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Trade: XRP/USDT/360/SWMA/MIDPOINT/6953

Strategy
XRP/USDT/360/SWMA/MIDPOINT/6953
Pair
XRP_USDT
Interval
6h
Score
586254
Daily Profit
0.273243
Profit Factor
4.585119
Profitability
48.780488
Streak
134.046197
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 10:06
Expiration Time
2025-12-05 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1173053.4863 950210.1759 222843.3105 103353897.125 91659347.2823 11694549.8427
Total P&L (%) 1173.0535 950.2102 222.8433 103353.8971 91659.3473 11694.5498
Avg Daily Profit (%) 0.4692 0.3801 0.0891 0.2781 0.2732 0.191
Buy And Hold Return (%) 818.1346 818.1346 818.1346 818.1346 818.1346 818.1346
Max Trade Drawdown -80613 -82948 -27402 -11562029 -8299398 -8580183
Profit Factor 4.4967 5.2277 3.0128 3.6613 4.5851 1.8813
Total Trades 83 41 42 83 41 42
Winning Trades 43 20 23 43 20 23
Losing Trades 40 21 19 40 21 19
Profitability (%) 51.8072 48.7805 54.7619 51.8072 48.7805 54.7619
Ratio Avg Win / Avg Loss 4.183 5.489 2.4888 3.4058 4.8144 1.5541
Largest Winning Trade 352953 352953 59616 62734432 62734432 7516915
Largest Losing Trade -27473 -27473 -20253 -6036838 -6036838 -5525191
Avg Bars in Trades 114 138 90 114 138 90
Avg Bars in Winners 144 169 123 144 169 123
Avg Bars in Losers 81 109 50 81 109 50
Bars Traded 9489 5673 3815 9489 5673 3815
Profit Streak 134.0462 134.0462 211.2962 134.0462 134.0462 211.2962
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12740 -97884 -232344 569731 586254 474042

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1547618400000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758438391461,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "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": [
        [
            1173053.4863413442,
            950210.1758588522,
            222843.3104824927,
            103353897.12502854,
            91659347.28228815,
            11694549.842740381
        ],
        [
            1173.053486,
            950.210176,
            222.84331,
            103353.897125,
            91659.347282,
            11694.549843
        ],
        [
            0.469221,
            0.380084,
            0.089137,
            0.278054,
            0.273243,
            0.190991
        ],
        [
            818.134557,
            818.134557,
            818.134557,
            818.134557,
            818.134557,
            818.134557
        ],
        [
            -80613,
            -82948,
            -27402,
            -11562029,
            -8299398,
            -8580183
        ],
        [
            4.496692,
            5.227651,
            3.012776,
            3.661255,
            4.585119,
            1.881283
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            51.807229,
            48.780488,
            54.761905,
            51.807229,
            48.780488,
            54.761905
        ],
        [
            4.182969,
            5.489033,
            2.488815,
            3.405818,
            4.814375,
            1.554103
        ],
        [
            352953,
            352953,
            59616,
            62734432,
            62734432,
            7516915
        ],
        [
            -27473,
            -27473,
            -20253,
            -6036838,
            -6036838,
            -5525191
        ],
        [
            114,
            138,
            90,
            114,
            138,
            90
        ],
        [
            144,
            169,
            123,
            144,
            169,
            123
        ],
        [
            81,
            109,
            50,
            81,
            109,
            50
        ],
        [
            9489,
            5673,
            3815,
            9489,
            5673,
            3815
        ],
        [
            134.046197,
            134.046197,
            211.296197,
            134.046197,
            134.046197,
            211.296197
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12740,
            -97884,
            -232344,
            569731,
            586254,
            474042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542434400000,
    "first_datapoint_time": 1547618400000,
    "last_datapoint_time": 1758434400000,
    "evaluation_time": 1758438391461,
    "expiration_time": 1764914400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "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)