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Trade: XRP/USDT/360/SWMA/T3/2635

Strategy
XRP/USDT/360/SWMA/T3/2635
Pair
XRP_USDT
Interval
6h
Score
464929
Daily Profit
0.232068
Profit Factor
2.448533
Profitability
48.905109
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 17:25
Expiration Time
2025-11-22 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1058243.4098 888735.1536 169508.2563 32764784.1501 26337860.2276 6426923.9225
Total P&L (%) 1058.2434 888.7352 169.5083 32764.7842 26337.8602 6426.9239
Avg Daily Profit (%) 0.4233 0.3555 0.0678 0.2321 0.2233 0.1673
Buy And Hold Return (%) 749.4694 749.4694 749.4694 749.4694 749.4694 749.4694
Max Trade Drawdown -105992 -67319 -65595 -6842616 -2543220 -4299396
Profit Factor 2.6595 3.9231 1.5081 2.4485 3.2251 1.5961
Total Trades 137 69 68 137 69 68
Winning Trades 67 31 36 67 31 36
Losing Trades 70 38 32 70 38 32
Profitability (%) 48.9051 44.9275 52.9412 48.9051 44.9275 52.9412
Ratio Avg Win / Avg Loss 2.7786 4.809 1.3405 2.5582 3.9533 1.4187
Largest Winning Trade 329366 329366 45551 9672336 9672336 2614308
Largest Losing Trade -36476 -31425 -36476 -2982171 -1440124 -2982171
Avg Bars in Trades 71 79 63 71 79 63
Avg Bars in Winners 89 99 80 89 99 80
Avg Bars in Losers 54 63 44 54 63 44
Bars Traded 9804 5471 4333 9804 5471 4333
Profit Streak 0 0 67.8507 0 0 67.8507
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22646 -195526 -375065 464929 -89529 -98589

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757341499550,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.22053
        }
    }
}
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": [
        [
            1058243.4098254992,
            888735.1535509549,
            169508.2562745451,
            32764784.150107387,
            26337860.227617387,
            6426923.922489994
        ],
        [
            1058.24341,
            888.735154,
            169.508256,
            32764.78415,
            26337.860228,
            6426.923922
        ],
        [
            0.423297,
            0.355494,
            0.067803,
            0.232068,
            0.223344,
            0.167281
        ],
        [
            749.469402,
            749.469402,
            749.469402,
            749.469402,
            749.469402,
            749.469402
        ],
        [
            -105992,
            -67319,
            -65595,
            -6842616,
            -2543220,
            -4299396
        ],
        [
            2.65954,
            3.923097,
            1.508067,
            2.448533,
            3.225069,
            1.596056
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            67,
            31,
            36,
            67,
            31,
            36
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            48.905109,
            44.927536,
            52.941176,
            48.905109,
            44.927536,
            52.941176
        ],
        [
            2.778624,
            4.808958,
            1.340504,
            2.558169,
            3.95331,
            1.418717
        ],
        [
            329366,
            329366,
            45551,
            9672336,
            9672336,
            2614308
        ],
        [
            -36476,
            -31425,
            -36476,
            -2982171,
            -1440124,
            -2982171
        ],
        [
            71,
            79,
            63,
            71,
            79,
            63
        ],
        [
            89,
            99,
            80,
            89,
            99,
            80
        ],
        [
            54,
            63,
            44,
            54,
            63,
            44
        ],
        [
            9804,
            5471,
            4333,
            9804,
            5471,
            4333
        ],
        [
            0,
            0,
            67.850689,
            0,
            0,
            67.850689
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22646,
            -195526,
            -375065,
            464929,
            -89529,
            -98589
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1543968000000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757341499550,
    "expiration_time": 1763812800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 55,
            "offset": 0,
            "a": 0.22053
        }
    }
}

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)