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Trade: XRP/USDT/360/SWMA/DCM/6298

Strategy
XRP/USDT/360/SWMA/DCM/6298
Pair
XRP_USDT
Interval
6h
Score
513469
Daily Profit
0.221803
Profit Factor
2.683868
Profitability
52.380952
Streak
127.942668
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 01:37
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1018166.9607 864280.4915 153886.4692 23605181.7998 25340442.3893 -1735260.5894
Total P&L (%) 1018.167 864.2805 153.8865 23605.1818 25340.4424 -1735.2606
Avg Daily Profit (%) 0.4073 0.3457 0.0616 0.219 0.2218 0
Buy And Hold Return (%) 716.0789 716.0789 716.0789 716.0789 716.0789 716.0789
Max Trade Drawdown -127943 -98706 -48682 -10068411 -4628149 -8251581
Profit Factor 3.1897 4.3208 1.7518 1.8831 2.6839 0.8515
Total Trades 85 42 43 85 42 43
Winning Trades 47 22 25 47 22 25
Losing Trades 38 20 18 38 20 18
Profitability (%) 55.2941 52.381 58.1395 55.2941 52.381 58.1395
Ratio Avg Win / Avg Loss 2.5789 3.928 1.2613 1.5225 2.4399 0.6131
Largest Winning Trade 313585 313585 63430 19978466 19978466 1524943
Largest Losing Trade -51245 -51245 -48682 -5982379 -3829176 -5982379
Avg Bars in Trades 111 135 88 111 135 88
Avg Bars in Winners 133 152 116 133 152 116
Avg Bars in Losers 84 116 49 84 116 49
Bars Traded 9484 5694 3790 9484 5694 3790
Profit Streak 91.6927 127.9427 91.6927 91.6927 127.9427 91.6927
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16752 -83890 -272635 491305 513469 -579113

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546322400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757284646535,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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": [
        [
            1018166.9606609673,
            864280.4914985679,
            153886.4691623994,
            23605181.799848884,
            25340442.38927246,
            -1735260.5894235743
        ],
        [
            1018.166961,
            864.280491,
            153.886469,
            23605.1818,
            25340.442389,
            -1735.260589
        ],
        [
            0.407267,
            0.345712,
            0.061555,
            0.218971,
            0.221803,
            0
        ],
        [
            716.078888,
            716.078888,
            716.078888,
            716.078888,
            716.078888,
            716.078888
        ],
        [
            -127943,
            -98706,
            -48682,
            -10068411,
            -4628149,
            -8251581
        ],
        [
            3.189744,
            4.320752,
            1.75175,
            1.883057,
            2.683868,
            0.851462
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            55.294118,
            52.380952,
            58.139535,
            55.294118,
            52.380952,
            58.139535
        ],
        [
            2.578942,
            3.927956,
            1.26126,
            1.522472,
            2.43988,
            0.613053
        ],
        [
            313585,
            313585,
            63430,
            19978466,
            19978466,
            1524943
        ],
        [
            -51245,
            -51245,
            -48682,
            -5982379,
            -3829176,
            -5982379
        ],
        [
            111,
            135,
            88,
            111,
            135,
            88
        ],
        [
            133,
            152,
            116,
            133,
            152,
            116
        ],
        [
            84,
            116,
            49,
            84,
            116,
            49
        ],
        [
            9484,
            5694,
            3790,
            9484,
            5694,
            3790
        ],
        [
            91.692668,
            127.942668,
            91.692668,
            91.692668,
            127.942668,
            91.692668
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16752,
            -83890,
            -272635,
            491305,
            513469,
            -579113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546322400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757284646535,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 235,
            "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)