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Trade: XRP/USDT/480/SINWMA/MIDPOINT/1077

Strategy
XRP/USDT/480/SINWMA/MIDPOINT/1077
Pair
XRP_USDT
Interval
8h
Score
597074
Daily Profit
0.202547
Profit Factor
3.309849
Profitability
59.090909
Streak
139.992433
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 02:49
Expiration Time
2025-11-28 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820151.7895 713305.8355 106845.954 7877454.3791 15646762.544 -7769308.1649
Total P&L (%) 820.1518 713.3058 106.846 7877.4544 15646.7625 -7769.3082
Avg Daily Profit (%) 0.328 0.2853 0.0427 0.1753 0.2025 0
Buy And Hold Return (%) 738.8027 738.8027 738.8027 738.8027 738.8027 738.8027
Max Trade Drawdown -80664 -72983 -90657 -11209651 -2904064 -12462111
Profit Factor 2.7863 4.0769 1.47 1.3445 3.3098 0.5172
Total Trades 89 44 45 89 44 45
Winning Trades 50 26 24 50 26 24
Losing Trades 39 18 21 39 18 21
Profitability (%) 56.1798 59.0909 53.3333 56.1798 59.0909 53.3333
Ratio Avg Win / Avg Loss 2.1733 2.8225 1.2863 1.0487 2.2914 0.4526
Largest Winning Trade 177237 177237 66173 9823996 9823996 1332719
Largest Losing Trade -64287 -47969 -64287 -10314789 -1099454 -10314789
Avg Bars in Trades 81 97 66 81 97 66
Avg Bars in Winners 83 75 93 83 75 93
Avg Bars in Losers 78 129 35 78 129 35
Bars Traded 7261 4277 2985 7261 4277 2985
Profit Streak 66.3258 139.9924 66.3258 66.3258 139.9924 66.3258
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115062 -147695 -299426 366910 597074 -579721

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1546358400000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757893746178,
    "expiration_time": 1764346464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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": [
        [
            820151.7895330674,
            713305.835540367,
            106845.9539927007,
            7877454.379108787,
            15646762.543964384,
            -7769308.164855601
        ],
        [
            820.15179,
            713.305836,
            106.845954,
            7877.454379,
            15646.762544,
            -7769.308165
        ],
        [
            0.328017,
            0.285285,
            0.042733,
            0.175299,
            0.202547,
            0
        ],
        [
            738.802661,
            738.802661,
            738.802661,
            738.802661,
            738.802661,
            738.802661
        ],
        [
            -80664,
            -72983,
            -90657,
            -11209651,
            -2904064,
            -12462111
        ],
        [
            2.786286,
            4.076919,
            1.470038,
            1.344492,
            3.309849,
            0.517222
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            56.179775,
            59.090909,
            53.333333,
            56.179775,
            59.090909,
            53.333333
        ],
        [
            2.173303,
            2.822482,
            1.286284,
            1.048704,
            2.291434,
            0.452569
        ],
        [
            177237,
            177237,
            66173,
            9823996,
            9823996,
            1332719
        ],
        [
            -64287,
            -47969,
            -64287,
            -10314789,
            -1099454,
            -10314789
        ],
        [
            81,
            97,
            66,
            81,
            97,
            66
        ],
        [
            83,
            75,
            93,
            83,
            75,
            93
        ],
        [
            78,
            129,
            35,
            78,
            129,
            35
        ],
        [
            7261,
            4277,
            2985,
            7261,
            4277,
            2985
        ],
        [
            66.325766,
            139.992433,
            66.325766,
            66.325766,
            139.992433,
            66.325766
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115062,
            -147695,
            -299426,
            366910,
            597074,
            -579721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1546358400000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757893746178,
    "expiration_time": 1764346464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 157,
            "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)