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Trade: XRP/USDT/720/HMA/SINWMA/4610

Strategy
XRP/USDT/720/HMA/SINWMA/4610
Pair
XRP_USDT
Interval
12h
Score
582247
Daily Profit
0.201477
Profit Factor
3.244467
Profitability
57.575758
Streak
155.113504
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 05:43
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928137.2245 816425.2479 111711.9766 10204816.5949 15237052.115 -5032235.5201
Total P&L (%) 928.1372 816.4252 111.712 10204.8166 15237.0521 -5032.2355
Avg Daily Profit (%) 0.3712 0.3265 0.0447 0.1855 0.2015 0
Buy And Hold Return (%) 787.6856 787.6856 787.6856 787.6856 787.6856 787.6856
Max Trade Drawdown -81576 -45475 -86555 -5131289 -2805921 -10094807
Profit Factor 3.3053 6.4467 1.4421 1.4745 3.2445 0.6581
Total Trades 66 33 33 66 33 33
Winning Trades 38 19 19 38 19 19
Losing Trades 28 14 14 28 14 14
Profitability (%) 57.5758 57.5758 57.5758 57.5758 57.5758 57.5758
Ratio Avg Win / Avg Loss 2.4355 4.7502 1.0626 1.0865 2.3907 0.4849
Largest Winning Trade 304091 304091 64266 9500667 9500667 1813934
Largest Losing Trade -60522 -31188 -60522 -4631351 -1870741 -4631351
Avg Bars in Trades 70 75 64 70 75 64
Avg Bars in Winners 76 76 77 76 76 77
Avg Bars in Losers 61 75 47 61 75 47
Bars Traded 4636 2495 2141 4636 2495 2141
Profit Streak 72.1135 155.1135 0 72.1135 155.1135 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 -221443 -134857 -297106 -117895 582247 -579820

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757990606774,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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": [
        [
            928137.2245450647,
            816425.2479197005,
            111711.9766253646,
            10204816.594894351,
            15237052.115042545,
            -5032235.5201481925
        ],
        [
            928.137225,
            816.425248,
            111.711977,
            10204.816595,
            15237.052115,
            -5032.23552
        ],
        [
            0.371181,
            0.326505,
            0.044676,
            0.185543,
            0.201477,
            0
        ],
        [
            787.685579,
            787.685579,
            787.685579,
            787.685579,
            787.685579,
            787.685579
        ],
        [
            -81576,
            -45475,
            -86555,
            -5131289,
            -2805921,
            -10094807
        ],
        [
            3.305348,
            6.446655,
            1.442061,
            1.47453,
            3.244467,
            0.658052
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            57.575758,
            57.575758,
            57.575758,
            57.575758,
            57.575758,
            57.575758
        ],
        [
            2.435519,
            4.750167,
            1.062571,
            1.086496,
            2.39066,
            0.48488
        ],
        [
            304091,
            304091,
            64266,
            9500667,
            9500667,
            1813934
        ],
        [
            -60522,
            -31188,
            -60522,
            -4631351,
            -1870741,
            -4631351
        ],
        [
            70,
            75,
            64,
            70,
            75,
            64
        ],
        [
            76,
            76,
            77,
            76,
            76,
            77
        ],
        [
            61,
            75,
            47,
            61,
            75,
            47
        ],
        [
            4636,
            2495,
            2141,
            4636,
            2495,
            2141
        ],
        [
            72.113504,
            155.113504,
            0,
            72.113504,
            155.113504,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -221443,
            -134857,
            -297106,
            -117895,
            582247,
            -579820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757990606774,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 35,
            "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)