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Trade: XRP/USDT/720/HL2/SINWMA/8759

Strategy
XRP/USDT/720/HL2/SINWMA/8759
Pair
XRP_USDT
Interval
12h
Score
610822
Daily Profit
0.159300
Profit Factor
3.456292
Profitability
55.000000
Streak
95.196646
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 07:43
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 276170.1914 374384.675 -98214.4836 5252421.2036 1641389.5681 3611031.6354
Total P&L (%) 276.1702 374.3847 -98.2145 5252.4212 1641.3896 3611.0316
Avg Daily Profit (%) 0.1104 0.1497 -0.0393 0.1593 0.1143 0.1446
Buy And Hold Return (%) 883.2883 883.2883 883.2883 883.2883 883.2883 883.2883
Max Trade Drawdown -273819 -66058 -273819 -1869907 -590402 -1293260
Profit Factor 1.5149 4.3457 0.7686 3.4563 3.1907 3.5995
Total Trades 160 80 80 160 80 80
Winning Trades 130 68 62 88 40 48
Losing Trades 30 12 18 72 40 32
Profitability (%) 81.25 85 77.5 55 50 60
Ratio Avg Win / Avg Loss 0.3496 0.7669 0.2231 2.8279 3.1907 2.3997
Largest Winning Trade 75999 75999 37710 2898989 685126 2898989
Largest Losing Trade -273819 -53176 -273819 -860872 -199532 -860872
Avg Bars in Trades 28 29 27 28 29 27
Avg Bars in Winners 17 19 14 26 32 22
Avg Bars in Losers 78 88 72 30 27 35
Bars Traded 4574 2387 2187 4574 2387 2187
Profit Streak 95.1966 107.6966 95.1966 95.1966 107.6966 95.1966
Trades During Streak 9 7 4 9 7 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -204583 -167437 -594716 610822 -59356 -11130

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757652190206,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "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": [
        [
            276170.1914236055,
            374384.6750464832,
            -98214.4836228774,
            5252421.203561802,
            1641389.5681309158,
            3611031.6354308883
        ],
        [
            276.170191,
            374.384675,
            -98.214484,
            5252.421204,
            1641.389568,
            3611.031635
        ],
        [
            0.110446,
            0.149724,
            -0.039278,
            0.1593,
            0.114333,
            0.144631
        ],
        [
            883.288253,
            883.288253,
            883.288253,
            883.288253,
            883.288253,
            883.288253
        ],
        [
            -273819,
            -66058,
            -273819,
            -1869907,
            -590402,
            -1293260
        ],
        [
            1.514905,
            4.345714,
            0.768609,
            3.456292,
            3.190739,
            3.599523
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            130,
            68,
            62,
            88,
            40,
            48
        ],
        [
            30,
            12,
            18,
            72,
            40,
            32
        ],
        [
            81.25,
            85,
            77.5,
            55,
            50,
            60
        ],
        [
            0.349593,
            0.766891,
            0.223145,
            2.827875,
            3.190739,
            2.399682
        ],
        [
            75999,
            75999,
            37710,
            2898989,
            685126,
            2898989
        ],
        [
            -273819,
            -53176,
            -273819,
            -860872,
            -199532,
            -860872
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            17,
            19,
            14,
            26,
            32,
            22
        ],
        [
            78,
            88,
            72,
            30,
            27,
            35
        ],
        [
            4574,
            2387,
            2187,
            4574,
            2387,
            2187
        ],
        [
            95.196646,
            107.696646,
            95.196646,
            95.196646,
            107.696646,
            95.196646
        ],
        [
            9,
            7,
            4,
            9,
            7,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -204583,
            -167437,
            -594716,
            610822,
            -59356,
            -11130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757652190206,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 249,
            "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)