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Trade: XRP/USDT/360/SWMA/MIDPOINT/4084

Strategy
XRP/USDT/360/SWMA/MIDPOINT/4084
Pair
XRP_USDT
Interval
6h
Score
437666
Daily Profit
0.183574
Profit Factor
1.684173
Profitability
49.541284
Streak
107.450202
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-19 19:48
Expiration Time
2025-12-03 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 855188.1197 747661.0771 107527.0426 9706164.057 11177507.573 -1471343.516
Total P&L (%) 855.1881 747.6611 107.527 9706.1641 11177.5076 -1471.3435
Avg Daily Profit (%) 0.342 0.299 0.043 0.1836 0.1892 0
Buy And Hold Return (%) 716.6585 716.6585 716.6585 716.6585 716.6585 716.6585
Max Trade Drawdown -99820 -87181 -56994 -3984969 -2038680 -4718188
Profit Factor 2.5717 3.4162 1.4582 1.6842 2.4843 0.779
Total Trades 109 54 55 109 54 55
Winning Trades 54 27 27 54 27 27
Losing Trades 55 27 28 55 27 28
Profitability (%) 49.5413 50 49.0909 49.5413 50 49.0909
Ratio Avg Win / Avg Loss 2.6194 3.4162 1.5122 1.7154 2.4843 0.8078
Largest Winning Trade 176140 176140 62490 5059381 5059381 914706
Largest Losing Trade -52256 -52256 -26133 -2766331 -1738322 -2766331
Avg Bars in Trades 88 109 68 88 109 68
Avg Bars in Winners 115 121 110 115 121 110
Avg Bars in Losers 62 97 28 62 97 28
Bars Traded 9687 5906 3781 9687 5906 3781
Profit Streak 107.4502 139.2002 107.4502 107.4502 139.2002 107.4502
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90415 -316386 -478926 437666 -166804 -760625

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546452000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758300497486,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 195,
            "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": [
        [
            855188.1197405264,
            747661.0771423778,
            107527.0425981487,
            9706164.057011617,
            11177507.57297305,
            -1471343.5159614352
        ],
        [
            855.18812,
            747.661077,
            107.527043,
            9706.164057,
            11177.507573,
            -1471.343516
        ],
        [
            0.342041,
            0.299035,
            0.043007,
            0.183574,
            0.189176,
            0
        ],
        [
            716.658533,
            716.658533,
            716.658533,
            716.658533,
            716.658533,
            716.658533
        ],
        [
            -99820,
            -87181,
            -56994,
            -3984969,
            -2038680,
            -4718188
        ],
        [
            2.571748,
            3.41621,
            1.458216,
            1.684173,
            2.484316,
            0.778955
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            49.541284,
            50,
            49.090909,
            49.541284,
            50,
            49.090909
        ],
        [
            2.619373,
            3.41621,
            1.512224,
            1.715362,
            2.484316,
            0.807805
        ],
        [
            176140,
            176140,
            62490,
            5059381,
            5059381,
            914706
        ],
        [
            -52256,
            -52256,
            -26133,
            -2766331,
            -1738322,
            -2766331
        ],
        [
            88,
            109,
            68,
            88,
            109,
            68
        ],
        [
            115,
            121,
            110,
            115,
            121,
            110
        ],
        [
            62,
            97,
            28,
            62,
            97,
            28
        ],
        [
            9687,
            5906,
            3781,
            9687,
            5906,
            3781
        ],
        [
            107.450202,
            139.200202,
            107.450202,
            107.450202,
            139.200202,
            107.450202
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90415,
            -316386,
            -478926,
            437666,
            -166804,
            -760625
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546452000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758300497486,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 195,
            "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)