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Trade: XRP/USDT/720/SINWMA/DCM/1802

Strategy
XRP/USDT/720/SINWMA/DCM/1802
Pair
XRP_USDT
Interval
12h
Score
558158
Daily Profit
0.208016
Profit Factor
2.843530
Profitability
55.118110
Streak
67.802111
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 22:15
Expiration Time
2025-11-29 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 991023.6136 854497.1231 136526.4905 17955686.6072 13733231.4747 4222455.1325
Total P&L (%) 991.0236 854.4971 136.5265 17955.6866 13733.2315 4222.4551
Avg Daily Profit (%) 0.3963 0.3417 0.0546 0.208 0.1973 0.1507
Buy And Hold Return (%) 718.2066 718.2066 718.2066 718.2066 718.2066 718.2066
Max Trade Drawdown -104922 -101176 -31436 -1925861 -1868136 -1558979
Profit Factor 2.7951 3.4206 1.6859 2.8435 3.3266 2.1005
Total Trades 127 63 64 127 63 64
Winning Trades 70 31 39 70 31 39
Losing Trades 57 32 25 57 32 25
Profitability (%) 55.1181 49.2063 60.9375 55.1181 49.2063 60.9375
Ratio Avg Win / Avg Loss 2.276 3.5309 1.0807 2.3154 3.4339 1.3464
Largest Winning Trade 311545 311545 57896 5092760 5092760 1982977
Largest Losing Trade -34300 -34300 -26293 -1558979 -1368215 -1558979
Avg Bars in Trades 37 47 26 37 47 26
Avg Bars in Winners 43 58 31 43 58 31
Avg Bars in Losers 29 36 19 29 36 19
Bars Traded 4715 2997 1718 4715 2997 1718
Profit Streak 67.8021 73.3021 67.8021 67.8021 73.3021 67.8021
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30579 -237380 -420627 558158 -132055 -127173

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1545566400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757963702387,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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": [
        [
            991023.6136074741,
            854497.1230777642,
            136526.4905297105,
            17955686.607181817,
            13733231.47472809,
            4222455.1324537285
        ],
        [
            991.023614,
            854.497123,
            136.526491,
            17955.686607,
            13733.231475,
            4222.455132
        ],
        [
            0.39633,
            0.341731,
            0.0546,
            0.208016,
            0.197341,
            0.15074
        ],
        [
            718.206596,
            718.206596,
            718.206596,
            718.206596,
            718.206596,
            718.206596
        ],
        [
            -104922,
            -101176,
            -31436,
            -1925861,
            -1868136,
            -1558979
        ],
        [
            2.795104,
            3.420581,
            1.685866,
            2.84353,
            3.326557,
            2.10045
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            70,
            31,
            39,
            70,
            31,
            39
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            55.11811,
            49.206349,
            60.9375,
            55.11811,
            49.206349,
            60.9375
        ],
        [
            2.276013,
            3.530922,
            1.080684,
            2.315446,
            3.433866,
            1.346442
        ],
        [
            311545,
            311545,
            57896,
            5092760,
            5092760,
            1982977
        ],
        [
            -34300,
            -34300,
            -26293,
            -1558979,
            -1368215,
            -1558979
        ],
        [
            37,
            47,
            26,
            37,
            47,
            26
        ],
        [
            43,
            58,
            31,
            43,
            58,
            31
        ],
        [
            29,
            36,
            19,
            29,
            36,
            19
        ],
        [
            4715,
            2997,
            1718,
            4715,
            2997,
            1718
        ],
        [
            67.802111,
            73.302111,
            67.802111,
            67.802111,
            73.302111,
            67.802111
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30579,
            -237380,
            -420627,
            558158,
            -132055,
            -127173
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1545566400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757963702387,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 85,
            "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)