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Trade: XRP/USDT/360/SWMA/ALMA/3167

Strategy
XRP/USDT/360/SWMA/ALMA/3167
Pair
XRP_USDT
Interval
6h
Score
715245
Daily Profit
0.196711
Profit Factor
7.900266
Profitability
65.517241
Streak
457.690191
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 07:33
Expiration Time
2025-11-22 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 746526.0165 612500.2817 134025.7348 7343223.7359 13503799.5959 -6160575.86
Total P&L (%) 746.526 612.5003 134.0257 7343.2237 13503.7996 -6160.5759
Avg Daily Profit (%) 0.2986 0.245 0.0536 0.1725 0.1967 0
Buy And Hold Return (%) 691.9373 691.9373 691.9373 691.9373 691.9373 691.9373
Max Trade Drawdown -73531 -61236 -74641 -8847472 -1474884 -10205653
Profit Factor 3.3162 7.2662 1.5968 1.4919 7.9003 0.5251
Total Trades 58 29 29 58 29 29
Winning Trades 41 19 22 41 19 22
Losing Trades 17 10 7 17 10 7
Profitability (%) 70.6897 65.5172 75.8621 70.6897 65.5172 75.8621
Ratio Avg Win / Avg Loss 1.375 3.8243 0.5081 0.6186 4.158 0.1671
Largest Winning Trade 139578 139578 32184 7009994 7009994 1025587
Largest Losing Trade -73531 -36627 -73531 -8847472 -849455 -8847472
Avg Bars in Trades 168 171 165 168 171 165
Avg Bars in Winners 158 165 151 158 165 151
Avg Bars in Losers 192 181 207 192 181 207
Bars Traded 9753 4959 4794 9753 4959 4794
Profit Streak 190.9402 457.6902 190.9402 190.9402 457.6902 190.9402
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -302556 -145497 -282601 -168039 715245 -576506

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306032522,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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": [
        [
            746526.0164950864,
            612500.2816997411,
            134025.7347953453,
            7343223.735922993,
            13503799.595877822,
            -6160575.859954831
        ],
        [
            746.526016,
            612.500282,
            134.025735,
            7343.223736,
            13503.799596,
            -6160.57586
        ],
        [
            0.29861,
            0.245,
            0.05361,
            0.172544,
            0.196711,
            0
        ],
        [
            691.937296,
            691.937296,
            691.937296,
            691.937296,
            691.937296,
            691.937296
        ],
        [
            -73531,
            -61236,
            -74641,
            -8847472,
            -1474884,
            -10205653
        ],
        [
            3.31615,
            7.26621,
            1.596819,
            1.491879,
            7.900266,
            0.525084
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            17,
            10,
            7,
            17,
            10,
            7
        ],
        [
            70.689655,
            65.517241,
            75.862069,
            70.689655,
            65.517241,
            75.862069
        ],
        [
            1.374989,
            3.824321,
            0.508079,
            0.618584,
            4.158035,
            0.167072
        ],
        [
            139578,
            139578,
            32184,
            7009994,
            7009994,
            1025587
        ],
        [
            -73531,
            -36627,
            -73531,
            -8847472,
            -849455,
            -8847472
        ],
        [
            168,
            171,
            165,
            168,
            171,
            165
        ],
        [
            158,
            165,
            151,
            158,
            165,
            151
        ],
        [
            192,
            181,
            207,
            192,
            181,
            207
        ],
        [
            9753,
            4959,
            4794,
            9753,
            4959,
            4794
        ],
        [
            190.940191,
            457.690191,
            190.940191,
            190.940191,
            457.690191,
            190.940191
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -302556,
            -145497,
            -282601,
            -168039,
            715245,
            -576506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757306032522,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 228,
            "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)