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Trade: XRP/USDT/720/SINWMA/VWMA/2011

Strategy
XRP/USDT/720/SINWMA/VWMA/2011
Pair
XRP_USDT
Interval
12h
Score
650132
Daily Profit
0.242766
Profit Factor
3.497387
Profitability
68.965517
Streak
111.536304
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 03:52
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1004627.3759 816651.7223 187975.6535 34802341.5668 42866576.812 -8064235.2452
Total P&L (%) 1004.6274 816.6517 187.9757 34802.3416 42866.5768 -8064.2352
Avg Daily Profit (%) 0.4018 0.3266 0.0752 0.2344 0.2428 0
Buy And Hold Return (%) 785.0727 785.0727 785.0727 785.0727 785.0727 785.0727
Max Trade Drawdown -87130 -58931 -67829 -19020387 -7920255 -24189973
Profit Factor 4.8072 6.9608 2.4816 1.7818 3.4974 0.7052
Total Trades 58 29 29 58 29 29
Winning Trades 40 20 20 40 20 20
Losing Trades 18 9 9 18 9 9
Profitability (%) 68.9655 68.9655 68.9655 68.9655 68.9655 68.9655
Ratio Avg Win / Avg Loss 2.1633 3.1324 1.1167 0.8018 1.5738 0.3173
Largest Winning Trade 345321 345321 48785 29466339 29466339 3294813
Largest Losing Trade -67707 -34523 -67707 -17407837 -5736204 -17407837
Avg Bars in Trades 80 97 62 80 97 62
Avg Bars in Winners 81 94 68 81 94 68
Avg Bars in Losers 77 104 50 77 104 50
Bars Traded 4651 2829 1822 4651 2829 1822
Profit Streak 111.5363 111.5363 189.5363 111.5363 111.5363 189.5363
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -237439 -132649 -251740 -167150 650132 -577786

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547121600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757292736655,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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": [
        [
            1004627.375871496,
            816651.7223224486,
            187975.6535490474,
            34802341.56678711,
            42866576.811962925,
            -8064235.2451758105
        ],
        [
            1004.627376,
            816.651722,
            187.975654,
            34802.341567,
            42866.576812,
            -8064.235245
        ],
        [
            0.401771,
            0.326595,
            0.075175,
            0.234433,
            0.242766,
            0
        ],
        [
            785.072696,
            785.072696,
            785.072696,
            785.072696,
            785.072696,
            785.072696
        ],
        [
            -87130,
            -58931,
            -67829,
            -19020387,
            -7920255,
            -24189973
        ],
        [
            4.80724,
            6.960809,
            2.481648,
            1.78177,
            3.497387,
            0.705177
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517
        ],
        [
            2.163258,
            3.132364,
            1.116741,
            0.801797,
            1.573824,
            0.31733
        ],
        [
            345321,
            345321,
            48785,
            29466339,
            29466339,
            3294813
        ],
        [
            -67707,
            -34523,
            -67707,
            -17407837,
            -5736204,
            -17407837
        ],
        [
            80,
            97,
            62,
            80,
            97,
            62
        ],
        [
            81,
            94,
            68,
            81,
            94,
            68
        ],
        [
            77,
            104,
            50,
            77,
            104,
            50
        ],
        [
            4651,
            2829,
            1822,
            4651,
            2829,
            1822
        ],
        [
            111.536304,
            111.536304,
            189.536304,
            111.536304,
            111.536304,
            189.536304
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -237439,
            -132649,
            -251740,
            -167150,
            650132,
            -577786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547121600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757292736655,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 136,
            "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)