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Trade: XRP/USDT/720/SINWMA/MIDPRICE/9460

Strategy
XRP/USDT/720/SINWMA/MIDPRICE/9460
Pair
XRP_USDT
Interval
12h
Score
407031
Daily Profit
0.172391
Profit Factor
1.779229
Profitability
55.000000
Streak
121.744234
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 20:51
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 917266.19 838813.1908 78452.9992 2837231.0727 7321279.0694 -4484047.9967
Total P&L (%) 917.2662 838.8132 78.453 2837.2311 7321.2791 -4484.048
Avg Daily Profit (%) 0.3668 0.3355 0.0314 0.1353 0.1724 0
Buy And Hold Return (%) 759.3518 759.3518 759.3518 759.3518 759.3518 759.3518
Max Trade Drawdown -157895 -56004 -162500 -11798646 -2264777 -12198878
Profit Factor 2.9088 4.4945 1.3262 1.1205 1.7792 0.6833
Total Trades 81 40 41 81 40 41
Winning Trades 45 22 23 45 22 23
Losing Trades 36 18 18 36 18 18
Profitability (%) 55.5556 55 56.0976 55.5556 55 56.0976
Ratio Avg Win / Avg Loss 2.327 3.6773 1.0379 0.8964 1.4557 0.5348
Largest Winning Trade 362021 362021 44215 4560100 4560100 1474507
Largest Losing Trade -65031 -37996 -65031 -8605939 -1857671 -8605939
Avg Bars in Trades 56 70 42 56 70 42
Avg Bars in Winners 70 85 56 70 85 56
Avg Bars in Losers 38 52 23 38 52 23
Bars Traded 4557 2832 1725 4557 2832 1725
Profit Streak 121.7442 121.7442 122.2442 121.7442 121.7442 122.2442
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100267 -115360 -314722 -118391 407031 -578993

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757613101858,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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": [
        [
            917266.1899838429,
            838813.1908033666,
            78452.9991804761,
            2837231.0726989247,
            7321279.069421034,
            -4484047.99672211
        ],
        [
            917.26619,
            838.813191,
            78.452999,
            2837.231073,
            7321.279069,
            -4484.047997
        ],
        [
            0.366833,
            0.335458,
            0.031375,
            0.135266,
            0.172391,
            0
        ],
        [
            759.35182,
            759.35182,
            759.35182,
            759.35182,
            759.35182,
            759.35182
        ],
        [
            -157895,
            -56004,
            -162500,
            -11798646,
            -2264777,
            -12198878
        ],
        [
            2.908805,
            4.494472,
            1.326202,
            1.120454,
            1.779229,
            0.683306
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            55.555556,
            55,
            56.097561,
            55.555556,
            55,
            56.097561
        ],
        [
            2.327044,
            3.677295,
            1.037897,
            0.896363,
            1.455733,
            0.534761
        ],
        [
            362021,
            362021,
            44215,
            4560100,
            4560100,
            1474507
        ],
        [
            -65031,
            -37996,
            -65031,
            -8605939,
            -1857671,
            -8605939
        ],
        [
            56,
            70,
            42,
            56,
            70,
            42
        ],
        [
            70,
            85,
            56,
            70,
            85,
            56
        ],
        [
            38,
            52,
            23,
            38,
            52,
            23
        ],
        [
            4557,
            2832,
            1725,
            4557,
            2832,
            1725
        ],
        [
            121.744234,
            121.744234,
            122.244234,
            121.744234,
            121.744234,
            122.244234
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100267,
            -115360,
            -314722,
            -118391,
            407031,
            -578993
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757613101858,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "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)