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Trade: XRP/USDT/720/SWMA/BBM/4693

Strategy
XRP/USDT/720/SWMA/BBM/4693
Pair
XRP_USDT
Interval
12h
Score
467901
Daily Profit
0.163963
Profit Factor
2.075897
Profitability
52.777778
Streak
149.579050
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 16:53
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 828725.9892 776236.9741 52489.0151 3127358.5427 5913128.5241 -2785769.9814
Total P&L (%) 828.726 776.237 52.489 3127.3585 5913.1285 -2785.77
Avg Daily Profit (%) 0.3314 0.3104 0.021 0.139 0.164 0
Buy And Hold Return (%) 759.3476 759.3476 759.3476 759.3476 759.3476 759.3476
Max Trade Drawdown -136320 -79415 -95336 -5897819 -3438630 -5326452
Profit Factor 2.6361 4.7764 1.1744 1.244 2.0759 0.6195
Total Trades 73 36 37 73 36 37
Winning Trades 38 19 19 38 19 19
Losing Trades 35 17 18 35 17 18
Profitability (%) 52.0548 52.7778 51.3514 52.0548 52.7778 51.3514
Ratio Avg Win / Avg Loss 2.4279 4.2736 1.1126 1.1458 1.8574 0.5869
Largest Winning Trade 308152 308152 57862 4663896 4663896 1303746
Largest Losing Trade -48341 -36279 -48341 -2673240 -2481374 -2673240
Avg Bars in Trades 66 71 61 66 71 61
Avg Bars in Winners 79 86 72 79 86 72
Avg Bars in Losers 51 53 50 51 53 50
Bars Traded 4850 2566 2284 4850 2566 2284
Profit Streak 139.079 149.579 139.079 139.0791 149.5791 139.0791
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -197792 -140924 -358153 -84007 467901 -579636

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547035200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757771629885,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 3.14898
        }
    }
}
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": [
        [
            828725.9892220866,
            776236.9740862848,
            52489.0151358021,
            3127358.5426583258,
            5913128.524074362,
            -2785769.9814160336
        ],
        [
            828.725989,
            776.236974,
            52.489015,
            3127.358543,
            5913.128524,
            -2785.769981
        ],
        [
            0.331424,
            0.310433,
            0.020991,
            0.139039,
            0.163963,
            0
        ],
        [
            759.347588,
            759.347588,
            759.347588,
            759.347588,
            759.347588,
            759.347588
        ],
        [
            -136320,
            -79415,
            -95336,
            -5897819,
            -3438630,
            -5326452
        ],
        [
            2.636056,
            4.776361,
            1.174389,
            1.243981,
            2.075897,
            0.619537
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            52.054795,
            52.777778,
            51.351351,
            52.054795,
            52.777778,
            51.351351
        ],
        [
            2.427946,
            4.273586,
            1.112579,
            1.145772,
            1.857382,
            0.58693
        ],
        [
            308152,
            308152,
            57862,
            4663896,
            4663896,
            1303746
        ],
        [
            -48341,
            -36279,
            -48341,
            -2673240,
            -2481374,
            -2673240
        ],
        [
            66,
            71,
            61,
            66,
            71,
            61
        ],
        [
            79,
            86,
            72,
            79,
            86,
            72
        ],
        [
            51,
            53,
            50,
            51,
            53,
            50
        ],
        [
            4850,
            2566,
            2284,
            4850,
            2566,
            2284
        ],
        [
            139.079049,
            149.579049,
            139.079049,
            139.07905,
            149.57905,
            139.07905
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -197792,
            -140924,
            -358153,
            -84007,
            467901,
            -579636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1547035200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757771629885,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 3.14898
        }
    }
}

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)