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Trade: XRP/USDT/720/SWMA/ALMA/9952

Strategy
XRP/USDT/720/SWMA/ALMA/9952
Pair
XRP_USDT
Interval
12h
Score
312814
Daily Profit
0.211054
Profit Factor
1.238051
Profitability
69.444444
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 12:07
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 790682.7796 666565.289 124117.4906 -195016742.3175 19377531.4161 -214394273.7336
Total P&L (%) 790.6828 666.5653 124.1175 -195016.7423 19377.5314 -214394.2737
Avg Daily Profit (%) 0.3162 0.2666 0.0496 0 0.2111 0
Buy And Hold Return (%) 766.1655 766.1655 766.1655 766.1655 766.1655 766.1655
Max Trade Drawdown -196370 -43437 -193884 -295236068 -65910544 -236861267
Profit Factor 3.1338 7.3506 1.4673 0.4086 1.2381 0.1367
Total Trades 73 36 37 73 36 37
Winning Trades 53 26 27 49 25 24
Losing Trades 20 10 10 24 11 13
Profitability (%) 72.6027 72.2222 72.973 67.1233 69.4444 64.8649
Ratio Avg Win / Avg Loss 1.1826 2.8271 0.5435 0.2001 0.5447 0.074
Largest Winning Trade 116133 116133 38698 53903882 53903882 11263582
Largest Losing Trade -191736 -43437 -191736 -192348555 -56125444 -192348555
Avg Bars in Trades 66 68 64 66 68 64
Avg Bars in Winners 65 66 65 62 61 64
Avg Bars in Losers 67 73 60 73 84 63
Bars Traded 4835 2461 2375 4835 2461 2375
Profit Streak 227.8805 227.8805 235.8805 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -213579 -144790 -288623 -654558 312814 -578845

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408878414,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 101,
            "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": [
        [
            790682.7795703199,
            666565.2890112271,
            124117.490559093,
            -195016742.31751478,
            19377531.416071057,
            -214394273.7335858
        ],
        [
            790.68278,
            666.565289,
            124.117491,
            -195016.742318,
            19377.531416,
            -214394.273734
        ],
        [
            0.31621,
            0.266573,
            0.049637,
            0,
            0.211054,
            0
        ],
        [
            766.165457,
            766.165457,
            766.165457,
            766.165457,
            766.165457,
            766.165457
        ],
        [
            -196370,
            -43437,
            -193884,
            -295236068,
            -65910544,
            -236861267
        ],
        [
            3.133842,
            7.350567,
            1.46734,
            0.40857,
            1.238051,
            0.13668
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            53,
            26,
            27,
            49,
            25,
            24
        ],
        [
            20,
            10,
            10,
            24,
            11,
            13
        ],
        [
            72.60274,
            72.222222,
            72.972973,
            67.123288,
            69.444444,
            64.864865
        ],
        [
            1.182582,
            2.827141,
            0.543459,
            0.200116,
            0.544742,
            0.074035
        ],
        [
            116133,
            116133,
            38698,
            53903882,
            53903882,
            11263582
        ],
        [
            -191736,
            -43437,
            -191736,
            -192348555,
            -56125444,
            -192348555
        ],
        [
            66,
            68,
            64,
            66,
            68,
            64
        ],
        [
            65,
            66,
            65,
            62,
            61,
            64
        ],
        [
            67,
            73,
            60,
            73,
            84,
            63
        ],
        [
            4835,
            2461,
            2375,
            4835,
            2461,
            2375
        ],
        [
            227.880537,
            227.880537,
            235.880537,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -213579,
            -144790,
            -288623,
            -654558,
            312814,
            -578845
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408878414,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 101,
            "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)