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Trade: XRP/USDT/720/HLC3/SINWMA/6791

Strategy
XRP/USDT/720/HLC3/SINWMA/6791
Pair
XRP_USDT
Interval
12h
Score
500725
Daily Profit
0.189320
Profit Factor
2.335596
Profitability
51.685393
Streak
10.980175
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 14:31
Expiration Time
2025-11-25 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760109.4514 667743.8517 92365.5997 5483986.8469 11223546.0879 -5739559.241
Total P&L (%) 760.1095 667.7439 92.3656 5483.9868 11223.5461 -5739.5592
Avg Daily Profit (%) 0.304 0.267 0.0369 0.161 0.1893 0
Buy And Hold Return (%) 823.8259 823.8259 823.8259 823.8259 823.8259 823.8259
Max Trade Drawdown -103276 -74024 -86740 -10822582 -4086302 -7479067
Profit Factor 1.8489 2.443 1.2135 1.2787 2.3356 0.491
Total Trades 356 178 178 356 178 178
Winning Trades 183 92 91 183 92 91
Losing Trades 173 86 87 173 86 87
Profitability (%) 51.4045 51.6854 51.1236 51.4045 51.6854 51.1236
Ratio Avg Win / Avg Loss 1.7479 2.2837 1.1602 1.2088 2.1833 0.4694
Largest Winning Trade 224305 224305 49531 8498389 8498389 518600
Largest Losing Trade -48730 -40801 -48730 -4776807 -1480355 -4776807
Avg Bars in Trades 13 15 11 13 15 11
Avg Bars in Winners 15 16 15 15 16 15
Avg Bars in Losers 11 14 7 11 14 7
Bars Traded 4847 2719 2128 4847 2719 2128
Profit Streak 10.9802 10.9802 59.4802 10.9802 10.9802 59.4802
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149927 -150997 -307999 390390 500725 -579000

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757590287127,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "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": [
        [
            760109.4514227017,
            667743.8516885864,
            92365.5997341146,
            5483986.846903696,
            11223546.087940596,
            -5739559.241036907
        ],
        [
            760.109451,
            667.743852,
            92.3656,
            5483.986847,
            11223.546088,
            -5739.559241
        ],
        [
            0.303983,
            0.267044,
            0.036939,
            0.160997,
            0.18932,
            0
        ],
        [
            823.825905,
            823.825905,
            823.825905,
            823.825905,
            823.825905,
            823.825905
        ],
        [
            -103276,
            -74024,
            -86740,
            -10822582,
            -4086302,
            -7479067
        ],
        [
            1.848949,
            2.443038,
            1.213503,
            1.278669,
            2.335596,
            0.490986
        ],
        [
            356,
            178,
            178,
            356,
            178,
            178
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            51.404494,
            51.685393,
            51.123596,
            51.404494,
            51.685393,
            51.123596
        ],
        [
            1.747913,
            2.283709,
            1.160163,
            1.208796,
            2.183275,
            0.469404
        ],
        [
            224305,
            224305,
            49531,
            8498389,
            8498389,
            518600
        ],
        [
            -48730,
            -40801,
            -48730,
            -4776807,
            -1480355,
            -4776807
        ],
        [
            13,
            15,
            11,
            13,
            15,
            11
        ],
        [
            15,
            16,
            15,
            15,
            16,
            15
        ],
        [
            11,
            14,
            7,
            11,
            14,
            7
        ],
        [
            4847,
            2719,
            2128,
            4847,
            2719,
            2128
        ],
        [
            10.980175,
            10.980175,
            59.480175,
            10.980175,
            10.980175,
            59.480175
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149927,
            -150997,
            -307999,
            390390,
            500725,
            -579000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757590287127,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 54
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 134,
            "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)