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Trade: XRP/USDT/360/SWMA/DCM/8145

Strategy
XRP/USDT/360/SWMA/DCM/8145
Pair
XRP_USDT
Interval
6h
Score
478461
Daily Profit
0.223992
Profit Factor
1.744931
Profitability
50.442478
Streak
156.121318
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 11:54
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037383.256 878329.4099 159053.846 26768518.2447 26280762.3289 487755.9158
Total P&L (%) 1037.3833 878.3294 159.0538 26768.5182 26280.7623 487.7559
Avg Daily Profit (%) 0.415 0.3513 0.0636 0.224 0.2233 0.0709
Buy And Hold Return (%) 739.3265 739.3265 739.3265 739.3265 739.3265 739.3265
Max Trade Drawdown -99865 -72102 -73542 -10032807 -5621998 -10238040
Profit Factor 3.0744 3.9729 1.7772 1.7449 2.3996 1.0284
Total Trades 113 56 57 113 56 57
Winning Trades 57 28 29 57 28 29
Losing Trades 56 28 28 56 28 28
Profitability (%) 50.4425 50 50.8772 50.4425 50 50.8772
Ratio Avg Win / Avg Loss 3.0204 3.9729 1.7159 1.7143 2.3996 0.993
Largest Winning Trade 313028 313028 58611 17083976 17083976 4832042
Largest Losing Trade -36368 -36368 -29298 -5821152 -4445574 -5821152
Avg Bars in Trades 83 104 63 83 104 63
Avg Bars in Winners 112 138 88 112 138 88
Avg Bars in Losers 53 70 37 53 70 37
Bars Traded 9457 5845 3612 9457 5845 3612
Profit Streak 156.1213 157.1213 156.1213 156.1213 157.1213 156.1213
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22866 -270002 -449361 478461 -166282 -633987

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757580881860,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 200,
            "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": [
        [
            1037383.2559581052,
            878329.4099083315,
            159053.8460497739,
            26768518.244688094,
            26280762.328911424,
            487755.9157766649
        ],
        [
            1037.383256,
            878.32941,
            159.053846,
            26768.518245,
            26280.762329,
            487.755916
        ],
        [
            0.414953,
            0.351332,
            0.063622,
            0.223992,
            0.223258,
            0.070871
        ],
        [
            739.326468,
            739.326468,
            739.326468,
            739.326468,
            739.326468,
            739.326468
        ],
        [
            -99865,
            -72102,
            -73542,
            -10032807,
            -5621998,
            -10238040
        ],
        [
            3.074383,
            3.972917,
            1.777204,
            1.744931,
            2.399563,
            1.02843
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            50.442478,
            50,
            50.877193,
            50.442478,
            50,
            50.877193
        ],
        [
            3.020447,
            3.972917,
            1.715921,
            1.714319,
            2.399563,
            0.992967
        ],
        [
            313028,
            313028,
            58611,
            17083976,
            17083976,
            4832042
        ],
        [
            -36368,
            -36368,
            -29298,
            -5821152,
            -4445574,
            -5821152
        ],
        [
            83,
            104,
            63,
            83,
            104,
            63
        ],
        [
            112,
            138,
            88,
            112,
            138,
            88
        ],
        [
            53,
            70,
            37,
            53,
            70,
            37
        ],
        [
            9457,
            5845,
            3612,
            9457,
            5845,
            3612
        ],
        [
            156.121318,
            157.121318,
            156.121318,
            156.121318,
            157.121318,
            156.121318
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22866,
            -270002,
            -449361,
            478461,
            -166282,
            -633987
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757580881860,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 200,
            "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)