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Trade: XRP/USDT/360/SINWMA/KCU/6449

Strategy
XRP/USDT/360/SINWMA/KCU/6449
Pair
XRP_USDT
Interval
6h
Score
537768
Daily Profit
0.202429
Profit Factor
2.896059
Profitability
60.606061
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 00:53
Expiration Time
2025-12-03 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 887767.6254 763890.5827 123877.0427 7887677.3355 15589999.619 -7702322.2834
Total P&L (%) 887.7676 763.8906 123.877 7887.6773 15589.9996 -7702.3223
Avg Daily Profit (%) 0.3551 0.3056 0.0496 0.1754 0.2024 0
Buy And Hold Return (%) 717.5009 717.5009 717.5009 717.5009 717.5009 717.5009
Max Trade Drawdown -82524 -79594 -78827 -13267591 -5212235 -13315125
Profit Factor 3.729 4.9566 1.9367 1.3464 2.8961 0.4705
Total Trades 67 33 34 67 33 34
Winning Trades 41 20 21 41 20 21
Losing Trades 26 13 13 26 13 13
Profitability (%) 61.194 60.6061 61.7647 61.194 60.6061 61.7647
Ratio Avg Win / Avg Loss 2.3647 3.2218 1.1989 0.8538 1.8824 0.2913
Largest Winning Trade 209226 209226 63045 10322325 10322325 1251124
Largest Losing Trade -78119 -56025 -78119 -13267591 -3107221 -13267591
Avg Bars in Trades 138 223 56 138 223 56
Avg Bars in Winners 134 213 59 134 213 59
Avg Bars in Losers 145 238 52 145 238 52
Bars Traded 9300 7371 1929 9300 7371 1929
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195271 -127609 -288441 -113020 537768 -579270

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758318781139,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            887767.6253881371,
            763890.582696633,
            123877.0426915039,
            7887677.335525245,
            15589999.61896111,
            -7702322.2834358625
        ],
        [
            887.767625,
            763.890583,
            123.877043,
            7887.677336,
            15589.999619,
            -7702.322283
        ],
        [
            0.355107,
            0.305556,
            0.049551,
            0.175373,
            0.202429,
            0
        ],
        [
            717.500888,
            717.500888,
            717.500888,
            717.500888,
            717.500888,
            717.500888
        ],
        [
            -82524,
            -79594,
            -78827,
            -13267591,
            -5212235,
            -13315125
        ],
        [
            3.728973,
            4.956562,
            1.93674,
            1.346428,
            2.896059,
            0.470494
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            61.19403,
            60.606061,
            61.764706,
            61.19403,
            60.606061,
            61.764706
        ],
        [
            2.364715,
            3.221765,
            1.198934,
            0.853833,
            1.882438,
            0.291258
        ],
        [
            209226,
            209226,
            63045,
            10322325,
            10322325,
            1251124
        ],
        [
            -78119,
            -56025,
            -78119,
            -13267591,
            -3107221,
            -13267591
        ],
        [
            138,
            223,
            56,
            138,
            223,
            56
        ],
        [
            134,
            213,
            59,
            134,
            213,
            59
        ],
        [
            145,
            238,
            52,
            145,
            238,
            52
        ],
        [
            9300,
            7371,
            1929,
            9300,
            7371,
            1929
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195271,
            -127609,
            -288441,
            -113020,
            537768,
            -579270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758318781139,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 134,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)