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Trade: XRP/USDT/360/SINWMA/MIDPRICE/4360

Strategy
XRP/USDT/360/SINWMA/MIDPRICE/4360
Pair
XRP_USDT
Interval
6h
Score
366905
Daily Profit
0.210697
Profit Factor
1.387986
Profitability
49.514563
Streak
101.982514
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 02:34
Expiration Time
2025-11-25 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1183831.7625 1028228.9376 155602.8248 19184274.8418 33720978.6524 -14536703.8106
Total P&L (%) 1183.8318 1028.2289 155.6028 19184.2748 33720.9787 -14536.7038
Avg Daily Profit (%) 0.4735 0.4113 0.0622 0.2107 0.2332 0
Buy And Hold Return (%) 735.5637 735.5637 735.5637 735.5637 735.5637 735.5637
Max Trade Drawdown -94445 -52405 -81200 -27509845 -10028150 -23429222
Profit Factor 3.8843 5.6125 1.8298 1.388 2.703 0.5096
Total Trades 103 51 52 103 51 52
Winning Trades 51 23 28 51 23 28
Losing Trades 52 28 24 52 28 24
Profitability (%) 49.5146 45.098 53.8462 49.5146 45.098 53.8462
Ratio Avg Win / Avg Loss 3.9605 6.8326 1.5684 1.4152 3.2906 0.4368
Largest Winning Trade 534571 534571 56677 29676696 29676696 2058561
Largest Losing Trade -45314 -26250 -45314 -18078017 -5054419 -18078017
Avg Bars in Trades 88 111 65 88 111 65
Avg Bars in Winners 111 152 77 111 152 77
Avg Bars in Losers 65 77 51 65 77 51
Bars Traded 9093 5688 3405 9093 5688 3405
Profit Streak 101.9825 101.9825 102.2325 101.9825 101.9825 102.2325
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334828 -205306 -450722 366905 -167922 -759376

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1757613600000,
    "evaluation_time": 1757633689177,
    "expiration_time": 1764093600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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": [
        [
            1183831.7624581838,
            1028228.9376292285,
            155602.8248289552,
            19184274.841791075,
            33720978.6523952,
            -14536703.81060413
        ],
        [
            1183.831762,
            1028.228938,
            155.602825,
            19184.274842,
            33720.978652,
            -14536.703811
        ],
        [
            0.473533,
            0.411292,
            0.062241,
            0.210697,
            0.233218,
            0
        ],
        [
            735.563738,
            735.563738,
            735.563738,
            735.563738,
            735.563738,
            735.563738
        ],
        [
            -94445,
            -52405,
            -81200,
            -27509845,
            -10028150,
            -23429222
        ],
        [
            3.884333,
            5.612461,
            1.829833,
            1.387986,
            2.70303,
            0.509645
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            49.514563,
            45.098039,
            53.846154,
            49.514563,
            45.098039,
            53.846154
        ],
        [
            3.960497,
            6.832562,
            1.568428,
            1.415201,
            3.290646,
            0.436838
        ],
        [
            534571,
            534571,
            56677,
            29676696,
            29676696,
            2058561
        ],
        [
            -45314,
            -26250,
            -45314,
            -18078017,
            -5054419,
            -18078017
        ],
        [
            88,
            111,
            65,
            88,
            111,
            65
        ],
        [
            111,
            152,
            77,
            111,
            152,
            77
        ],
        [
            65,
            77,
            51,
            65,
            77,
            51
        ],
        [
            9093,
            5688,
            3405,
            9093,
            5688,
            3405
        ],
        [
            101.982514,
            101.982514,
            102.232514,
            101.982514,
            101.982514,
            102.232514
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334828,
            -205306,
            -450722,
            366905,
            -167922,
            -759376
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1757613600000,
    "evaluation_time": 1757633689177,
    "expiration_time": 1764093600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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)