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Trade: XRP/USDT/720/SINWMA/KCB/7219

Strategy
XRP/USDT/720/SINWMA/KCB/7219
Pair
XRP_USDT
Interval
12h
Score
499093
Daily Profit
0.207743
Profit Factor
2.921813
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-28 13:56
Expiration Time
2025-12-12 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1003940.7101 856042.6294 147898.0807 14809629.7133 17832871.3093 -3023241.596
Total P&L (%) 1003.9407 856.0426 147.8981 14809.6297 17832.8713 -3023.2416
Avg Daily Profit (%) 0.4015 0.3423 0.0591 0.2003 0.2077 0
Buy And Hold Return (%) 691.5345 691.5345 691.5345 691.5345 691.5345 691.5345
Max Trade Drawdown -89130 -39621 -70295 -6595697 -3222821 -8267337
Profit Factor 3.4699 5.9401 1.6342 1.6762 2.9218 0.7605
Total Trades 74 37 37 74 37 37
Winning Trades 41 19 22 41 19 22
Losing Trades 33 18 15 33 18 15
Profitability (%) 55.4054 51.3514 59.4595 55.4054 51.3514 59.4595
Ratio Avg Win / Avg Loss 2.7928 5.6275 1.1143 1.3492 2.768 0.5185
Largest Winning Trade 423085 423085 49920 12087257 12087257 1859018
Largest Losing Trade -70295 -19753 -70295 -6109434 -2672545 -6109434
Avg Bars in Trades 66 68 63 66 68 63
Avg Bars in Winners 78 82 75 78 82 75
Avg Bars in Losers 50 54 45 50 54 45
Bars Traded 4899 2550 2349 4899 2550 2349
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76633 -73848 -276506 -57694 499093 -579546
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056991638,
    "expiration_time": 1765498896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 87,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            1003940.7100525526,
            856042.6293530075,
            147898.0806995447,
            14809629.713312851,
            17832871.309276085,
            -3023241.595963232
        ],
        [
            1003.94071,
            856.042629,
            147.898081,
            14809.629713,
            17832.871309,
            -3023.241596
        ],
        [
            0.401496,
            0.342349,
            0.059147,
            0.200344,
            0.207743,
            0
        ],
        [
            691.534451,
            691.534451,
            691.534451,
            691.534451,
            691.534451,
            691.534451
        ],
        [
            -89130,
            -39621,
            -70295,
            -6595697,
            -3222821,
            -8267337
        ],
        [
            3.469885,
            5.940124,
            1.634241,
            1.676242,
            2.921813,
            0.760454
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            55.405405,
            51.351351,
            59.459459,
            55.405405,
            51.351351,
            59.459459
        ],
        [
            2.792834,
            5.627486,
            1.114255,
            1.349171,
            2.768034,
            0.518491
        ],
        [
            423085,
            423085,
            49920,
            12087257,
            12087257,
            1859018
        ],
        [
            -70295,
            -19753,
            -70295,
            -6109434,
            -2672545,
            -6109434
        ],
        [
            66,
            68,
            63,
            66,
            68,
            63
        ],
        [
            78,
            82,
            75,
            78,
            82,
            75
        ],
        [
            50,
            54,
            45,
            50,
            54,
            45
        ],
        [
            4899,
            2550,
            2349,
            4899,
            2550,
            2349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
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        ],
        [
            0.8,
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        ],
        [
            -76633,
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            -276506,
            -57694,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1759017600000,
    "evaluation_time": 1759056991638,
    "expiration_time": 1765498896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 87,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)