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Trade: XRP/USDT/360/SINWMA/WMA/8802

Strategy
XRP/USDT/360/SINWMA/WMA/8802
Pair
XRP_USDT
Interval
6h
Score
668026
Daily Profit
0.288111
Profit Factor
4.187233
Profitability
57.303371
Streak
155.245751
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 14:53
Expiration Time
2025-12-04 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1136840.2756 900094.08 236746.1955 132829871.7157 105632652.2193 27197219.4963
Total P&L (%) 1136.8403 900.0941 236.7462 132829.8717 105632.6522 27197.2195
Avg Daily Profit (%) 0.4547 0.36 0.0947 0.2881 0.2789 0.2246
Buy And Hold Return (%) 825.4591 825.4591 825.4591 825.4591 825.4591 825.4591
Max Trade Drawdown -45363 -36266 -29278 -22757332 -20463386 -4363136
Profit Factor 4.338 6.3548 2.3725 4.1872 4.4972 3.371
Total Trades 89 44 45 89 44 45
Winning Trades 51 25 26 51 25 26
Losing Trades 38 19 19 38 19 19
Profitability (%) 57.3034 56.8182 57.7778 57.3034 56.8182 57.7778
Ratio Avg Win / Avg Loss 3.2322 4.8297 1.7338 3.1199 3.4179 2.4634
Largest Winning Trade 354669 354669 48771 50134794 50134794 13422738
Largest Losing Trade -23615 -21082 -23615 -20463386 -20463386 -2579897
Avg Bars in Trades 109 117 101 109 117 101
Avg Bars in Winners 127 133 123 127 133 123
Avg Bars in Losers 84 96 72 84 96 72
Bars Traded 9732 5160 4572 9732 5160 4572
Profit Streak 155.2458 170.7458 155.2458 155.2458 170.7458 155.2458
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28328 -117804 -225762 668026 649761 602371

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758369232854,
    "expiration_time": 1764828000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "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": [
        [
            1136840.2755889245,
            900094.0800396715,
            236746.1955492536,
            132829871.7156617,
            105632652.2193279,
            27197219.496333785
        ],
        [
            1136.840276,
            900.09408,
            236.746196,
            132829.871716,
            105632.652219,
            27197.219496
        ],
        [
            0.454736,
            0.360038,
            0.094698,
            0.288111,
            0.278928,
            0.224627
        ],
        [
            825.459106,
            825.459106,
            825.459106,
            825.459106,
            825.459106,
            825.459106
        ],
        [
            -45363,
            -36266,
            -29278,
            -22757332,
            -20463386,
            -4363136
        ],
        [
            4.337981,
            6.354816,
            2.372548,
            4.187233,
            4.497224,
            3.370976
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            57.303371,
            56.818182,
            57.777778,
            57.303371,
            56.818182,
            57.777778
        ],
        [
            3.232221,
            4.82966,
            1.733785,
            3.119899,
            3.41789,
            2.463406
        ],
        [
            354669,
            354669,
            48771,
            50134794,
            50134794,
            13422738
        ],
        [
            -23615,
            -21082,
            -23615,
            -20463386,
            -20463386,
            -2579897
        ],
        [
            109,
            117,
            101,
            109,
            117,
            101
        ],
        [
            127,
            133,
            123,
            127,
            133,
            123
        ],
        [
            84,
            96,
            72,
            84,
            96,
            72
        ],
        [
            9732,
            5160,
            4572,
            9732,
            5160,
            4572
        ],
        [
            155.245751,
            170.745751,
            155.245751,
            155.245751,
            170.745751,
            155.245751
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28328,
            -117804,
            -225762,
            668026,
            649761,
            602371
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758369232854,
    "expiration_time": 1764828000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 224,
            "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)