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Trade: XRP/USDT/360/SWMA/MIDPRICE/3418

Strategy
XRP/USDT/360/SWMA/MIDPRICE/3418
Pair
XRP_USDT
Interval
6h
Score
536090
Daily Profit
0.214773
Profit Factor
2.734538
Profitability
70.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 08:11
Expiration Time
2025-11-26 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 593277.7742 551565.7708 41712.0034 -27928238.8062 21248408.1122 -49176646.9184
Total P&L (%) 593.2778 551.5658 41.712 -27928.2388 21248.4081 -49176.6469
Avg Daily Profit (%) 0.2373 0.2206 0.0167 0 0.2148 0
Buy And Hold Return (%) 726.3567 726.3567 726.3567 726.3567 726.3567 726.3567
Max Trade Drawdown -197631 -41538 -187436 -55553402 -6329432 -55269768
Profit Factor 2.4508 5.2367 1.1496 0.6088 2.7345 0.1684
Total Trades 81 40 41 81 40 41
Winning Trades 54 26 28 54 28 26
Losing Trades 27 14 13 27 12 15
Profitability (%) 66.6667 65 68.2927 66.6667 70 63.4146
Ratio Avg Win / Avg Loss 1.2254 2.8197 0.5338 0.3044 1.1719 0.0972
Largest Winning Trade 119636 119636 35378 14482057 14482057 3401908
Largest Losing Trade -185657 -41538 -185657 -51473728 -6329432 -51473728
Avg Bars in Trades 119 128 110 119 128 110
Avg Bars in Winners 113 107 119 113 105 122
Avg Bars in Losers 131 167 92 131 182 91
Bars Traded 9683 5133 4550 9683 5133 4550
Profit Streak 95.2161 129.9661 95.2161 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166742 -147055 -390951 -594617 536090 -579003

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653874523,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 110
        }
    }
}
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": [
        [
            593277.7742030162,
            551565.770779467,
            41712.0034235493,
            -27928238.806194354,
            21248408.112197407,
            -49176646.91839176
        ],
        [
            593.277774,
            551.565771,
            41.712003,
            -27928.238806,
            21248.408112,
            -49176.646918
        ],
        [
            0.237311,
            0.220626,
            0.016685,
            0,
            0.214773,
            0
        ],
        [
            726.356715,
            726.356715,
            726.356715,
            726.356715,
            726.356715,
            726.356715
        ],
        [
            -197631,
            -41538,
            -187436,
            -55553402,
            -6329432,
            -55269768
        ],
        [
            2.450835,
            5.23665,
            1.149649,
            0.608772,
            2.734538,
            0.168414
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            54,
            26,
            28,
            54,
            28,
            26
        ],
        [
            27,
            14,
            13,
            27,
            12,
            15
        ],
        [
            66.666667,
            65,
            68.292683,
            66.666667,
            70,
            63.414634
        ],
        [
            1.225417,
            2.819735,
            0.533766,
            0.304386,
            1.171945,
            0.097162
        ],
        [
            119636,
            119636,
            35378,
            14482057,
            14482057,
            3401908
        ],
        [
            -185657,
            -41538,
            -185657,
            -51473728,
            -6329432,
            -51473728
        ],
        [
            119,
            128,
            110,
            119,
            128,
            110
        ],
        [
            113,
            107,
            119,
            113,
            105,
            122
        ],
        [
            131,
            167,
            92,
            131,
            182,
            91
        ],
        [
            9683,
            5133,
            4550,
            9683,
            5133,
            4550
        ],
        [
            95.21614,
            129.96614,
            95.21614,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166742,
            -147055,
            -390951,
            -594617,
            536090,
            -579003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653874523,
    "expiration_time": 1764115200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 110
        }
    }
}

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)