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Trade: XRP/USDT/360/SINWMA/SMA/8398

Strategy
XRP/USDT/360/SINWMA/SMA/8398
Pair
XRP_USDT
Interval
6h
Score
781223
Daily Profit
0.295226
Profit Factor
6.577754
Profitability
73.333333
Streak
346.177847
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 07:16
Expiration Time
2025-12-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1082015.7152 839813.4583 242202.2569 117141187.6481 158626907.9556 -41485720.3075
Total P&L (%) 1082.0157 839.8135 242.2023 117141.1876 158626.908 -41485.7203
Avg Daily Profit (%) 0.4328 0.3359 0.0969 0.2831 0.2952 0
Buy And Hold Return (%) 815.0765 815.0765 815.0765 815.0765 815.0765 815.0765
Max Trade Drawdown -55404 -50368 -60053 -76569505 -14217274 -87718584
Profit Factor 5.1775 9.5643 2.5048 1.8555 6.5778 0.6176
Total Trades 61 30 31 61 30 31
Winning Trades 46 22 24 46 22 24
Losing Trades 15 8 7 15 8 7
Profitability (%) 75.4098 73.3333 77.4194 75.4098 73.3333 77.4194
Ratio Avg Win / Avg Loss 1.6883 3.4779 0.7306 0.6051 2.3919 0.1801
Largest Winning Trade 185683 185683 48495 89825322 89825322 8525473
Largest Losing Trade -55404 -40139 -55404 -76569505 -11429067 -76569505
Avg Bars in Trades 158 168 149 158 168 149
Avg Bars in Winners 155 154 155 155 154 155
Avg Bars in Losers 169 207 126 169 207 126
Bars Traded 9690 5068 4622 9690 5068 4622
Profit Streak 201.9278 346.1778 201.9278 201.9278 346.1778 201.9278
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -207255 -134287 -222921 -151828 781223 -576287

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547618400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341765939,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 246,
            "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": [
        [
            1082015.7152067663,
            839813.45826293,
            242202.2569438361,
            117141187.64805497,
            158626907.95559114,
            -41485720.30753617
        ],
        [
            1082.015715,
            839.813458,
            242.202257,
            117141.187648,
            158626.907956,
            -41485.720308
        ],
        [
            0.432806,
            0.335925,
            0.096881,
            0.283073,
            0.295226,
            0
        ],
        [
            815.076453,
            815.076453,
            815.076453,
            815.076453,
            815.076453,
            815.076453
        ],
        [
            -55404,
            -50368,
            -60053,
            -76569505,
            -14217274,
            -87718584
        ],
        [
            5.177479,
            9.564256,
            2.504817,
            1.855541,
            6.577754,
            0.617578
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            75.409836,
            73.333333,
            77.419355,
            75.409836,
            73.333333,
            77.419355
        ],
        [
            1.688308,
            3.477911,
            0.730572,
            0.605068,
            2.391911,
            0.180127
        ],
        [
            185683,
            185683,
            48495,
            89825322,
            89825322,
            8525473
        ],
        [
            -55404,
            -40139,
            -55404,
            -76569505,
            -11429067,
            -76569505
        ],
        [
            158,
            168,
            149,
            158,
            168,
            149
        ],
        [
            155,
            154,
            155,
            155,
            154,
            155
        ],
        [
            169,
            207,
            126,
            169,
            207,
            126
        ],
        [
            9690,
            5068,
            4622,
            9690,
            5068,
            4622
        ],
        [
            201.927846,
            346.177846,
            201.927846,
            201.927846,
            346.177847,
            201.927846
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -207255,
            -134287,
            -222921,
            -151828,
            781223,
            -576287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547618400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758341765939,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 246,
            "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)