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Trade: XRP/USDT/480/SWMA/MIDPRICE/8516

Strategy
XRP/USDT/480/SWMA/MIDPRICE/8516
Pair
XRP_USDT
Interval
8h
Score
513781
Daily Profit
0.219315
Profit Factor
2.234800
Profitability
56.410256
Streak
154.322572
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 10:44
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 964459.3742 822573.7949 141885.5792 21414682.0162 23826988.9411 -2412306.9249
Total P&L (%) 964.4594 822.5738 141.8856 21414.682 23826.9889 -2412.3069
Avg Daily Profit (%) 0.3857 0.329 0.0567 0.2151 0.2193 0
Buy And Hold Return (%) 717.5041 717.5041 717.5041 717.5041 717.5041 717.5041
Max Trade Drawdown -103748 -82510 -62610 -10806557 -7255619 -8200958
Profit Factor 3.3747 4.264 1.9206 1.7339 2.2348 0.7559
Total Trades 78 39 39 78 39 39
Winning Trades 41 22 19 41 22 19
Losing Trades 37 17 20 37 17 20
Profitability (%) 52.5641 56.4103 48.7179 52.5641 56.4103 48.7179
Ratio Avg Win / Avg Loss 3.0455 3.2949 2.0216 1.5647 1.7269 0.7957
Largest Winning Trade 331554 331554 60619 20093933 20093933 1121263
Largest Losing Trade -33406 -33406 -30064 -7255619 -7255619 -2575886
Avg Bars in Trades 89 110 68 89 110 68
Avg Bars in Winners 108 120 94 108 120 94
Avg Bars in Losers 68 98 43 68 98 43
Bars Traded 6990 4326 2664 6990 4326 2664
Profit Streak 88.9892 154.3226 0 88.9892 154.3226 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80505 -102008 -279752 -26433 513781 -581255

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": 1546560000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757317470252,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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": [
        [
            964459.3741583386,
            822573.7949291957,
            141885.579229143,
            21414682.01618939,
            23826988.94108025,
            -2412306.924890858
        ],
        [
            964.459374,
            822.573795,
            141.885579,
            21414.682016,
            23826.988941,
            -2412.306925
        ],
        [
            0.385733,
            0.328986,
            0.056747,
            0.215055,
            0.219315,
            0
        ],
        [
            717.504079,
            717.504079,
            717.504079,
            717.504079,
            717.504079,
            717.504079
        ],
        [
            -103748,
            -82510,
            -62610,
            -10806557,
            -7255619,
            -8200958
        ],
        [
            3.374692,
            4.264031,
            1.920563,
            1.733883,
            2.2348,
            0.755931
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            52.564103,
            56.410256,
            48.717949,
            52.564103,
            56.410256,
            48.717949
        ],
        [
            3.045454,
            3.294933,
            2.021646,
            1.564724,
            1.726891,
            0.795717
        ],
        [
            331554,
            331554,
            60619,
            20093933,
            20093933,
            1121263
        ],
        [
            -33406,
            -33406,
            -30064,
            -7255619,
            -7255619,
            -2575886
        ],
        [
            89,
            110,
            68,
            89,
            110,
            68
        ],
        [
            108,
            120,
            94,
            108,
            120,
            94
        ],
        [
            68,
            98,
            43,
            68,
            98,
            43
        ],
        [
            6990,
            4326,
            2664,
            6990,
            4326,
            2664
        ],
        [
            88.989239,
            154.322572,
            0,
            88.989239,
            154.322572,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80505,
            -102008,
            -279752,
            -26433,
            513781,
            -581255
        ]
    ]
}
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": 1546560000000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757317470252,
    "expiration_time": 1763770464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 184,
            "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)