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Trade: XRP/USDT/720/SINWMA/VWMA/1335

Strategy
XRP/USDT/720/SINWMA/VWMA/1335
Pair
XRP_USDT
Interval
12h
Score
559138
Daily Profit
0.214435
Profit Factor
2.492087
Profitability
60.824742
Streak
94.674882
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 19:11
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 976071.2812 827056.9099 149014.3713 21092128.9566 18046303.0317 3045825.9249
Total P&L (%) 976.0713 827.0569 149.0144 21092.129 18046.303 3045.8259
Avg Daily Profit (%) 0.3904 0.3308 0.0596 0.2144 0.2082 0.138
Buy And Hold Return (%) 747.7758 747.7758 747.7758 747.7758 747.7758 747.7758
Max Trade Drawdown -83450 -77942 -26152 -5761976 -5209710 -1174418
Profit Factor 3.2317 3.839 2.0203 2.4921 2.7211 1.8343
Total Trades 97 48 49 97 48 49
Winning Trades 59 28 31 59 28 31
Losing Trades 38 20 18 38 20 18
Profitability (%) 60.8247 58.3333 63.2653 60.8247 58.3333 63.2653
Ratio Avg Win / Avg Loss 2.0814 2.7422 1.1731 1.6051 1.9437 1.0651
Largest Winning Trade 304021 304021 50784 10145187 10145187 2608687
Largest Losing Trade -41480 -41480 -23969 -5209710 -5209710 -762864
Avg Bars in Trades 49 63 35 49 63 35
Avg Bars in Winners 53 70 38 53 70 38
Avg Bars in Losers 43 54 32 43 54 32
Bars Traded 4831 3070 1761 4831 3070 1761
Profit Streak 94.6749 157.1749 94.6749 94.6749 157.1749 94.6749
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52333 -114560 -274022 559138 555601 -5783

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": 1545393600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757607109847,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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": [
        [
            976071.2812188475,
            827056.9099127539,
            149014.3713060937,
            21092128.9565594,
            18046303.031696953,
            3045825.9248624453
        ],
        [
            976.071281,
            827.05691,
            149.014371,
            21092.128957,
            18046.303032,
            3045.825925
        ],
        [
            0.39035,
            0.330757,
            0.059594,
            0.214435,
            0.208217,
            0.138014
        ],
        [
            747.775771,
            747.775771,
            747.775771,
            747.775771,
            747.775771,
            747.775771
        ],
        [
            -83450,
            -77942,
            -26152,
            -5761976,
            -5209710,
            -1174418
        ],
        [
            3.23167,
            3.839024,
            2.02026,
            2.492087,
            2.721115,
            1.834301
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            60.824742,
            58.333333,
            63.265306,
            60.824742,
            58.333333,
            63.265306
        ],
        [
            2.081414,
            2.74216,
            1.173054,
            1.605073,
            1.943654,
            1.065078
        ],
        [
            304021,
            304021,
            50784,
            10145187,
            10145187,
            2608687
        ],
        [
            -41480,
            -41480,
            -23969,
            -5209710,
            -5209710,
            -762864
        ],
        [
            49,
            63,
            35,
            49,
            63,
            35
        ],
        [
            53,
            70,
            38,
            53,
            70,
            38
        ],
        [
            43,
            54,
            32,
            43,
            54,
            32
        ],
        [
            4831,
            3070,
            1761,
            4831,
            3070,
            1761
        ],
        [
            94.674882,
            157.174882,
            94.674882,
            94.674882,
            157.174882,
            94.674882
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52333,
            -114560,
            -274022,
            559138,
            555601,
            -5783
        ]
    ]
}
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": 1545393600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757607109847,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "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)