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Trade: XRP/USDT/720/SWMA/BBM/8753

Strategy
XRP/USDT/720/SWMA/BBM/8753
Pair
XRP_USDT
Interval
12h
Score
676824
Daily Profit
0.300281
Profit Factor
6.896914
Profitability
60.526316
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 05:01
Expiration Time
2025-11-28 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1059032.3685 839722.8511 219309.5174 -15166804.7448 180484364.8206 -195651169.5654
Total P&L (%) 1059.0324 839.7229 219.3095 -15166.8047 180484.3648 -195651.1696
Avg Daily Profit (%) 0.4234 0.3358 0.0877 0 0.3003 0
Buy And Hold Return (%) 775.144 775.144 775.144 775.144 775.144 775.144
Max Trade Drawdown -115583 -63771 -113599 -234621463 -12627269 -240219818
Profit Factor 4.1579 6.4772 2.2047 0.9459 6.8969 0.2158
Total Trades 77 38 39 77 38 39
Winning Trades 51 24 27 47 23 24
Losing Trades 26 14 12 30 15 15
Profitability (%) 66.2338 63.1579 69.2308 61.039 60.5263 61.5385
Ratio Avg Win / Avg Loss 2.1197 3.7784 0.9799 0.6037 4.498 0.1349
Largest Winning Trade 188295 188295 60370 143398427 143398427 11204489
Largest Losing Trade -104130 -41505 -104130 -228622322 -6443517 -228622322
Avg Bars in Trades 62 68 57 62 68 57
Avg Bars in Winners 66 70 63 63 64 62
Avg Bars in Losers 55 65 44 61 75 48
Bars Traded 4845 2612 2232 4845 2612 2232
Profit Streak 230.0847 230.0847 241.5847 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 -77203 -119440 -236380 -625346 676824 -579261

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757815316272,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.76363
        }
    }
}
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": [
        [
            1059032.3684705605,
            839722.8510962831,
            219309.5173742775,
            -15166804.744779332,
            180484364.8206446,
            -195651169.56542388
        ],
        [
            1059.032368,
            839.722851,
            219.309517,
            -15166.804745,
            180484.364821,
            -195651.169565
        ],
        [
            0.423444,
            0.335755,
            0.087689,
            0,
            0.300281,
            0
        ],
        [
            775.143989,
            775.143989,
            775.143989,
            775.143989,
            775.143989,
            775.143989
        ],
        [
            -115583,
            -63771,
            -113599,
            -234621463,
            -12627269,
            -240219818
        ],
        [
            4.157902,
            6.477178,
            2.20469,
            0.945854,
            6.896914,
            0.215828
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            51,
            24,
            27,
            47,
            23,
            24
        ],
        [
            26,
            14,
            12,
            30,
            15,
            15
        ],
        [
            66.233766,
            63.157895,
            69.230769,
            61.038961,
            60.526316,
            61.538462
        ],
        [
            2.119715,
            3.778354,
            0.979862,
            0.603736,
            4.497987,
            0.134893
        ],
        [
            188295,
            188295,
            60370,
            143398427,
            143398427,
            11204489
        ],
        [
            -104130,
            -41505,
            -104130,
            -228622322,
            -6443517,
            -228622322
        ],
        [
            62,
            68,
            57,
            62,
            68,
            57
        ],
        [
            66,
            70,
            63,
            63,
            64,
            62
        ],
        [
            55,
            65,
            44,
            61,
            75,
            48
        ],
        [
            4845,
            2612,
            2232,
            4845,
            2612,
            2232
        ],
        [
            230.084679,
            230.084679,
            241.584679,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77203,
            -119440,
            -236380,
            -625346,
            676824,
            -579261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757815316272,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.76363
        }
    }
}

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)