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Trade: XRP/USDT/720/HMA/SINWMA/1817

Strategy
XRP/USDT/720/HMA/SINWMA/1817
Pair
XRP_USDT
Interval
12h
Score
557725
Daily Profit
0.249836
Profit Factor
3.197509
Profitability
52.272727
Streak
118.502926
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-19 15:04
Expiration Time
2025-12-03 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1108749.6164 914012.4078 194737.2086 47618286.2939 51216763.1707 -3598476.8767
Total P&L (%) 1108.7496 914.0124 194.7372 47618.2863 51216.7632 -3598.4769
Avg Daily Profit (%) 0.4433 0.3655 0.0779 0.2469 0.2498 0
Buy And Hold Return (%) 890.3442 890.3442 890.3442 890.3442 890.3442 890.3442
Max Trade Drawdown -64412 -57932 -59537 -22422513 -14128817 -17447780
Profit Factor 3.9352 6.0157 1.996 1.8971 3.1975 0.8791
Total Trades 88 44 44 88 44 44
Winning Trades 52 23 29 52 23 29
Losing Trades 36 21 15 36 21 15
Profitability (%) 59.0909 52.2727 65.9091 59.0909 52.2727 65.9091
Ratio Avg Win / Avg Loss 2.7244 5.4926 1.0324 1.3134 2.9195 0.4547
Largest Winning Trade 394397 394397 49070 37559441 37559441 6638609
Largest Losing Trade -59537 -33790 -59537 -14128817 -14128817 -10286895
Avg Bars in Trades 54 59 50 54 59 50
Avg Bars in Winners 60 67 54 60 67 54
Avg Bars in Losers 46 50 41 46 50 41
Bars Traded 4826 2619 2207 4826 2619 2207
Profit Streak 118.5029 118.5029 155.5029 118.5029 118.5029 155.5029
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69563 -138609 -248610 493012 557725 -577304

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283452807,
    "expiration_time": 1764765792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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": [
        [
            1108749.6163854606,
            914012.4077743144,
            194737.2086111458,
            47618286.29392979,
            51216763.17067455,
            -3598476.876744759
        ],
        [
            1108.749616,
            914.012408,
            194.737209,
            47618.286294,
            51216.763171,
            -3598.476877
        ],
        [
            0.443323,
            0.365459,
            0.077864,
            0.246922,
            0.249836,
            0
        ],
        [
            890.344153,
            890.344153,
            890.344153,
            890.344153,
            890.344153,
            890.344153
        ],
        [
            -64412,
            -57932,
            -59537,
            -22422513,
            -14128817,
            -17447780
        ],
        [
            3.935211,
            6.015694,
            1.996044,
            1.897105,
            3.197509,
            0.879137
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            59.090909,
            52.272727,
            65.909091,
            59.090909,
            52.272727,
            65.909091
        ],
        [
            2.724377,
            5.49259,
            1.032437,
            1.313381,
            2.919464,
            0.454726
        ],
        [
            394397,
            394397,
            49070,
            37559441,
            37559441,
            6638609
        ],
        [
            -59537,
            -33790,
            -59537,
            -14128817,
            -14128817,
            -10286895
        ],
        [
            54,
            59,
            50,
            54,
            59,
            50
        ],
        [
            60,
            67,
            54,
            60,
            67,
            54
        ],
        [
            46,
            50,
            41,
            46,
            50,
            41
        ],
        [
            4826,
            2619,
            2207,
            4826,
            2619,
            2207
        ],
        [
            118.502926,
            118.502926,
            155.502926,
            118.502926,
            118.502926,
            155.502926
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69563,
            -138609,
            -248610,
            493012,
            557725,
            -577304
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283452807,
    "expiration_time": 1764765792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "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)