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Trade: XRP/USDT/720/HWMA/SWMA/2665

Strategy
XRP/USDT/720/HWMA/SWMA/2665
Pair
XRP_USDT
Interval
12h
Score
310827
Daily Profit
0.155319
Profit Factor
2.298556
Profitability
42.142857
Streak
21.169705
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 19:04
Expiration Time
2025-12-03 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109926.9317 339540.0107 -229613.079 4746044.4697 1357151.7734 3388892.6963
Total P&L (%) 109.9269 339.54 -229.6131 4746.0445 1357.1518 3388.8927
Avg Daily Profit (%) 0.044 0.1358 -0.0918 0.1553 0.1072 0.1422
Buy And Hold Return (%) 930.0708 930.0708 930.0708 930.0708 930.0708 930.0708
Max Trade Drawdown -326312 -50372 -327060 -1614540 -688497 -1486430
Profit Factor 1.1512 3.0763 0.5924 2.2986 2.3829 2.2676
Total Trades 140 70 70 140 70 70
Winning Trades 117 60 57 59 30 29
Losing Trades 23 10 13 81 40 41
Profitability (%) 83.5714 85.7143 81.4286 42.1429 42.8571 41.4286
Ratio Avg Win / Avg Loss 0.2263 0.5127 0.1351 3.1556 3.1772 3.2059
Largest Winning Trade 88517 88517 37710 4129830 426191 4129830
Largest Losing Trade -326312 -50372 -326312 -1486430 -260993 -1486430
Avg Bars in Trades 34 34 33 34 34 33
Avg Bars in Winners 18 18 18 38 44 32
Avg Bars in Losers 114 134 98 30 27 34
Bars Traded 4787 2428 2359 4787 2428 2359
Profit Streak 21.1697 144.6697 0 21.1697 144.6697 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -350354 -262723 -670930 310827 -163627 -98858

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758297862555,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65635,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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": [
        [
            109926.9316594994,
            339540.0107062931,
            -229613.0790467937,
            4746044.469713406,
            1357151.7733972608,
            3388892.6963161454
        ],
        [
            109.926932,
            339.540011,
            -229.613079,
            4746.04447,
            1357.151773,
            3388.892696
        ],
        [
            0.043962,
            0.135789,
            -0.091827,
            0.155319,
            0.107199,
            0.142159
        ],
        [
            930.070815,
            930.070815,
            930.070815,
            930.070815,
            930.070815,
            930.070815
        ],
        [
            -326312,
            -50372,
            -327060,
            -1614540,
            -688497,
            -1486430
        ],
        [
            1.151247,
            3.076336,
            0.592361,
            2.298556,
            2.382874,
            2.267604
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            117,
            60,
            57,
            59,
            30,
            29
        ],
        [
            23,
            10,
            13,
            81,
            40,
            41
        ],
        [
            83.571429,
            85.714286,
            81.428571,
            42.142857,
            42.857143,
            41.428571
        ],
        [
            0.226314,
            0.512723,
            0.1351,
            3.155644,
            3.177165,
            3.205922
        ],
        [
            88517,
            88517,
            37710,
            4129830,
            426191,
            4129830
        ],
        [
            -326312,
            -50372,
            -326312,
            -1486430,
            -260993,
            -1486430
        ],
        [
            34,
            34,
            33,
            34,
            34,
            33
        ],
        [
            18,
            18,
            18,
            38,
            44,
            32
        ],
        [
            114,
            134,
            98,
            30,
            27,
            34
        ],
        [
            4787,
            2428,
            2359,
            4787,
            2428,
            2359
        ],
        [
            21.169705,
            144.669705,
            0,
            21.169705,
            144.669705,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -350354,
            -262723,
            -670930,
            310827,
            -163627,
            -98858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758297862555,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.65635,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 168,
            "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)