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Trade: XRP/USDT/360/SINWMA/MIDPOINT/1577

Strategy
XRP/USDT/360/SINWMA/MIDPOINT/1577
Pair
XRP_USDT
Interval
6h
Score
336940
Daily Profit
0.153281
Profit Factor
1.660165
Profitability
46.616541
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 18:09
Expiration Time
2025-11-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 886460.4578 810632.1342 75828.3236 4502098.4288 4573398.3714 -71299.9426
Total P&L (%) 886.4605 810.6321 75.8283 4502.0984 4573.3984 -71.2999
Avg Daily Profit (%) 0.3546 0.3243 0.0303 0.1533 0.1539 -0.0499
Buy And Hold Return (%) 713.4845 713.4845 713.4845 713.4845 713.4845 713.4845
Max Trade Drawdown -151681 -101412 -69419 -1918539 -1002426 -1106300
Profit Factor 2.3789 3.0135 1.3156 1.6602 2.1902 0.9761
Total Trades 133 66 67 133 66 67
Winning Trades 62 30 32 62 30 32
Losing Trades 71 36 35 71 36 35
Profitability (%) 46.6165 45.4545 47.7612 46.6165 45.4545 47.7612
Ratio Avg Win / Avg Loss 2.7242 3.6162 1.4389 1.9012 2.6282 1.0676
Largest Winning Trade 308282 308282 52714 3335995 3335995 841594
Largest Losing Trade -27592 -27280 -27592 -1087476 -863741 -1087476
Avg Bars in Trades 72 98 48 72 98 48
Avg Bars in Winners 91 128 58 91 128 58
Avg Bars in Losers 56 73 39 56 73 39
Bars Traded 9701 6474 3227 9701 6474 3227
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 -77425 -234787 -435792 336940 -114808 -696940

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1545220800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757516951939,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "offset": 0
        }
    }
}
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": [
        [
            886460.4578240849,
            810632.1341862085,
            75828.3236378762,
            4502098.428798259,
            4573398.3713604435,
            -71299.942562184
        ],
        [
            886.460458,
            810.632134,
            75.828324,
            4502.098429,
            4573.398371,
            -71.299943
        ],
        [
            0.354584,
            0.324253,
            0.030331,
            0.153281,
            0.153897,
            -0.049918
        ],
        [
            713.484545,
            713.484545,
            713.484545,
            713.484545,
            713.484545,
            713.484545
        ],
        [
            -151681,
            -101412,
            -69419,
            -1918539,
            -1002426,
            -1106300
        ],
        [
            2.378918,
            3.013515,
            1.315595,
            1.660165,
            2.190177,
            0.97605
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            46.616541,
            45.454545,
            47.761194,
            46.616541,
            45.454545,
            47.761194
        ],
        [
            2.724245,
            3.616218,
            1.438932,
            1.901157,
            2.628212,
            1.067555
        ],
        [
            308282,
            308282,
            52714,
            3335995,
            3335995,
            841594
        ],
        [
            -27592,
            -27280,
            -27592,
            -1087476,
            -863741,
            -1087476
        ],
        [
            72,
            98,
            48,
            72,
            98,
            48
        ],
        [
            91,
            128,
            58,
            91,
            128,
            58
        ],
        [
            56,
            73,
            39,
            56,
            73,
            39
        ],
        [
            9701,
            6474,
            3227,
            9701,
            6474,
            3227
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77425,
            -234787,
            -435792,
            336940,
            -114808,
            -696940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1545220800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757516951939,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "offset": 0
        }
    }
}

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)