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Trade: XRP/USDT/720/SINWMA/MIDPOINT/6599

Strategy
XRP/USDT/720/SINWMA/MIDPOINT/6599
Pair
XRP_USDT
Interval
12h
Score
642680
Daily Profit
0.232135
Profit Factor
4.640843
Profitability
60.416667
Streak
135.275669
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 09:36
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 949196.1152 795899.1309 153296.9843 18754829.0091 32857616.735 -14102787.7259
Total P&L (%) 949.1961 795.8991 153.297 18754.829 32857.6167 -14102.7877
Avg Daily Profit (%) 0.3796 0.3183 0.0613 0.2098 0.2321 0
Buy And Hold Return (%) 806.8268 806.8268 806.8268 806.8268 806.8268 806.8268
Max Trade Drawdown -89942 -77063 -92444 -22538728 -4882728 -23719666
Profit Factor 3.1307 4.5383 1.6951 1.4947 4.6408 0.5118
Total Trades 97 48 49 97 48 49
Winning Trades 58 29 29 58 29 29
Losing Trades 39 19 20 39 19 20
Profitability (%) 59.7938 60.4167 59.1837 59.7938 60.4167 59.1837
Ratio Avg Win / Avg Loss 2.1051 2.9734 1.169 1.0051 3.0406 0.353
Largest Winning Trade 187599 187599 66034 19925360 19925360 2526053
Largest Losing Trade -60423 -51851 -60423 -19019281 -2160262 -19019281
Avg Bars in Trades 49 60 39 49 60 39
Avg Bars in Winners 56 55 56 56 55 56
Avg Bars in Losers 40 66 16 40 66 16
Bars Traded 4844 2891 1952 4844 2891 1952
Profit Streak 135.2757 135.2757 241.2757 135.2757 135.2757 241.2757
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92446 -147264 -272100 441860 642680 -578137

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757831817788,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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": [
        [
            949196.1151858286,
            795899.1309220177,
            153296.9842638112,
            18754829.00907375,
            32857616.734965965,
            -14102787.725892216
        ],
        [
            949.196115,
            795.899131,
            153.296984,
            18754.829009,
            32857.616735,
            -14102.787726
        ],
        [
            0.379603,
            0.318296,
            0.061307,
            0.209752,
            0.232135,
            0
        ],
        [
            806.826839,
            806.826839,
            806.826839,
            806.826839,
            806.826839,
            806.826839
        ],
        [
            -89942,
            -77063,
            -92444,
            -22538728,
            -4882728,
            -23719666
        ],
        [
            3.130722,
            4.538294,
            1.695091,
            1.49471,
            4.640843,
            0.511778
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            59.793814,
            60.416667,
            59.183673,
            59.793814,
            60.416667,
            59.183673
        ],
        [
            2.105141,
            2.973365,
            1.169029,
            1.005064,
            3.040553,
            0.352951
        ],
        [
            187599,
            187599,
            66034,
            19925360,
            19925360,
            2526053
        ],
        [
            -60423,
            -51851,
            -60423,
            -19019281,
            -2160262,
            -19019281
        ],
        [
            49,
            60,
            39,
            49,
            60,
            39
        ],
        [
            56,
            55,
            56,
            56,
            55,
            56
        ],
        [
            40,
            66,
            16,
            40,
            66,
            16
        ],
        [
            4844,
            2891,
            1952,
            4844,
            2891,
            1952
        ],
        [
            135.275669,
            135.275669,
            241.275669,
            135.275669,
            135.275669,
            241.275669
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92446,
            -147264,
            -272100,
            441860,
            642680,
            -578137
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757831817788,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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)