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Trade: XRP/USDT/720/HWMA/SMA/9460

Strategy
XRP/USDT/720/HWMA/SMA/9460
Pair
XRP_USDT
Interval
12h
Score
497915
Daily Profit
0.160318
Profit Factor
2.281583
Profitability
57.792208
Streak
15.060279
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 04:26
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 117906.1855 336264.7408 -218358.5553 5390207.5223 1981718.5916 3408488.9307
Total P&L (%) 117.9062 336.2647 -218.3586 5390.2075 1981.7186 3408.4889
Avg Daily Profit (%) 0.0472 0.1345 -0.0873 0.1603 0.1215 0.1424
Buy And Hold Return (%) 886.7356 886.7356 886.7356 886.7356 886.7356 886.7356
Max Trade Drawdown -352623 -55508 -352623 -2070659 -610467 -1702567
Profit Factor 1.1759 3.9682 0.608 2.2816 3.576 1.9918
Total Trades 154 77 77 154 77 77
Winning Trades 135 70 65 89 43 46
Losing Trades 19 7 12 65 34 31
Profitability (%) 87.6623 90.9091 84.4156 57.7922 55.8442 59.7403
Ratio Avg Win / Avg Loss 0.1655 0.3968 0.1122 1.6663 2.8276 1.3423
Largest Winning Trade 75999 75999 37710 4226865 542090 4226865
Largest Losing Trade -352623 -46804 -352623 -1702567 -172957 -1702567
Avg Bars in Trades 30 31 30 30 31 30
Avg Bars in Winners 19 20 18 28 31 25
Avg Bars in Losers 112 143 95 35 32 38
Bars Traded 4772 2433 2339 4772 2433 2339
Profit Streak 15.0603 430.0603 0 15.0603 312.0603 0
Trades During Streak 1 15 0 1 11 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -318099 -210216 -618140 497915 -68403 -42649

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": 1550059200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757986008072,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60608,
            "nb": 0.1,
            "nc": 0.46605
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 188,
            "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": [
        [
            117906.1854515138,
            336264.7407900733,
            -218358.5553385596,
            5390207.522294228,
            1981718.5916179975,
            3408488.9306762293
        ],
        [
            117.906185,
            336.264741,
            -218.358555,
            5390.207522,
            1981.718592,
            3408.488931
        ],
        [
            0.047153,
            0.134479,
            -0.087326,
            0.160318,
            0.121481,
            0.142384
        ],
        [
            886.735567,
            886.735567,
            886.735567,
            886.735567,
            886.735567,
            886.735567
        ],
        [
            -352623,
            -55508,
            -352623,
            -2070659,
            -610467,
            -1702567
        ],
        [
            1.175912,
            3.968179,
            0.60795,
            2.281583,
            3.57604,
            1.991817
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            135,
            70,
            65,
            89,
            43,
            46
        ],
        [
            19,
            7,
            12,
            65,
            34,
            31
        ],
        [
            87.662338,
            90.909091,
            84.415584,
            57.792208,
            55.844156,
            59.74026
        ],
        [
            0.165499,
            0.396818,
            0.112237,
            1.666325,
            2.827567,
            1.342312
        ],
        [
            75999,
            75999,
            37710,
            4226865,
            542090,
            4226865
        ],
        [
            -352623,
            -46804,
            -352623,
            -1702567,
            -172957,
            -1702567
        ],
        [
            30,
            31,
            30,
            30,
            31,
            30
        ],
        [
            19,
            20,
            18,
            28,
            31,
            25
        ],
        [
            112,
            143,
            95,
            35,
            32,
            38
        ],
        [
            4772,
            2433,
            2339,
            4772,
            2433,
            2339
        ],
        [
            15.060278,
            430.060279,
            0,
            15.060279,
            312.060279,
            0
        ],
        [
            1,
            15,
            0,
            1,
            11,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -318099,
            -210216,
            -618140,
            497915,
            -68403,
            -42649
        ]
    ]
}
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": 1550059200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757986008072,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.60608,
            "nb": 0.1,
            "nc": 0.46605
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 188,
            "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)