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Trade: XRP/USDT/720/HILO/SINWMA/7486

Strategy
XRP/USDT/720/HILO/SINWMA/7486
Pair
XRP_USDT
Interval
12h
Score
543193
Daily Profit
0.152021
Profit Factor
3.478897
Profitability
64.705882
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:57
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426245.5353 434246.3079 -8000.7726 -7275278.3332 4366383.9893 -11641662.3226
Total P&L (%) 426.2455 434.2463 -8.0008 -7275.2783 4366.384 -11641.6623
Avg Daily Profit (%) 0.1704 0.1736 -0.0032 0 0.152 0
Buy And Hold Return (%) 812.1097 812.1097 812.1097 812.1097 812.1097 812.1097
Max Trade Drawdown -180501 -55718 -180501 -13957416 -856965 -13100451
Profit Factor 2.0966 5.8997 0.9733 0.5497 3.4789 0.1913
Total Trades 68 34 34 68 34 34
Winning Trades 48 24 24 45 22 23
Losing Trades 20 10 10 23 12 11
Profitability (%) 70.5882 70.5882 70.5882 66.1765 64.7059 67.6471
Ratio Avg Win / Avg Loss 0.8736 2.4582 0.4056 0.281 1.8976 0.0915
Largest Winning Trade 78784 78784 53117 2311099 2311099 516987
Largest Losing Trade -180501 -33375 -180501 -12241830 -531764 -12241830
Avg Bars in Trades 67 68 65 67 68 65
Avg Bars in Winners 61 70 52 60 67 53
Avg Bars in Losers 81 63 98 80 70 90
Bars Traded 4556 2324 2232 4556 2324 2232
Profit Streak 193.4568 540.4568 193.4568 0 0 0
Trades During Streak 3 7 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -266672 -145872 -577536 -692180 543193 -578507

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552219200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625070941,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 74,
            "offset": 151
        }
    }
}
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": [
        [
            426245.5353075669,
            434246.3079004572,
            -8000.7725928902,
            -7275278.333234309,
            4366383.989337154,
            -11641662.322571464
        ],
        [
            426.245535,
            434.246308,
            -8.000773,
            -7275.278333,
            4366.383989,
            -11641.662323
        ],
        [
            0.17043,
            0.173629,
            -0.003199,
            0,
            0.152021,
            0
        ],
        [
            812.109687,
            812.109687,
            812.109687,
            812.109687,
            812.109687,
            812.109687
        ],
        [
            -180501,
            -55718,
            -180501,
            -13957416,
            -856965,
            -13100451
        ],
        [
            2.096565,
            5.899661,
            0.973338,
            0.549699,
            3.478897,
            0.191273
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            48,
            24,
            24,
            45,
            22,
            23
        ],
        [
            20,
            10,
            10,
            23,
            12,
            11
        ],
        [
            70.588235,
            70.588235,
            70.588235,
            66.176471,
            64.705882,
            67.647059
        ],
        [
            0.873569,
            2.458192,
            0.405558,
            0.280957,
            1.89758,
            0.091478
        ],
        [
            78784,
            78784,
            53117,
            2311099,
            2311099,
            516987
        ],
        [
            -180501,
            -33375,
            -180501,
            -12241830,
            -531764,
            -12241830
        ],
        [
            67,
            68,
            65,
            67,
            68,
            65
        ],
        [
            61,
            70,
            52,
            60,
            67,
            53
        ],
        [
            81,
            63,
            98,
            80,
            70,
            90
        ],
        [
            4556,
            2324,
            2232,
            4556,
            2324,
            2232
        ],
        [
            193.456839,
            540.45684,
            193.456839,
            0,
            0,
            0
        ],
        [
            3,
            7,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -266672,
            -145872,
            -577536,
            -692180,
            543193,
            -578507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552219200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625070941,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 74,
            "offset": 151
        }
    }
}

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)