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Trade: XRP/USDT/360/SWMA/SWMA/4308

Strategy
XRP/USDT/360/SWMA/SWMA/4308
Pair
XRP_USDT
Interval
6h
Score
629926
Daily Profit
0.218045
Profit Factor
4.179140
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 17:46
Expiration Time
2025-12-06 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 699324.0814 591267.1637 108056.9177 -17906253.0536 23064158.3961 -40970411.4496
Total P&L (%) 699.3241 591.2672 108.0569 -17906.2531 23064.1584 -40970.4115
Avg Daily Profit (%) 0.2797 0.2365 0.0432 0 0.218 0
Buy And Hold Return (%) 808.0558 808.0558 808.0558 808.0558 808.0558 808.0558
Max Trade Drawdown -137050 -54233 -133965 -52196421 -4339487 -48217347
Profit Factor 3.2849 7.3126 1.5088 0.6959 4.1791 0.2064
Total Trades 60 30 30 60 30 30
Winning Trades 42 20 22 40 20 20
Losing Trades 18 10 8 20 10 10
Profitability (%) 70 66.6667 73.3333 66.6667 66.6667 66.6667
Ratio Avg Win / Avg Loss 1.4078 3.6563 0.5486 0.3479 2.0896 0.1032
Largest Winning Trade 116161 116161 33352 17818130 17818130 2891200
Largest Losing Trade -133965 -44091 -133965 -46070851 -4339487 -46070851
Avg Bars in Trades 160 164 155 160 164 155
Avg Bars in Winners 144 141 148 148 150 146
Avg Bars in Losers 196 212 176 183 193 173
Bars Traded 9617 4949 4668 9617 4949 4668
Profit Streak 132.6156 132.6156 211.1156 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321445 -146218 -297307 -752117 629926 -578665

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547445600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552383966,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "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": [
        [
            699324.0813770663,
            591267.1636589571,
            108056.9177181092,
            -17906253.05356751,
            23064158.39605041,
            -40970411.44961792
        ],
        [
            699.324081,
            591.267164,
            108.056918,
            -17906.253054,
            23064.158396,
            -40970.41145
        ],
        [
            0.27973,
            0.236507,
            0.043223,
            0,
            0.218045,
            0
        ],
        [
            808.05582,
            808.05582,
            808.05582,
            808.05582,
            808.05582,
            808.05582
        ],
        [
            -137050,
            -54233,
            -133965,
            -52196421,
            -4339487,
            -48217347
        ],
        [
            3.284916,
            7.312615,
            1.50875,
            0.695876,
            4.17914,
            0.206357
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            42,
            20,
            22,
            40,
            20,
            20
        ],
        [
            18,
            10,
            8,
            20,
            10,
            10
        ],
        [
            70,
            66.666667,
            73.333333,
            66.666667,
            66.666667,
            66.666667
        ],
        [
            1.407821,
            3.656308,
            0.548636,
            0.347938,
            2.08957,
            0.103178
        ],
        [
            116161,
            116161,
            33352,
            17818130,
            17818130,
            2891200
        ],
        [
            -133965,
            -44091,
            -133965,
            -46070851,
            -4339487,
            -46070851
        ],
        [
            160,
            164,
            155,
            160,
            164,
            155
        ],
        [
            144,
            141,
            148,
            148,
            150,
            146
        ],
        [
            196,
            212,
            176,
            183,
            193,
            173
        ],
        [
            9617,
            4949,
            4668,
            9617,
            4949,
            4668
        ],
        [
            132.615555,
            132.615555,
            211.115555,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321445,
            -146218,
            -297307,
            -752117,
            629926,
            -578665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547445600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552383966,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 228,
            "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)