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Trade: XRP/USDT/720/SINWMA/BBM/2793

Strategy
XRP/USDT/720/SINWMA/BBM/2793
Pair
XRP_USDT
Interval
12h
Score
617439
Daily Profit
0.192741
Profit Factor
4.083252
Profitability
58.333333
Streak
217.917300
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 01:00
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 850784.2797 733544.663 117239.6167 10225815.987 12232769.5423 -2006953.5553
Total P&L (%) 850.7843 733.5447 117.2396 10225.816 12232.7695 -2006.9536
Avg Daily Profit (%) 0.3402 0.2934 0.0469 0.1856 0.1927 0
Buy And Hold Return (%) 719.3049 719.3049 719.3049 719.3049 719.3049 719.3049
Max Trade Drawdown -64159 -47988 -59489 -4277578 -1092207 -5014920
Profit Factor 3.0999 5.4636 1.4868 1.9281 4.0833 0.7153
Total Trades 72 36 36 72 36 36
Winning Trades 42 21 21 42 21 21
Losing Trades 30 15 15 30 15 15
Profitability (%) 58.3333 58.3333 58.3333 58.3333 58.3333 58.3333
Ratio Avg Win / Avg Loss 2.2142 3.9026 1.062 1.3772 2.9166 0.511
Largest Winning Trade 330054 330054 48083 7873897 7873897 1031758
Largest Losing Trade -51777 -32491 -51777 -3189827 -1087750 -3189827
Avg Bars in Trades 66 71 60 66 71 60
Avg Bars in Winners 76 79 74 76 79 74
Avg Bars in Losers 51 61 40 51 61 40
Bars Traded 4760 2591 2169 4760 2591 2169
Profit Streak 217.9173 217.9173 225.4173 217.9173 217.9173 225.4173
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174788 -140595 -292791 -70571 617439 -578726

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757455254761,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 199,
            "offset": 0,
            "std": 3.90298
        }
    }
}
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": [
        [
            850784.279699388,
            733544.6630215606,
            117239.6166778271,
            10225815.987020865,
            12232769.5423397,
            -2006953.5553188345
        ],
        [
            850.78428,
            733.544663,
            117.239617,
            10225.815987,
            12232.769542,
            -2006.953555
        ],
        [
            0.340246,
            0.293359,
            0.046886,
            0.185624,
            0.192741,
            0
        ],
        [
            719.304869,
            719.304869,
            719.304869,
            719.304869,
            719.304869,
            719.304869
        ],
        [
            -64159,
            -47988,
            -59489,
            -4277578,
            -1092207,
            -5014920
        ],
        [
            3.09986,
            5.463607,
            1.486828,
            1.928107,
            4.083252,
            0.715344
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            58.333333,
            58.333333,
            58.333333,
            58.333333,
            58.333333,
            58.333333
        ],
        [
            2.214186,
            3.902576,
            1.06202,
            1.377219,
            2.916609,
            0.51096
        ],
        [
            330054,
            330054,
            48083,
            7873897,
            7873897,
            1031758
        ],
        [
            -51777,
            -32491,
            -51777,
            -3189827,
            -1087750,
            -3189827
        ],
        [
            66,
            71,
            60,
            66,
            71,
            60
        ],
        [
            76,
            79,
            74,
            76,
            79,
            74
        ],
        [
            51,
            61,
            40,
            51,
            61,
            40
        ],
        [
            4760,
            2591,
            2169,
            4760,
            2591,
            2169
        ],
        [
            217.9173,
            217.9173,
            225.4173,
            217.9173,
            217.9173,
            225.4173
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174788,
            -140595,
            -292791,
            -70571,
            617439,
            -578726
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757455254761,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 199,
            "offset": 0,
            "std": 3.90298
        }
    }
}

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)