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Trade: XRP/USDT/720/SINWMA/VWMA/2970

Strategy
XRP/USDT/720/SINWMA/VWMA/2970
Pair
XRP_USDT
Interval
12h
Score
722056
Daily Profit
0.305245
Profit Factor
24.093897
Profitability
65.714286
Streak
117.768656
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 21:26
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1153063.1029 879032.6525 274030.4504 238209624.1722 203966577.2503 34243046.9219
Total P&L (%) 1153.0631 879.0327 274.0305 238209.6242 203966.5773 34243.0469
Avg Daily Profit (%) 0.4611 0.3515 0.1096 0.3115 0.3052 0.2338
Buy And Hold Return (%) 721.5078 721.5078 721.5078 721.5078 721.5078 721.5078
Max Trade Drawdown -45261 -54430 -33854 -45129379 -3029329 -46715259
Profit Factor 6.1378 9.3497 3.2998 5.0552 24.0939 1.6861
Total Trades 71 35 36 71 35 36
Winning Trades 47 23 24 47 23 24
Losing Trades 24 12 12 24 12 12
Profitability (%) 66.1972 65.7143 66.6667 66.1972 65.7143 66.6667
Ratio Avg Win / Avg Loss 3.1342 4.8781 1.6499 2.5814 12.5707 0.8431
Largest Winning Trade 344472 344472 42103 119067491 119067491 26050173
Largest Losing Trade -32844 -32844 -31228 -45027351 -3029329 -45027351
Avg Bars in Trades 68 84 52 68 84 52
Avg Bars in Winners 70 79 61 70 79 61
Avg Bars in Losers 63 92 34 63 92 34
Bars Traded 4828 2947 1881 4828 2947 1881
Profit Streak 117.7687 117.7687 231.7687 117.7687 117.7687 231.7687
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78318 -77400 -202641 -70722 722056 441250

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442411887,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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": [
        [
            1153063.102884222,
            879032.6524913053,
            274030.4503929167,
            238209624.17223164,
            203966577.2503383,
            34243046.921893366
        ],
        [
            1153.063103,
            879.032652,
            274.03045,
            238209.624172,
            203966.57725,
            34243.046922
        ],
        [
            0.461133,
            0.351543,
            0.10959,
            0.311468,
            0.305245,
            0.233786
        ],
        [
            721.507761,
            721.507761,
            721.507761,
            721.507761,
            721.507761,
            721.507761
        ],
        [
            -45261,
            -54430,
            -33854,
            -45129379,
            -3029329,
            -46715259
        ],
        [
            6.137754,
            9.349747,
            3.299823,
            5.055241,
            24.093897,
            1.686108
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            66.197183,
            65.714286,
            66.666667,
            66.197183,
            65.714286,
            66.666667
        ],
        [
            3.134172,
            4.878129,
            1.649911,
            2.5814,
            12.570729,
            0.843054
        ],
        [
            344472,
            344472,
            42103,
            119067491,
            119067491,
            26050173
        ],
        [
            -32844,
            -32844,
            -31228,
            -45027351,
            -3029329,
            -45027351
        ],
        [
            68,
            84,
            52,
            68,
            84,
            52
        ],
        [
            70,
            79,
            61,
            70,
            79,
            61
        ],
        [
            63,
            92,
            34,
            63,
            92,
            34
        ],
        [
            4828,
            2947,
            1881,
            4828,
            2947,
            1881
        ],
        [
            117.768656,
            117.768656,
            231.768656,
            117.768656,
            117.768656,
            231.768656
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78318,
            -77400,
            -202641,
            -70722,
            722056,
            441250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442411887,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "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)