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Trade: XRP/USDT/720/SINWMA/DEMA/9281

Strategy
XRP/USDT/720/SINWMA/DEMA/9281
Pair
XRP_USDT
Interval
12h
Score
580039
Daily Profit
0.242716
Profit Factor
3.184169
Profitability
58.620690
Streak
106.528155
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 03:40
Expiration Time
2025-11-30 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1000477.0356 831307.4341 169169.6015 22308978.3432 42864655.4578 -20555677.1146
Total P&L (%) 1000.477 831.3074 169.1696 22308.9783 42864.6555 -20555.6771
Avg Daily Profit (%) 0.4 0.3324 0.0676 0.2166 0.2427 0
Buy And Hold Return (%) 787.9236 787.9236 787.9236 787.9236 787.9236 787.9236
Max Trade Drawdown -75588 -63977 -89079 -35232205 -8921032 -37666235
Profit Factor 3.9683 6.1526 1.9628 1.3519 3.1842 0.5303
Total Trades 59 29 30 59 29 30
Winning Trades 35 17 18 35 17 18
Losing Trades 24 12 12 24 12 12
Profitability (%) 59.322 58.6207 60 59.322 58.6207 60
Ratio Avg Win / Avg Loss 2.7211 4.343 1.3085 0.927 2.2476 0.3535
Largest Winning Trade 220081 220081 63072 29052168 29052168 4165157
Largest Losing Trade -75588 -29897 -75588 -35232205 -4541929 -35232205
Avg Bars in Trades 79 81 76 79 81 76
Avg Bars in Winners 77 78 75 77 78 75
Avg Bars in Losers 81 85 78 81 85 78
Bars Traded 4663 2361 2302 4663 2361 2302
Profit Streak 105.0282 106.5282 105.0282 105.0282 106.5282 105.0282
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -242398 -129326 -263968 -170418 580039 -578968

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983232592,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 210,
            "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": [
        [
            1000477.0355562731,
            831307.4340796733,
            169169.6014765995,
            22308978.34317023,
            42864655.457784556,
            -20555677.114614338
        ],
        [
            1000.477036,
            831.307434,
            169.169601,
            22308.978343,
            42864.655458,
            -20555.677115
        ],
        [
            0.400031,
            0.33239,
            0.067641,
            0.21663,
            0.242716,
            0
        ],
        [
            787.923596,
            787.923596,
            787.923596,
            787.923596,
            787.923596,
            787.923596
        ],
        [
            -75588,
            -63977,
            -89079,
            -35232205,
            -8921032,
            -37666235
        ],
        [
            3.968332,
            6.152598,
            1.962762,
            1.351945,
            3.184169,
            0.53029
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            59.322034,
            58.62069,
            60,
            59.322034,
            58.62069,
            60
        ],
        [
            2.721142,
            4.343011,
            1.308508,
            0.927048,
            2.247649,
            0.353527
        ],
        [
            220081,
            220081,
            63072,
            29052168,
            29052168,
            4165157
        ],
        [
            -75588,
            -29897,
            -75588,
            -35232205,
            -4541929,
            -35232205
        ],
        [
            79,
            81,
            76,
            79,
            81,
            76
        ],
        [
            77,
            78,
            75,
            77,
            78,
            75
        ],
        [
            81,
            85,
            78,
            81,
            85,
            78
        ],
        [
            4663,
            2361,
            2302,
            4663,
            2361,
            2302
        ],
        [
            105.028155,
            106.528155,
            105.028155,
            105.028155,
            106.528155,
            105.028155
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -242398,
            -129326,
            -263968,
            -170418,
            580039,
            -578968
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757983232592,
    "expiration_time": 1764463392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 210,
            "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)