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Trade: XRP/USDT/360/SINWMA/KCU/8621

Strategy
XRP/USDT/360/SINWMA/KCU/8621
Pair
XRP_USDT
Interval
6h
Score
550871
Daily Profit
0.185559
Profit Factor
3.250042
Profitability
55.172414
Streak
97.265271
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-18 15:21
Expiration Time
2025-12-02 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 759540.5496 688553.871 70986.6786 4107085.0048 10204147.8943 -6097062.8895
Total P&L (%) 759.5406 688.5539 70.9867 4107.085 10204.1479 -6097.0629
Avg Daily Profit (%) 0.3038 0.2754 0.0284 0.1497 0.1856 0
Buy And Hold Return (%) 766.3803 766.3803 766.3803 766.3803 766.3803 766.3803
Max Trade Drawdown -108546 -46807 -94972 -7790023 -2072547 -8248313
Profit Factor 3.1968 5.5933 1.3625 1.2809 3.25 0.3954
Total Trades 59 29 30 59 29 30
Winning Trades 31 16 15 31 16 15
Losing Trades 28 13 15 28 13 15
Profitability (%) 52.5424 55.1724 50 52.5424 55.1724 50
Ratio Avg Win / Avg Loss 2.8874 4.5445 1.3625 1.157 2.6407 0.3954
Largest Winning Trade 313627 313627 50375 7984812 7984812 1168725
Largest Losing Trade -56396 -26834 -56396 -5355714 -1388680 -5355714
Avg Bars in Trades 157 237 80 157 237 80
Avg Bars in Winners 189 264 109 189 264 109
Avg Bars in Losers 122 204 52 122 204 52
Bars Traded 9313 6886 2427 9313 6886 2427
Profit Streak 90.2653 97.2653 90.2653 90.2653 97.2653 90.2653
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -328953 -147690 -319751 -172165 550871 -580266

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542175200000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758198119379,
    "expiration_time": 1764677448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 195,
            "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": [
        [
            759540.5495981184,
            688553.8709627484,
            70986.6786353697,
            4107085.0047566546,
            10204147.894264389,
            -6097062.889507735
        ],
        [
            759.54055,
            688.553871,
            70.986679,
            4107.085005,
            10204.147894,
            -6097.06289
        ],
        [
            0.303786,
            0.275394,
            0.028392,
            0.149671,
            0.185559,
            0
        ],
        [
            766.380266,
            766.380266,
            766.380266,
            766.380266,
            766.380266,
            766.380266
        ],
        [
            -108546,
            -46807,
            -94972,
            -7790023,
            -2072547,
            -8248313
        ],
        [
            3.19677,
            5.59329,
            1.362456,
            1.280941,
            3.250042,
            0.395369
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            52.542373,
            55.172414,
            50,
            52.542373,
            55.172414,
            50
        ],
        [
            2.887406,
            4.544548,
            1.362456,
            1.156979,
            2.640659,
            0.395369
        ],
        [
            313627,
            313627,
            50375,
            7984812,
            7984812,
            1168725
        ],
        [
            -56396,
            -26834,
            -56396,
            -5355714,
            -1388680,
            -5355714
        ],
        [
            157,
            237,
            80,
            157,
            237,
            80
        ],
        [
            189,
            264,
            109,
            189,
            264,
            109
        ],
        [
            122,
            204,
            52,
            122,
            204,
            52
        ],
        [
            9313,
            6886,
            2427,
            9313,
            6886,
            2427
        ],
        [
            90.26527,
            97.265271,
            90.26527,
            90.265271,
            97.265271,
            90.265271
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328953,
            -147690,
            -319751,
            -172165,
            550871,
            -580266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542175200000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758198119379,
    "expiration_time": 1764677448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 195,
            "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)