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Trade: XRP/USDT/720/HMA/SINWMA/4957

Strategy
XRP/USDT/720/HMA/SINWMA/4957
Pair
XRP_USDT
Interval
12h
Score
374606
Daily Profit
0.174568
Profit Factor
1.591577
Profitability
44.660194
Streak
174.512889
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 03:18
Expiration Time
2025-12-05 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933590.9043 826400.0075 107190.8968 7742544.4349 10679585.5961 -2937041.1612
Total P&L (%) 933.5909 826.4 107.1909 7742.5444 10679.5856 -2937.0412
Avg Daily Profit (%) 0.3733 0.3304 0.0429 0.1746 0.1873 0
Buy And Hold Return (%) 882.5516 882.5516 882.5516 882.5516 882.5516 882.5516
Max Trade Drawdown -85030 -47798 -71582 -3713279 -1610290 -5303904
Profit Factor 2.8158 4.7712 1.3634 1.5916 3.5203 0.6682
Total Trades 103 51 52 103 51 52
Winning Trades 46 23 23 46 23 23
Losing Trades 57 28 29 57 28 29
Profitability (%) 44.6602 45.098 44.2308 44.6602 45.098 44.2308
Ratio Avg Win / Avg Loss 3.4892 5.8084 1.719 1.9722 4.2856 0.8425
Largest Winning Trade 370908 370908 54127 6103292 6103292 1026162
Largest Losing Trade -71582 -19345 -71582 -3525091 -751992 -3525091
Avg Bars in Trades 45 46 45 45 46 45
Avg Bars in Winners 67 64 70 67 64 70
Avg Bars in Losers 28 31 25 28 31 25
Bars Traded 4727 2370 2357 4727 2370 2357
Profit Streak 174.5129 174.5129 189.5129 174.5129 174.5129 189.5129
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133283 -329990 -480797 374606 -166353 -761718

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758413913605,
    "expiration_time": 1764895392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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": [
        [
            933590.9042662462,
            826400.0074782312,
            107190.8967880149,
            7742544.434902848,
            10679585.59608107,
            -2937041.1611782196
        ],
        [
            933.590904,
            826.400007,
            107.190897,
            7742.544435,
            10679.585596,
            -2937.041161
        ],
        [
            0.373287,
            0.330428,
            0.042859,
            0.174568,
            0.18731,
            0
        ],
        [
            882.551619,
            882.551619,
            882.551619,
            882.551619,
            882.551619,
            882.551619
        ],
        [
            -85030,
            -47798,
            -71582,
            -3713279,
            -1610290,
            -5303904
        ],
        [
            2.81583,
            4.771213,
            1.363351,
            1.591577,
            3.520346,
            0.668154
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            44.660194,
            45.098039,
            44.230769,
            44.660194,
            45.098039,
            44.230769
        ],
        [
            3.48918,
            5.808433,
            1.719008,
            1.972172,
            4.285639,
            0.842455
        ],
        [
            370908,
            370908,
            54127,
            6103292,
            6103292,
            1026162
        ],
        [
            -71582,
            -19345,
            -71582,
            -3525091,
            -751992,
            -3525091
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            67,
            64,
            70,
            67,
            64,
            70
        ],
        [
            28,
            31,
            25,
            28,
            31,
            25
        ],
        [
            4727,
            2370,
            2357,
            4727,
            2370,
            2357
        ],
        [
            174.512889,
            174.512889,
            189.512889,
            174.512889,
            174.512889,
            189.512889
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133283,
            -329990,
            -480797,
            374606,
            -166353,
            -761718
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758413913605,
    "expiration_time": 1764895392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 9,
            "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)