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Trade: XRP/USDT/720/SINWMA/MIDPOINT/9333

Strategy
XRP/USDT/720/SINWMA/MIDPOINT/9333
Pair
XRP_USDT
Interval
12h
Score
391469
Daily Profit
0.149249
Profit Factor
2.671312
Profitability
47.857143
Streak
17.087741
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 17:06
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 89017.559 310493.2544 -221475.6953 4064542.7636 1274594.7152 2789948.0484
Total P&L (%) 89.0176 310.4933 -221.4757 4064.5428 1274.5947 2789.948
Avg Daily Profit (%) 0.0356 0.1242 -0.0886 0.1492 0.1049 0.1346
Buy And Hold Return (%) 919.0563 919.0563 919.0563 919.0563 919.0563 919.0563
Max Trade Drawdown -312372 -48766 -312372 -1211846 -507101 -772865
Profit Factor 1.1259 3.0627 0.6019 2.6713 2.6805 2.6672
Total Trades 140 70 70 140 70 70
Winning Trades 115 59 56 67 34 33
Losing Trades 25 11 14 73 36 37
Profitability (%) 82.1429 84.2857 80 47.8571 48.5714 47.1429
Ratio Avg Win / Avg Loss 0.2448 0.571 0.1505 2.9105 2.8381 2.9905
Largest Winning Trade 61899 61899 25998 2918868 455634 2918868
Largest Losing Trade -312372 -48766 -312372 -741537 -167791 -741537
Avg Bars in Trades 33 36 30 33 36 30
Avg Bars in Winners 17 16 18 36 42 30
Avg Bars in Losers 106 143 77 31 30 31
Bars Traded 4701 2551 2150 4701 2551 2150
Profit Streak 17.0877 132.0877 17.0877 17.0877 132.0877 17.0877
Trades During Streak 3 6 1 3 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -388551 -278372 -670499 391469 -186445 -105890

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758204380786,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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": [
        [
            89017.5590190116,
            310493.2543604135,
            -221475.6953414021,
            4064542.7636181647,
            1274594.7152027423,
            2789948.0484154234
        ],
        [
            89.017559,
            310.493254,
            -221.475695,
            4064.542764,
            1274.594715,
            2789.948048
        ],
        [
            0.0356,
            0.124172,
            -0.088573,
            0.149249,
            0.104864,
            0.134617
        ],
        [
            919.056321,
            919.056321,
            919.056321,
            919.056321,
            919.056321,
            919.056321
        ],
        [
            -312372,
            -48766,
            -312372,
            -1211846,
            -507101,
            -772865
        ],
        [
            1.125941,
            3.062743,
            0.601874,
            2.671312,
            2.680473,
            2.66716
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            115,
            59,
            56,
            67,
            34,
            33
        ],
        [
            25,
            11,
            14,
            73,
            36,
            37
        ],
        [
            82.142857,
            84.285714,
            80,
            47.857143,
            48.571429,
            47.142857
        ],
        [
            0.24477,
            0.57102,
            0.150468,
            2.910534,
            2.838148,
            2.990452
        ],
        [
            61899,
            61899,
            25998,
            2918868,
            455634,
            2918868
        ],
        [
            -312372,
            -48766,
            -312372,
            -741537,
            -167791,
            -741537
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            17,
            16,
            18,
            36,
            42,
            30
        ],
        [
            106,
            143,
            77,
            31,
            30,
            31
        ],
        [
            4701,
            2551,
            2150,
            4701,
            2551,
            2150
        ],
        [
            17.08774,
            132.08774,
            17.08774,
            17.087741,
            132.087741,
            17.087741
        ],
        [
            3,
            6,
            1,
            3,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -388551,
            -278372,
            -670499,
            391469,
            -186445,
            -105890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758204380786,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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)