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Trade: XRP/USDT/720/SINWMA/KCU/8815

Strategy
XRP/USDT/720/SINWMA/KCU/8815
Pair
XRP_USDT
Interval
12h
Score
309984
Daily Profit
0.146778
Profit Factor
2.851140
Profitability
48.387097
Streak
127.074938
Best Strategy
Training Data Length
2508.500000
Evaluation Time
2025-10-12 04:47
Expiration Time
2025-12-25 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 683798.1081 622451.6605 61346.4476 3402854.8738 3861538.5028 -458683.629
Total P&L (%) 683.7981 622.4517 61.3464 3402.8549 3861.5385 -458.6836
Avg Daily Profit (%) 0.2726 0.2481 0.0245 0.1419 0.1468 0
Buy And Hold Return (%) 557.1492 557.1492 557.1492 557.1492 557.1492 557.1492
Max Trade Drawdown -54865 -65246 -43677 -1341936 -746967 -1028738
Profit Factor 3.3558 4.4625 1.5552 1.9824 2.8511 0.6671
Total Trades 63 31 32 63 31 32
Winning Trades 30 15 15 30 15 15
Losing Trades 33 16 17 33 16 17
Profitability (%) 47.619 48.3871 46.875 47.619 48.3871 46.875
Ratio Avg Win / Avg Loss 3.6914 4.76 1.7626 2.1806 3.0412 0.7561
Largest Winning Trade 352818 352818 45330 3373547 3373547 327663
Largest Losing Trade -30083 -30083 -12997 -606855 -606855 -274016
Avg Bars in Trades 76 123 31 76 123 31
Avg Bars in Winners 104 162 47 104 162 47
Avg Bars in Losers 51 88 17 51 88 17
Bars Traded 4847 3842 1005 4847 3842 1005
Profit Streak 0 127.0749 0 0 127.0749 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -231908 -113563 -324470 -151990 309984 -582025
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5017,
    "evaluation_days": 2508.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233674623,
    "expiration_time": 1766686032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            683798.10807763,
            622451.6605078144,
            61346.4475698157,
            3402854.873822192,
            3861538.5028017457,
            -458683.628979553
        ],
        [
            683.798108,
            622.451661,
            61.346448,
            3402.854874,
            3861.538503,
            -458.683629
        ],
        [
            0.272592,
            0.248137,
            0.024455,
            0.141865,
            0.146778,
            0
        ],
        [
            557.149151,
            557.149151,
            557.149151,
            557.149151,
            557.149151,
            557.149151
        ],
        [
            -54865,
            -65246,
            -43677,
            -1341936,
            -746967,
            -1028738
        ],
        [
            3.355773,
            4.462493,
            1.555197,
            1.982359,
            2.85114,
            0.667121
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            47.619048,
            48.387097,
            46.875,
            47.619048,
            48.387097,
            46.875
        ],
        [
            3.691351,
            4.759993,
            1.762556,
            2.180595,
            3.041216,
            0.75607
        ],
        [
            352818,
            352818,
            45330,
            3373547,
            3373547,
            327663
        ],
        [
            -30083,
            -30083,
            -12997,
            -606855,
            -606855,
            -274016
        ],
        [
            76,
            123,
            31,
            76,
            123,
            31
        ],
        [
            104,
            162,
            47,
            104,
            162,
            47
        ],
        [
            51,
            88,
            17,
            51,
            88,
            17
        ],
        [
            4847,
            3842,
            1005,
            4847,
            3842,
            1005
        ],
        [
            0,
            127.074938,
            0,
            0,
            127.074938,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -231908,
            -113563,
            -324470,
            -151990,
            309984,
            -582025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5017,
    "evaluation_days": 2508.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760233674623,
    "expiration_time": 1766686032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)