -124943,
            -280267,
            -130798,
            562664,
            -580810
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757572405063,
    "expiration_time": 1764051048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 220,
            "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)