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Trade: XRP/USDT/360/SINWMA/MIDPRICE/4799

Strategy
XRP/USDT/360/SINWMA/MIDPRICE/4799
Pair
XRP_USDT
Interval
6h
Score
388990
Daily Profit
0.171650
Profit Factor
1.377170
Profitability
56.435644
Streak
142.164099
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-19 12:56
Expiration Time
2025-12-03 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 917204.1336 817200.5407 100003.593 7179026.5836 10642767.6077 -3463741.024
Total P&L (%) 917.2041 817.2005 100.0036 7179.0266 10642.7676 -3463.741
Avg Daily Profit (%) 0.3669 0.3269 0.04 0.1717 0.1872 0
Buy And Hold Return (%) 769.4729 769.4729 769.4729 769.4729 769.4729 769.4729
Max Trade Drawdown -127719 -95059 -88120 -6186011 -3420437 -7548460
Profit Factor 2.6953 3.6625 1.4272 1.3772 2.1117 0.6339
Total Trades 101 50 51 101 50 51
Winning Trades 57 27 30 57 27 30
Losing Trades 44 23 21 44 23 21
Profitability (%) 56.4356 54 58.8235 56.4356 54 58.8235
Ratio Avg Win / Avg Loss 2.0806 3.1199 0.999 1.0631 1.7989 0.4437
Largest Winning Trade 318257 318257 65119 8437174 8437174 801165
Largest Losing Trade -53366 -53366 -51734 -5736388 -1897687 -5736388
Avg Bars in Trades 93 114 73 93 114 73
Avg Bars in Winners 109 120 98 109 120 98
Avg Bars in Losers 74 107 37 74 107 37
Bars Traded 9482 5729 3753 9482 5729 3753
Profit Streak 142.1641 142.1641 245.9141 142.1641 142.1641 245.9141
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88986 -309509 -483613 388990 -167020 -758336

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758275778195,
    "expiration_time": 1764741600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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": [
        [
            917204.133648902,
            817200.5406724565,
            100003.5929764455,
            7179026.583632702,
            10642767.607664052,
            -3463741.0240313504
        ],
        [
            917.204134,
            817.200541,
            100.003593,
            7179.026584,
            10642.767608,
            -3463.741024
        ],
        [
            0.366882,
            0.32688,
            0.040001,
            0.17165,
            0.187248,
            0
        ],
        [
            769.472899,
            769.472899,
            769.472899,
            769.472899,
            769.472899,
            769.472899
        ],
        [
            -127719,
            -95059,
            -88120,
            -6186011,
            -3420437,
            -7548460
        ],
        [
            2.695319,
            3.662533,
            1.427191,
            1.37717,
            2.111731,
            0.633884
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            56.435644,
            54,
            58.823529,
            56.435644,
            54,
            58.823529
        ],
        [
            2.080597,
            3.119935,
            0.999034,
            1.063078,
            1.798882,
            0.443719
        ],
        [
            318257,
            318257,
            65119,
            8437174,
            8437174,
            801165
        ],
        [
            -53366,
            -53366,
            -51734,
            -5736388,
            -1897687,
            -5736388
        ],
        [
            93,
            114,
            73,
            93,
            114,
            73
        ],
        [
            109,
            120,
            98,
            109,
            120,
            98
        ],
        [
            74,
            107,
            37,
            74,
            107,
            37
        ],
        [
            9482,
            5729,
            3753,
            9482,
            5729,
            3753
        ],
        [
            142.164099,
            142.164099,
            245.914099,
            142.164099,
            142.164099,
            245.914099
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88986,
            -309509,
            -483613,
            388990,
            -167020,
            -758336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546711200000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758275778195,
    "expiration_time": 1764741600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "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)