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Trade: XRP/USDT/480/SWMA/DCM/4071

Strategy
XRP/USDT/480/SWMA/DCM/4071
Pair
XRP_USDT
Interval
8h
Score
536954
Daily Profit
0.259608
Profit Factor
2.644773
Profitability
52.083333
Streak
158.352100
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 11:27
Expiration Time
2025-11-26 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1089035.2893 893455.1671 195580.1221 59263597.759 65269497.8235 -6005900.0644
Total P&L (%) 1089.0353 893.4552 195.5801 59263.5978 65269.4978 -6005.9001
Avg Daily Profit (%) 0.4356 0.3573 0.0782 0.2557 0.2596 0
Buy And Hold Return (%) 749.0577 749.0577 749.0577 749.0577 749.0577 749.0577
Max Trade Drawdown -95254 -77838 -88980 -26815200 -13097170 -35675984
Profit Factor 3.5661 4.8126 2.0291 1.6763 2.6448 0.8748
Total Trades 97 48 49 97 48 49
Winning Trades 52 25 27 52 25 27
Losing Trades 45 23 22 45 23 22
Profitability (%) 53.6082 52.0833 55.102 53.6082 52.0833 55.102
Ratio Avg Win / Avg Loss 3.086 4.4276 1.6533 1.4506 2.4332 0.7128
Largest Winning Trade 270297 270297 54525 44663513 44663513 11495434
Largest Losing Trade -35404 -22143 -35404 -21663240 -10785727 -21663240
Avg Bars in Trades 71 88 55 71 88 55
Avg Bars in Winners 90 112 70 90 112 70
Avg Bars in Losers 49 63 36 49 63 36
Bars Traded 6968 4263 2705 6968 4263 2705
Profit Streak 96.6854 158.3521 96.6854 96.6854 158.3521 96.6854
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6093 -87440 -249114 441481 536954 -579460

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1546358400000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757665621473,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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": [
        [
            1089035.2892593096,
            893455.1671132473,
            195580.122146062,
            59263597.759042546,
            65269497.82348463,
            -6005900.064442104
        ],
        [
            1089.035289,
            893.455167,
            195.580122,
            59263.597759,
            65269.497823,
            -6005.900064
        ],
        [
            0.435557,
            0.357335,
            0.078222,
            0.255743,
            0.259608,
            0
        ],
        [
            749.05765,
            749.05765,
            749.05765,
            749.05765,
            749.05765,
            749.05765
        ],
        [
            -95254,
            -77838,
            -88980,
            -26815200,
            -13097170,
            -35675984
        ],
        [
            3.566068,
            4.812604,
            2.029066,
            1.67625,
            2.644773,
            0.874753
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            53.608247,
            52.083333,
            55.102041,
            53.608247,
            52.083333,
            55.102041
        ],
        [
            3.08602,
            4.427595,
            1.653313,
            1.450601,
            2.433191,
            0.712762
        ],
        [
            270297,
            270297,
            54525,
            44663513,
            44663513,
            11495434
        ],
        [
            -35404,
            -22143,
            -35404,
            -21663240,
            -10785727,
            -21663240
        ],
        [
            71,
            88,
            55,
            71,
            88,
            55
        ],
        [
            90,
            112,
            70,
            90,
            112,
            70
        ],
        [
            49,
            63,
            36,
            49,
            63,
            36
        ],
        [
            6968,
            4263,
            2705,
            6968,
            4263,
            2705
        ],
        [
            96.685434,
            158.3521,
            96.685434,
            96.685434,
            158.3521,
            96.685434
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6093,
            -87440,
            -249114,
            441481,
            536954,
            -579460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541664000000,
    "first_datapoint_time": 1546358400000,
    "last_datapoint_time": 1757664000000,
    "evaluation_time": 1757665621473,
    "expiration_time": 1764144864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 164,
            "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)