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Trade: XRP/USDT/480/SINWMA/KCB/4307

Strategy
XRP/USDT/480/SINWMA/KCB/4307
Pair
XRP_USDT
Interval
8h
Score
546478
Daily Profit
0.196501
Profit Factor
2.844683
Profitability
56.250000
Streak
154.441307
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 05:35
Expiration Time
2025-11-22 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922958.6231 808206.9713 114751.6519 9711432.1048 13441495.6374 -3730063.5326
Total P&L (%) 922.9586 808.207 114.7517 9711.4321 13441.4956 -3730.0635
Avg Daily Profit (%) 0.3691 0.3232 0.0459 0.1836 0.1965 0
Buy And Hold Return (%) 691.3032 691.3032 691.3032 691.3032 691.3032 691.3032
Max Trade Drawdown -79731 -48590 -74009 -5218393 -2234790 -7456106
Profit Factor 3.2348 5.5567 1.487 1.516 2.8447 0.6767
Total Trades 64 32 32 64 32 32
Winning Trades 36 18 18 36 18 18
Losing Trades 28 14 14 28 14 14
Profitability (%) 56.25 56.25 56.25 56.25 56.25 56.25
Ratio Avg Win / Avg Loss 2.5159 4.3219 1.1565 1.1791 2.2125 0.5263
Largest Winning Trade 338472 338472 54849 9338550 9338550 1675632
Largest Losing Trade -59767 -35544 -59767 -4092972 -2016949 -4092972
Avg Bars in Trades 107 113 101 107 113 101
Avg Bars in Winners 126 123 130 126 123 130
Avg Bars in Losers 82 100 65 82 100 65
Bars Traded 6883 3626 3257 6883 3626 3257
Profit Streak 143.108 154.4413 143.108 143.108 154.4413 143.108
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -187196 -94130 -294814 -132037 546478 -579428

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545724800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757298928956,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            922958.6231347102,
            808206.9712792479,
            114751.6518554626,
            9711432.104822915,
            13441495.63744884,
            -3730063.532625924
        ],
        [
            922.958623,
            808.206971,
            114.751652,
            9711.432105,
            13441.495637,
            -3730.063533
        ],
        [
            0.369135,
            0.32324,
            0.045895,
            0.183589,
            0.196501,
            0
        ],
        [
            691.303151,
            691.303151,
            691.303151,
            691.303151,
            691.303151,
            691.303151
        ],
        [
            -79731,
            -48590,
            -74009,
            -5218393,
            -2234790,
            -7456106
        ],
        [
            3.234754,
            5.556722,
            1.486986,
            1.51595,
            2.844683,
            0.676653
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            56.25,
            56.25,
            56.25,
            56.25,
            56.25,
            56.25
        ],
        [
            2.51592,
            4.321895,
            1.156545,
            1.179072,
            2.212532,
            0.526286
        ],
        [
            338472,
            338472,
            54849,
            9338550,
            9338550,
            1675632
        ],
        [
            -59767,
            -35544,
            -59767,
            -4092972,
            -2016949,
            -4092972
        ],
        [
            107,
            113,
            101,
            107,
            113,
            101
        ],
        [
            126,
            123,
            130,
            126,
            123,
            130
        ],
        [
            82,
            100,
            65,
            82,
            100,
            65
        ],
        [
            6883,
            3626,
            3257,
            6883,
            3626,
            3257
        ],
        [
            143.107974,
            154.441307,
            143.107974,
            143.107974,
            154.441307,
            143.107974
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187196,
            -94130,
            -294814,
            -132037,
            546478,
            -579428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1545724800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757298928956,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 129,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 155,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)