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Trade: XRP/USDT/720/SINWMA/MIDPRICE/1380

Strategy
XRP/USDT/720/SINWMA/MIDPRICE/1380
Pair
XRP_USDT
Interval
12h
Score
613873
Daily Profit
0.158767
Profit Factor
3.558742
Profitability
65.517241
Streak
174.953905
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 13:53
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810419.5141 735144.3345 75275.1797 3296949.5006 5181599.6584 -1884650.1578
Total P&L (%) 810.4195 735.1443 75.2752 3296.9495 5181.5997 -1884.6502
Avg Daily Profit (%) 0.3241 0.294 0.0301 0.1411 0.1588 0
Buy And Hold Return (%) 867.198 867.198 867.198 867.198 867.198 867.198
Max Trade Drawdown -81331 -51180 -72864 -1824795 -1287467 -2445583
Profit Factor 3.1329 5.9835 1.3238 1.5094 3.5587 0.5763
Total Trades 58 29 29 58 29 29
Winning Trades 36 19 17 36 19 17
Losing Trades 22 10 12 22 10 12
Profitability (%) 62.069 65.5172 58.6207 62.069 65.5172 58.6207
Ratio Avg Win / Avg Loss 1.9146 3.1492 0.9345 0.9224 1.873 0.4068
Largest Winning Trade 307526 307526 64792 2682522 2682522 472197
Largest Losing Trade -67495 -51180 -67495 -1691781 -1287467 -1691781
Avg Bars in Trades 77 97 57 77 97 57
Avg Bars in Winners 90 108 70 90 108 70
Avg Bars in Losers 56 76 39 56 76 39
Bars Traded 4489 2816 1673 4489 2816 1673
Profit Streak 69.9539 174.9539 0 69.9539 174.9539 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -328069 -145108 -318820 -184348 613873 -579715

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758279217416,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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": [
        [
            810419.5141320679,
            735144.3344573868,
            75275.1796746811,
            3296949.500608954,
            5181599.658395095,
            -1884650.1577861425
        ],
        [
            810.419514,
            735.144334,
            75.27518,
            3296.949501,
            5181.599658,
            -1884.650158
        ],
        [
            0.324103,
            0.293999,
            0.030104,
            0.14109,
            0.158767,
            0
        ],
        [
            867.19796,
            867.19796,
            867.19796,
            867.19796,
            867.19796,
            867.19796
        ],
        [
            -81331,
            -51180,
            -72864,
            -1824795,
            -1287467,
            -2445583
        ],
        [
            3.132929,
            5.983462,
            1.323849,
            1.509361,
            3.558742,
            0.57626
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            62.068966,
            65.517241,
            58.62069,
            62.068966,
            65.517241,
            58.62069
        ],
        [
            1.914568,
            3.149191,
            0.934481,
            0.922387,
            1.873022,
            0.406772
        ],
        [
            307526,
            307526,
            64792,
            2682522,
            2682522,
            472197
        ],
        [
            -67495,
            -51180,
            -67495,
            -1691781,
            -1287467,
            -1691781
        ],
        [
            77,
            97,
            57,
            77,
            97,
            57
        ],
        [
            90,
            108,
            70,
            90,
            108,
            70
        ],
        [
            56,
            76,
            39,
            56,
            76,
            39
        ],
        [
            4489,
            2816,
            1673,
            4489,
            2816,
            1673
        ],
        [
            69.953905,
            174.953905,
            0,
            69.953905,
            174.953905,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328069,
            -145108,
            -318820,
            -184348,
            613873,
            -579715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758279217416,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 249,
            "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)