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Trade: XRP/USDT/720/HWMA/SINWMA/5304

Strategy
XRP/USDT/720/HWMA/SINWMA/5304
Pair
XRP_USDT
Interval
12h
Score
435702
Daily Profit
0.161449
Profit Factor
2.704186
Profitability
41.420118
Streak
25.292037
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 22:00
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 8462.9794 289766.6924 -281303.713 5556442.9826 2030883.5297 3525559.4529
Total P&L (%) 8.463 289.7667 -281.3037 5556.443 2030.8835 3525.5595
Avg Daily Profit (%) 0.0034 0.1158 -0.1125 0.1614 0.1224 0.1436
Buy And Hold Return (%) 837.8529 837.8529 837.8529 837.8529 837.8529 837.8529
Max Trade Drawdown -328919 -50525 -342692 -1544320 -544116 -1544320
Profit Factor 1.0105 2.5891 0.5507 2.7042 3.2656 2.4913
Total Trades 169 84 85 169 84 85
Winning Trades 146 73 73 70 34 36
Losing Trades 23 11 12 99 50 49
Profitability (%) 86.3905 86.9048 85.8824 41.4201 40.4762 42.3529
Ratio Avg Win / Avg Loss 0.1592 0.3901 0.0905 3.8245 4.8024 3.391
Largest Winning Trade 71221 71221 37710 3317966 469494 3317966
Largest Losing Trade -328919 -50518 -328919 -1544320 -187128 -1544320
Avg Bars in Trades 28 28 27 28 28 27
Avg Bars in Winners 14 14 15 35 41 29
Avg Bars in Losers 114 128 100 23 20 27
Bars Traded 4809 2435 2374 4809 2435 2374
Profit Streak 25.292 148.792 25.292 25.292 148.792 25.292
Trades During Streak 8 9 4 8 9 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -557147 -195653 -574584 435702 -29275 11651

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654032031,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.68153,
            "nb": 0.1,
            "nc": 0.10499
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "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": [
        [
            8462.9793975398,
            289766.6924082053,
            -281303.7130106654,
            5556442.982649083,
            2030883.5297428453,
            3525559.45290624
        ],
        [
            8.462979,
            289.766692,
            -281.303713,
            5556.442983,
            2030.88353,
            3525.559453
        ],
        [
            0.003383,
            0.115837,
            -0.112454,
            0.161449,
            0.122366,
            0.143641
        ],
        [
            837.852923,
            837.852923,
            837.852923,
            837.852923,
            837.852923,
            837.852923
        ],
        [
            -328919,
            -50525,
            -342692,
            -1544320,
            -544116,
            -1544320
        ],
        [
            1.010468,
            2.589086,
            0.550688,
            2.704186,
            3.265599,
            2.491312
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            146,
            73,
            73,
            70,
            34,
            36
        ],
        [
            23,
            11,
            12,
            99,
            50,
            49
        ],
        [
            86.390533,
            86.904762,
            85.882353,
            41.420118,
            40.47619,
            42.352941
        ],
        [
            0.159183,
            0.390136,
            0.090524,
            3.824492,
            4.802352,
            3.390952
        ],
        [
            71221,
            71221,
            37710,
            3317966,
            469494,
            3317966
        ],
        [
            -328919,
            -50518,
            -328919,
            -1544320,
            -187128,
            -1544320
        ],
        [
            28,
            28,
            27,
            28,
            28,
            27
        ],
        [
            14,
            14,
            15,
            35,
            41,
            29
        ],
        [
            114,
            128,
            100,
            23,
            20,
            27
        ],
        [
            4809,
            2435,
            2374,
            4809,
            2435,
            2374
        ],
        [
            25.292037,
            148.792037,
            25.292037,
            25.292037,
            148.792037,
            25.292037
        ],
        [
            8,
            9,
            4,
            8,
            9,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -557147,
            -195653,
            -574584,
            435702,
            -29275,
            11651
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654032031,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.68153,
            "nb": 0.1,
            "nc": 0.10499
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "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)