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Trade: XRP/USDT/720/SWMA/DCM/4546

Strategy
XRP/USDT/720/SWMA/DCM/4546
Pair
XRP_USDT
Interval
12h
Score
665982
Daily Profit
0.198436
Profit Factor
4.569190
Profitability
65.714286
Streak
282.668136
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 19:02
Expiration Time
2025-11-28 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 805287.3405 689201.448 116085.8925 6416679.9087 14116369.5949 -7699689.6862
Total P&L (%) 805.2873 689.2014 116.0859 6416.6799 14116.3696 -7699.6897
Avg Daily Profit (%) 0.3221 0.2756 0.0464 0.1672 0.1984 0
Buy And Hold Return (%) 946.6828 946.6828 946.6828 946.6828 946.6828 946.6828
Max Trade Drawdown -73464 -72924 -72407 -8977654 -2161674 -9000406
Profit Factor 3.0485 5.1313 1.513 1.3555 4.5692 0.4537
Total Trades 70 35 35 70 35 35
Winning Trades 48 23 25 48 23 25
Losing Trades 22 12 10 22 12 10
Profitability (%) 68.5714 65.7143 71.4286 68.5714 65.7143 71.4286
Ratio Avg Win / Avg Loss 1.3972 2.6772 0.6052 0.6213 2.3839 0.1815
Largest Winning Trade 151822 151822 54388 7407927 7407927 770646
Largest Losing Trade -72407 -48493 -72407 -8941638 -1303786 -8941638
Avg Bars in Trades 65 77 53 65 77 53
Avg Bars in Winners 73 82 66 73 82 66
Avg Bars in Losers 47 67 22 47 67 22
Bars Traded 4587 2704 1883 4587 2704 1883
Profit Streak 282.6681 282.6681 287.1681 282.6681 282.6681 287.1681
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -246706 -146206 -293228 -88356 665982 -577041

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865726920,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "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": [
        [
            805287.3405331699,
            689201.4480041382,
            116085.8925290318,
            6416679.908691792,
            14116369.59487762,
            -7699689.686185826
        ],
        [
            805.287341,
            689.201448,
            116.085893,
            6416.679909,
            14116.369595,
            -7699.689686
        ],
        [
            0.322051,
            0.275625,
            0.046425,
            0.167184,
            0.198436,
            0
        ],
        [
            946.682792,
            946.682792,
            946.682792,
            946.682792,
            946.682792,
            946.682792
        ],
        [
            -73464,
            -72924,
            -72407,
            -8977654,
            -2161674,
            -9000406
        ],
        [
            3.048482,
            5.131282,
            1.512998,
            1.355486,
            4.56919,
            0.453743
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            68.571429,
            65.714286,
            71.428571,
            68.571429,
            65.714286,
            71.428571
        ],
        [
            1.397221,
            2.67719,
            0.605199,
            0.621265,
            2.383925,
            0.181497
        ],
        [
            151822,
            151822,
            54388,
            7407927,
            7407927,
            770646
        ],
        [
            -72407,
            -48493,
            -72407,
            -8941638,
            -1303786,
            -8941638
        ],
        [
            65,
            77,
            53,
            65,
            77,
            53
        ],
        [
            73,
            82,
            66,
            73,
            82,
            66
        ],
        [
            47,
            67,
            22,
            47,
            67,
            22
        ],
        [
            4587,
            2704,
            1883,
            4587,
            2704,
            1883
        ],
        [
            282.668136,
            282.668136,
            287.168136,
            282.668136,
            282.668136,
            287.168136
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -246706,
            -146206,
            -293228,
            -88356,
            665982,
            -577041
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541851200000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757865726920,
    "expiration_time": 1764332496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 177,
            "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)