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Trade: XRP/USDT/720/HWMA/SWMA/2913

Strategy
XRP/USDT/720/HWMA/SWMA/2913
Pair
XRP_USDT
Interval
12h
Score
534253
Daily Profit
0.160269
Profit Factor
2.247011
Profitability
54.871795
Streak
8.744666
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 08:52
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 13065.0997 289137.9375 -276072.8378 5383446.6539 2036194.8172 3347251.8366
Total P&L (%) 13.0651 289.1379 -276.0728 5383.4467 2036.1948 3347.2518
Avg Daily Profit (%) 0.0052 0.1156 -0.1104 0.1603 0.1225 0.1417
Buy And Hold Return (%) 800.7132 800.7132 800.7132 800.7132 800.7132 800.7132
Max Trade Drawdown -305006 -56108 -372151 -1647741 -632369 -1647741
Profit Factor 1.0154 2.4985 0.5784 2.247 2.6672 2.0812
Total Trades 195 97 98 195 97 98
Winning Trades 149 75 74 107 51 56
Losing Trades 46 22 24 88 46 42
Profitability (%) 76.4103 77.3196 75.5102 54.8718 52.5773 57.1429
Ratio Avg Win / Avg Loss 0.3135 0.7329 0.1876 1.848 2.4057 1.5609
Largest Winning Trade 77249 77249 37710 3485691 458446 3485691
Largest Losing Trade -305006 -49553 -305006 -1647741 -286579 -1647741
Avg Bars in Trades 24 24 24 24 24 24
Avg Bars in Winners 13 11 14 24 26 22
Avg Bars in Losers 60 68 53 24 22 26
Bars Traded 4779 2391 2388 4779 2391 2388
Profit Streak 8.7447 132.7447 8.7447 8.7447 132.7447 8.7447
Trades During Streak 2 9 1 2 9 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -551018 -197073 -576538 534253 -25601 -10

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757310739154,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26904,
            "nb": 0.98347,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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": [
        [
            13065.0996735373,
            289137.9375211619,
            -276072.8378476241,
            5383446.653880924,
            2036194.817236307,
            3347251.836644618
        ],
        [
            13.0651,
            289.137938,
            -276.072838,
            5383.446654,
            2036.194817,
            3347.251837
        ],
        [
            0.005225,
            0.115632,
            -0.110407,
            0.160269,
            0.122515,
            0.141678
        ],
        [
            800.713196,
            800.713196,
            800.713196,
            800.713196,
            800.713196,
            800.713196
        ],
        [
            -305006,
            -56108,
            -372151,
            -1647741,
            -632369,
            -1647741
        ],
        [
            1.01541,
            2.498511,
            0.578425,
            2.247011,
            2.667243,
            2.081229
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            149,
            75,
            74,
            107,
            51,
            56
        ],
        [
            46,
            22,
            24,
            88,
            46,
            42
        ],
        [
            76.410256,
            77.319588,
            75.510204,
            54.871795,
            52.57732,
            57.142857
        ],
        [
            0.313482,
            0.732897,
            0.187597,
            1.848009,
            2.405748,
            1.560922
        ],
        [
            77249,
            77249,
            37710,
            3485691,
            458446,
            3485691
        ],
        [
            -305006,
            -49553,
            -305006,
            -1647741,
            -286579,
            -1647741
        ],
        [
            24,
            24,
            24,
            24,
            24,
            24
        ],
        [
            13,
            11,
            14,
            24,
            26,
            22
        ],
        [
            60,
            68,
            53,
            24,
            22,
            26
        ],
        [
            4779,
            2391,
            2388,
            4779,
            2391,
            2388
        ],
        [
            8.744666,
            132.744666,
            8.744666,
            8.744666,
            132.744666,
            8.744666
        ],
        [
            2,
            9,
            1,
            2,
            9,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -551018,
            -197073,
            -576538,
            534253,
            -25601,
            -10
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757310739154,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.26904,
            "nb": 0.98347,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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)