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Trade: XRP/USDT/720/SINWMA/BBM/7385

Strategy
XRP/USDT/720/SINWMA/BBM/7385
Pair
XRP_USDT
Interval
12h
Score
617894
Daily Profit
0.192729
Profit Factor
3.401175
Profitability
63.157895
Streak
159.660971
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 06:51
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928367.2103 805561.9568 122805.2535 11236360.2074 12228987.1091 -992626.9017
Total P&L (%) 928.3672 805.562 122.8053 11236.3602 12228.9871 -992.6269
Avg Daily Profit (%) 0.3713 0.3222 0.0491 0.1894 0.1927 0
Buy And Hold Return (%) 738.8686 738.8686 738.8686 738.8686 738.8686 738.8686
Max Trade Drawdown -73496 -61795 -45897 -5186404 -2939674 -2939059
Profit Factor 3.2051 5.5055 1.507 2.1196 3.4012 0.7992
Total Trades 77 38 39 77 38 39
Winning Trades 47 24 23 47 24 23
Losing Trades 30 14 16 30 14 16
Profitability (%) 61.039 63.1579 58.9744 61.039 63.1579 58.9744
Ratio Avg Win / Avg Loss 2.0458 3.2115 1.0483 1.3529 1.984 0.556
Largest Winning Trade 401233 401233 46034 10304460 10304460 490752
Largest Losing Trade -45343 -24650 -45343 -1908035 -1534639 -1908035
Avg Bars in Trades 62 68 57 62 68 57
Avg Bars in Winners 74 76 73 74 76 73
Avg Bars in Losers 44 53 35 44 53 35
Bars Traded 4845 2589 2256 4845 2589 2256
Profit Streak 149.161 159.661 149.161 149.161 159.661 149.161
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113545 -117764 -289605 -32319 617894 -578631

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253907867,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 3.74158
        }
    }
}
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": [
        [
            928367.2102881655,
            805561.9568128145,
            122805.2534753508,
            11236360.207427906,
            12228987.109100314,
            -992626.9016724075
        ],
        [
            928.36721,
            805.561957,
            122.805253,
            11236.360207,
            12228.987109,
            -992.626902
        ],
        [
            0.371273,
            0.32216,
            0.049112,
            0.189365,
            0.192729,
            0
        ],
        [
            738.868558,
            738.868558,
            738.868558,
            738.868558,
            738.868558,
            738.868558
        ],
        [
            -73496,
            -61795,
            -45897,
            -5186404,
            -2939674,
            -2939059
        ],
        [
            3.205064,
            5.505451,
            1.507001,
            2.11958,
            3.401175,
            0.799198
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            61.038961,
            63.157895,
            58.974359,
            61.038961,
            63.157895,
            58.974359
        ],
        [
            2.045786,
            3.211513,
            1.048349,
            1.352923,
            1.984019,
            0.555964
        ],
        [
            401233,
            401233,
            46034,
            10304460,
            10304460,
            490752
        ],
        [
            -45343,
            -24650,
            -45343,
            -1908035,
            -1534639,
            -1908035
        ],
        [
            62,
            68,
            57,
            62,
            68,
            57
        ],
        [
            74,
            76,
            73,
            74,
            76,
            73
        ],
        [
            44,
            53,
            35,
            44,
            53,
            35
        ],
        [
            4845,
            2589,
            2256,
            4845,
            2589,
            2256
        ],
        [
            149.160971,
            159.660971,
            149.160971,
            149.160971,
            159.660971,
            149.160971
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113545,
            -117764,
            -289605,
            -32319,
            617894,
            -578631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253907867,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 111,
            "offset": 0,
            "std": 3.74158
        }
    }
}

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)