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Trade: XRP/USDT/360/SWMA/KCB/8820

Strategy
XRP/USDT/360/SWMA/KCB/8820
Pair
XRP_USDT
Interval
6h
Score
686078
Daily Profit
0.304842
Profit Factor
3.979169
Profitability
66.666667
Streak
156.922359
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 01:08
Expiration Time
2025-11-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1197277.5159 940791.7154 256485.8005 161298074.2344 201617363.498 -40319289.2636
Total P&L (%) 1197.2775 940.7917 256.4858 161298.0742 201617.3635 -40319.2893
Avg Daily Profit (%) 0.4789 0.3763 0.1026 0.2959 0.3048 0
Buy And Hold Return (%) 727.1827 727.1827 727.1827 727.1827 727.1827 727.1827
Max Trade Drawdown -83055 -33570 -70011 -87988089 -45767194 -81550224
Profit Factor 5.8593 9.4613 2.8971 1.944 3.9792 0.6093
Total Trades 60 30 30 60 30 30
Winning Trades 41 20 21 41 20 21
Losing Trades 19 10 9 19 10 9
Profitability (%) 68.3333 66.6667 70 68.3333 66.6667 70
Ratio Avg Win / Avg Loss 2.7153 4.7307 1.2416 0.9009 1.9896 0.2611
Largest Winning Trade 321214 321214 52662 140488338 140488338 9781408
Largest Losing Trade -70011 -27460 -70011 -53244652 -45767194 -53244652
Avg Bars in Trades 152 168 137 152 168 137
Avg Bars in Winners 157 169 145 157 169 145
Avg Bars in Losers 143 166 117 143 166 117
Bars Traded 9175 5059 4116 9175 5059 4116
Profit Streak 150.1724 156.9224 150.1724 150.1724 156.9224 150.1724
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160170 -53238 -214252 -159999 686078 -577658

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541527200000,
    "first_datapoint_time": 1545890400000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757542091788,
    "expiration_time": 1764007200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1197277.51585924,
            940791.7153796235,
            256485.8004796161,
            161298074.23440477,
            201617363.49802333,
            -40319289.263618544
        ],
        [
            1197.277516,
            940.791715,
            256.4858,
            161298.074234,
            201617.363498,
            -40319.289264
        ],
        [
            0.478911,
            0.376317,
            0.102594,
            0.295895,
            0.304842,
            0
        ],
        [
            727.182743,
            727.182743,
            727.182743,
            727.182743,
            727.182743,
            727.182743
        ],
        [
            -83055,
            -33570,
            -70011,
            -87988089,
            -45767194,
            -81550224
        ],
        [
            5.859308,
            9.461337,
            2.897066,
            1.943956,
            3.979169,
            0.609305
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            68.333333,
            66.666667,
            70,
            68.333333,
            66.666667,
            70
        ],
        [
            2.715289,
            4.730668,
            1.2416,
            0.900858,
            1.989584,
            0.261131
        ],
        [
            321214,
            321214,
            52662,
            140488338,
            140488338,
            9781408
        ],
        [
            -70011,
            -27460,
            -70011,
            -53244652,
            -45767194,
            -53244652
        ],
        [
            152,
            168,
            137,
            152,
            168,
            137
        ],
        [
            157,
            169,
            145,
            157,
            169,
            145
        ],
        [
            143,
            166,
            117,
            143,
            166,
            117
        ],
        [
            9175,
            5059,
            4116,
            9175,
            5059,
            4116
        ],
        [
            150.172359,
            156.922359,
            150.172359,
            150.172359,
            156.922359,
            150.172359
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160170,
            -53238,
            -214252,
            -159999,
            686078,
            -577658
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541527200000,
    "first_datapoint_time": 1545890400000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757542091788,
    "expiration_time": 1764007200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 203,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)