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Trade: XRP/USDT/720/SINWMA/PWMA/6930

Strategy
XRP/USDT/720/SINWMA/PWMA/6930
Pair
XRP_USDT
Interval
12h
Score
719838
Daily Profit
0.158841
Profit Factor
6.992066
Profitability
73.333333
Streak
454.410043
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 12:50
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548917.1534 491085.8106 57831.3428 594678.2274 5191371.921 -4596693.6936
Total P&L (%) 548.9172 491.0858 57.8313 594.6782 5191.3719 -4596.6937
Avg Daily Profit (%) 0.2195 0.1964 0.0231 0.0775 0.1588 0
Buy And Hold Return (%) 848.4888 848.4888 848.4888 848.4888 848.4888 848.4888
Max Trade Drawdown -92912 -76605 -92912 -5187448 -654086 -5187448
Profit Factor 2.6294 5.9566 1.2432 1.0772 6.9921 0.3277
Total Trades 61 30 31 61 30 31
Winning Trades 44 22 22 44 22 22
Losing Trades 17 8 9 17 8 9
Profitability (%) 72.1311 73.3333 70.9677 72.1311 73.3333 70.9677
Ratio Avg Win / Avg Loss 1.0159 2.166 0.5086 0.4162 2.5426 0.1341
Largest Winning Trade 108316 108316 33509 2903019 2903019 425175
Largest Losing Trade -92912 -39731 -92912 -5187448 -348053 -5187448
Avg Bars in Trades 77 78 76 77 78 76
Avg Bars in Winners 71 72 70 71 72 70
Avg Bars in Losers 92 93 91 92 93 91
Bars Traded 4732 2352 2380 4732 2352 2380
Profit Streak 193.91 454.41 193.91 193.91 454.41 193.91
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -315414 -145322 -326023 -553796 719838 -577125

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757497827756,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "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": [
        [
            548917.153399069,
            491085.8105767318,
            57831.3428223371,
            594678.2274283551,
            5191371.921036075,
            -4596693.69360772
        ],
        [
            548.917153,
            491.085811,
            57.831343,
            594.678227,
            5191.371921,
            -4596.693694
        ],
        [
            0.219523,
            0.196395,
            0.023128,
            0.077546,
            0.158841,
            0
        ],
        [
            848.488814,
            848.488814,
            848.488814,
            848.488814,
            848.488814,
            848.488814
        ],
        [
            -92912,
            -76605,
            -92912,
            -5187448,
            -654086,
            -5187448
        ],
        [
            2.629411,
            5.956594,
            1.24319,
            1.077196,
            6.992066,
            0.327686
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            72.131148,
            73.333333,
            70.967742,
            72.131148,
            73.333333,
            70.967742
        ],
        [
            1.015909,
            2.166034,
            0.508578,
            0.416189,
            2.542569,
            0.134053
        ],
        [
            108316,
            108316,
            33509,
            2903019,
            2903019,
            425175
        ],
        [
            -92912,
            -39731,
            -92912,
            -5187448,
            -348053,
            -5187448
        ],
        [
            77,
            78,
            76,
            77,
            78,
            76
        ],
        [
            71,
            72,
            70,
            71,
            72,
            70
        ],
        [
            92,
            93,
            91,
            92,
            93,
            91
        ],
        [
            4732,
            2352,
            2380,
            4732,
            2352,
            2380
        ],
        [
            193.910043,
            454.410043,
            193.910043,
            193.910043,
            454.410043,
            193.910043
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -315414,
            -145322,
            -326023,
            -553796,
            719838,
            -577125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757497827756,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "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)