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Trade: XRP/USDT/360/SINWMA/MIDPRICE/6371

Strategy
XRP/USDT/360/SINWMA/MIDPRICE/6371
Pair
XRP_USDT
Interval
6h
Score
396530
Daily Profit
0.185160
Profit Factor
1.652423
Profitability
52.222222
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 11:13
Expiration Time
2025-12-07 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 952226.1241 841800.7056 110425.4185 9042386.792 10102254.2051 -1059867.4131
Total P&L (%) 952.2261 841.8007 110.4254 9042.3868 10102.2542 -1059.8674
Avg Daily Profit (%) 0.3809 0.3367 0.0442 0.1808 0.1852 0
Buy And Hold Return (%) 681.7009 681.7009 681.7009 681.7009 681.7009 681.7009
Max Trade Drawdown -90319 -79029 -51141 -13686878 -7104333 -6582544
Profit Factor 2.4118 3.0191 1.4288 1.3401 1.6524 0.9045
Total Trades 181 90 91 181 90 91
Winning Trades 94 47 47 94 47 47
Losing Trades 87 43 44 87 43 44
Profitability (%) 51.9337 52.2222 51.6484 51.9337 52.2222 51.6484
Ratio Avg Win / Avg Loss 2.2322 2.7622 1.3376 1.2403 1.5118 0.8468
Largest Winning Trade 325060 325060 36453 10152625 10152625 4093191
Largest Losing Trade -34295 -34295 -21652 -5685822 -5685822 -2412554
Avg Bars in Trades 53 66 39 53 66 39
Avg Bars in Winners 68 84 52 68 84 52
Avg Bars in Losers 36 47 26 36 47 26
Bars Traded 9628 5997 3630 9628 5997 3630
Profit Streak 24.3427 0 75.0927 24.3427 0 75.0927
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26395 -77764 -297957 358019 396530 -579910

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1545804000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758615206809,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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": [
        [
            952226.1240726504,
            841800.7055944961,
            110425.4184781536,
            9042386.791994808,
            10102254.205081271,
            -1059867.4130864642
        ],
        [
            952.226124,
            841.800706,
            110.425418,
            9042.386792,
            10102.254205,
            -1059.867413
        ],
        [
            0.380852,
            0.336687,
            0.044166,
            0.180765,
            0.18516,
            0
        ],
        [
            681.700877,
            681.700877,
            681.700877,
            681.700877,
            681.700877,
            681.700877
        ],
        [
            -90319,
            -79029,
            -51141,
            -13686878,
            -7104333,
            -6582544
        ],
        [
            2.411849,
            3.019131,
            1.428768,
            1.3401,
            1.652423,
            0.904544
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            51.933702,
            52.222222,
            51.648352,
            51.933702,
            52.222222,
            51.648352
        ],
        [
            2.232243,
            2.762184,
            1.33757,
            1.240305,
            1.511791,
            0.846807
        ],
        [
            325060,
            325060,
            36453,
            10152625,
            10152625,
            4093191
        ],
        [
            -34295,
            -34295,
            -21652,
            -5685822,
            -5685822,
            -2412554
        ],
        [
            53,
            66,
            39,
            53,
            66,
            39
        ],
        [
            68,
            84,
            52,
            68,
            84,
            52
        ],
        [
            36,
            47,
            26,
            36,
            47,
            26
        ],
        [
            9628,
            5997,
            3630,
            9628,
            5997,
            3630
        ],
        [
            24.342671,
            0,
            75.092671,
            24.342671,
            0,
            75.092671
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -26395,
            -77764,
            -297957,
            358019,
            396530,
            -579910
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1545804000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758615206809,
    "expiration_time": 1765087848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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)