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Trade: XRP/USDT/480/SINWMA/DCM/5392

Strategy
XRP/USDT/480/SINWMA/DCM/5392
Pair
XRP_USDT
Interval
8h
Score
565402
Daily Profit
0.227556
Profit Factor
3.067847
Profitability
57.500000
Streak
140.762479
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-23 05:17
Expiration Time
2025-12-07 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 959094.1541 788108.1923 170985.9618 31941541.9546 29311490.3694 2630051.5852
Total P&L (%) 959.0942 788.1082 170.986 31941.542 29311.4904 2630.0516
Avg Daily Profit (%) 0.3835 0.3152 0.0684 0.231 0.2276 0.1323
Buy And Hold Return (%) 795.7702 795.7702 795.7702 795.7702 795.7702 795.7702
Max Trade Drawdown -93720 -80295 -34696 -7824074 -5232328 -5859213
Profit Factor 3.1995 4.0547 1.9603 2.3979 3.0678 1.3032
Total Trades 81 40 41 81 40 41
Winning Trades 46 23 23 46 23 23
Losing Trades 35 17 18 35 17 18
Profitability (%) 56.7901 57.5 56.0976 56.7901 57.5 56.0976
Ratio Avg Win / Avg Loss 2.4344 2.997 1.5342 1.8245 2.2675 1.0199
Largest Winning Trade 192681 192681 57021 13357463 13357463 4203397
Largest Losing Trade -51554 -51554 -34696 -5232328 -5232328 -2250725
Avg Bars in Trades 86 105 67 86 105 67
Avg Bars in Winners 89 91 87 89 91 87
Avg Bars in Losers 82 124 42 82 124 42
Bars Traded 7007 4227 2780 7007 4227 2780
Profit Streak 103.4291 140.7625 103.4291 103.4291 140.7625 103.4291
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100643 -148082 -262305 -1568 565402 -17301

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548000000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758593878211,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 190,
            "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": [
        [
            959094.1541181563,
            788108.1922728141,
            170985.9618453424,
            31941541.954641245,
            29311490.36939536,
            2630051.585245881
        ],
        [
            959.094154,
            788.108192,
            170.985962,
            31941.541955,
            29311.490369,
            2630.051585
        ],
        [
            0.383535,
            0.315159,
            0.068376,
            0.230989,
            0.227556,
            0.132328
        ],
        [
            795.770202,
            795.770202,
            795.770202,
            795.770202,
            795.770202,
            795.770202
        ],
        [
            -93720,
            -80295,
            -34696,
            -7824074,
            -5232328,
            -5859213
        ],
        [
            3.199528,
            4.05474,
            1.960325,
            2.397927,
            3.067847,
            1.303199
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            56.790123,
            57.5,
            56.097561,
            56.790123,
            57.5,
            56.097561
        ],
        [
            2.434424,
            2.996982,
            1.534167,
            1.82451,
            2.267539,
            1.019895
        ],
        [
            192681,
            192681,
            57021,
            13357463,
            13357463,
            4203397
        ],
        [
            -51554,
            -51554,
            -34696,
            -5232328,
            -5232328,
            -2250725
        ],
        [
            86,
            105,
            67,
            86,
            105,
            67
        ],
        [
            89,
            91,
            87,
            89,
            91,
            87
        ],
        [
            82,
            124,
            42,
            82,
            124,
            42
        ],
        [
            7007,
            4227,
            2780,
            7007,
            4227,
            2780
        ],
        [
            103.429146,
            140.762479,
            103.429146,
            103.429146,
            140.762479,
            103.429146
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100643,
            -148082,
            -262305,
            -1568,
            565402,
            -17301
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548000000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758593878211,
    "expiration_time": 1765067328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 190,
            "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)