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Trade: XRP/USDT/360/SWMA/ALMA/9515

Strategy
XRP/USDT/360/SWMA/ALMA/9515
Pair
XRP_USDT
Interval
6h
Score
698889
Daily Profit
0.179182
Profit Factor
6.135552
Profitability
63.333333
Streak
331.148035
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-13 00:33
Expiration Time
2025-11-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 749200.8838 628025.359 121175.5248 6304855.0647 8684123.4894 -2379268.4247
Total P&L (%) 749.2009 628.0254 121.1755 6304.8551 8684.1235 -2379.2684
Avg Daily Profit (%) 0.2997 0.2512 0.0485 0.1665 0.1792 0
Buy And Hold Return (%) 777.3342 777.3342 777.3342 777.3342 777.3342 777.3342
Max Trade Drawdown -62435 -63389 -75507 -4297360 -1115816 -5591652
Profit Factor 3.1333 6.4292 1.5145 1.7146 6.1356 0.6664
Total Trades 60 30 30 60 30 30
Winning Trades 41 19 22 41 19 22
Losing Trades 19 11 8 19 11 8
Profitability (%) 68.3333 63.3333 73.3333 68.3333 63.3333 73.3333
Ratio Avg Win / Avg Loss 1.452 3.7222 0.5507 0.7946 3.5522 0.2423
Largest Winning Trade 164680 164680 34429 4282461 4282461 958392
Largest Losing Trade -62435 -40635 -62435 -4297360 -683060 -4297360
Avg Bars in Trades 162 164 160 162 164 160
Avg Bars in Winners 159 168 152 159 168 152
Avg Bars in Losers 167 156 182 167 156 182
Bars Traded 9734 4927 4807 9734 4927 4807
Profit Streak 194.648 331.148 194.648 194.648 331.148 194.648
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321749 -145748 -290277 -161513 698889 -576825

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757712790205,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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": [
        [
            749200.8838426399,
            628025.3590356759,
            121175.5248069642,
            6304855.064664691,
            8684123.489354901,
            -2379268.424690211
        ],
        [
            749.200884,
            628.025359,
            121.175525,
            6304.855065,
            8684.123489,
            -2379.268425
        ],
        [
            0.29968,
            0.25121,
            0.04847,
            0.166524,
            0.179182,
            0
        ],
        [
            777.334165,
            777.334165,
            777.334165,
            777.334165,
            777.334165,
            777.334165
        ],
        [
            -62435,
            -63389,
            -75507,
            -4297360,
            -1115816,
            -5591652
        ],
        [
            3.133289,
            6.429196,
            1.514503,
            1.714609,
            6.135552,
            0.666387
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            19,
            11,
            8,
            19,
            11,
            8
        ],
        [
            68.333333,
            63.333333,
            73.333333,
            68.333333,
            63.333333,
            73.333333
        ],
        [
            1.452012,
            3.722166,
            0.550728,
            0.794575,
            3.552162,
            0.242322
        ],
        [
            164680,
            164680,
            34429,
            4282461,
            4282461,
            958392
        ],
        [
            -62435,
            -40635,
            -62435,
            -4297360,
            -683060,
            -4297360
        ],
        [
            162,
            164,
            160,
            162,
            164,
            160
        ],
        [
            159,
            168,
            152,
            159,
            168,
            152
        ],
        [
            167,
            156,
            182,
            167,
            156,
            182
        ],
        [
            9734,
            4927,
            4807,
            9734,
            4927,
            4807
        ],
        [
            194.648035,
            331.148035,
            194.648035,
            194.648035,
            331.148035,
            194.648035
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321749,
            -145748,
            -290277,
            -161513,
            698889,
            -576825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546668000000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757712790205,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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)