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Trade: XRP/USDT/720/MIDPRICE/SWMA/4468

Strategy
XRP/USDT/720/MIDPRICE/SWMA/4468
Pair
XRP_USDT
Interval
12h
Score
413150
Daily Profit
0.159417
Profit Factor
2.138683
Profitability
46.666667
Streak
22.737121
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 20:41
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 11099.2333 306783.4394 -295684.2061 5272332.934 1050230.3513 4222102.5826
Total P&L (%) 11.0992 306.7834 -295.6842 5272.3329 1050.2304 4222.1026
Avg Daily Profit (%) 0.0044 0.1227 -0.1182 0.1594 0.0977 0.1507
Buy And Hold Return (%) 921.3948 921.3948 921.3948 921.3948 921.3948 921.3948
Max Trade Drawdown -367572 -51208 -368428 -1695722 -996782 -1468977
Profit Factor 1.0144 2.8279 0.5104 2.1387 1.5994 2.4669
Total Trades 135 67 68 135 67 68
Winning Trades 101 51 50 63 29 34
Losing Trades 34 16 18 72 38 34
Profitability (%) 74.8148 76.1194 73.5294 46.6667 43.2836 50
Ratio Avg Win / Avg Loss 0.3415 0.8872 0.1838 2.4442 2.0958 2.4669
Largest Winning Trade 89700 89700 37710 4818159 414660 4818159
Largest Losing Trade -360996 -51208 -360996 -1468977 -480379 -1468977
Avg Bars in Trades 35 36 34 35 36 34
Avg Bars in Winners 22 21 23 40 45 35
Avg Bars in Losers 75 86 66 31 29 33
Bars Traded 4808 2459 2349 4808 2459 2349
Profit Streak 22.7371 145.7371 22.7371 22.7371 145.7371 22.7371
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -553681 -304262 -685868 413150 -299485 -97527

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487286,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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": [
        [
            11099.2333129932,
            306783.4394286022,
            -295684.2061156088,
            5272332.93398678,
            1050230.3513494488,
            4222102.582637331
        ],
        [
            11.099233,
            306.783439,
            -295.684206,
            5272.332934,
            1050.230351,
            4222.102583
        ],
        [
            0.004438,
            0.122664,
            -0.118226,
            0.159417,
            0.097711,
            0.150706
        ],
        [
            921.394803,
            921.394803,
            921.394803,
            921.394803,
            921.394803,
            921.394803
        ],
        [
            -367572,
            -51208,
            -368428,
            -1695722,
            -996782,
            -1468977
        ],
        [
            1.014381,
            2.827894,
            0.510422,
            2.138683,
            1.59943,
            2.466949
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            101,
            51,
            50,
            63,
            29,
            34
        ],
        [
            34,
            16,
            18,
            72,
            38,
            34
        ],
        [
            74.814815,
            76.119403,
            73.529412,
            46.666667,
            43.283582,
            50
        ],
        [
            0.341475,
            0.887182,
            0.183752,
            2.44421,
            2.095805,
            2.466949
        ],
        [
            89700,
            89700,
            37710,
            4818159,
            414660,
            4818159
        ],
        [
            -360996,
            -51208,
            -360996,
            -1468977,
            -480379,
            -1468977
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            22,
            21,
            23,
            40,
            45,
            35
        ],
        [
            75,
            86,
            66,
            31,
            29,
            33
        ],
        [
            4808,
            2459,
            2349,
            4808,
            2459,
            2349
        ],
        [
            22.737121,
            145.737121,
            22.737121,
            22.737121,
            145.737121,
            22.737121
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -553681,
            -304262,
            -685868,
            413150,
            -299485,
            -97527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487286,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 163,
            "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)