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Trade: XRP/USDT/720/SWMA/DCM/5142

Strategy
XRP/USDT/720/SWMA/DCM/5142
Pair
XRP_USDT
Interval
12h
Score
407050
Daily Profit
0.151185
Profit Factor
2.932946
Profitability
46.875000
Streak
80.049458
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 16:11
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 843790.9504 765789.4498 78001.5007 2849546.0492 4270812.2474 -1421266.1981
Total P&L (%) 843.791 765.7895 78.0015 2849.546 4270.8122 -1421.2662
Avg Daily Profit (%) 0.3374 0.3063 0.0312 0.1354 0.1512 0
Buy And Hold Return (%) 827.1415 827.1415 827.1415 827.1415 827.1415 827.1415
Max Trade Drawdown -146898 -45882 -113629 -4024305 -606212 -3985904
Profit Factor 3.5095 6.0182 1.4248 1.4179 2.9329 0.6917
Total Trades 64 32 32 64 32 32
Winning Trades 33 15 18 33 15 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 51.5625 46.875 56.25 51.5625 46.875 56.25
Ratio Avg Win / Avg Loss 3.2968 6.8207 1.1081 1.332 3.324 0.538
Largest Winning Trade 355607 355607 51146 1600860 1600860 1009447
Largest Losing Trade -70117 -33515 -70117 -3170005 -452784 -3170005
Avg Bars in Trades 70 90 50 70 90 50
Avg Bars in Winners 84 108 64 84 108 64
Avg Bars in Losers 55 74 31 55 74 31
Bars Traded 4490 2889 1601 4490 2889 1601
Profit Streak 77.0495 80.0495 0 77.0495 80.0495 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -286340 -148993 -315367 -156461 407050 -580000

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757509873146,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 143,
            "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": [
        [
            843790.9504380575,
            765789.4497629759,
            78001.5006750817,
            2849546.0492468514,
            4270812.247376919,
            -1421266.198130067
        ],
        [
            843.79095,
            765.78945,
            78.001501,
            2849.546049,
            4270.812247,
            -1421.266198
        ],
        [
            0.337449,
            0.306255,
            0.031194,
            0.135434,
            0.151185,
            0
        ],
        [
            827.141541,
            827.141541,
            827.141541,
            827.141541,
            827.141541,
            827.141541
        ],
        [
            -146898,
            -45882,
            -113629,
            -4024305,
            -606212,
            -3985904
        ],
        [
            3.509495,
            6.018229,
            1.424757,
            1.417896,
            2.932946,
            0.691653
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            51.5625,
            46.875,
            56.25,
            51.5625,
            46.875,
            56.25
        ],
        [
            3.296798,
            6.82066,
            1.108144,
            1.331963,
            3.324006,
            0.537952
        ],
        [
            355607,
            355607,
            51146,
            1600860,
            1600860,
            1009447
        ],
        [
            -70117,
            -33515,
            -70117,
            -3170005,
            -452784,
            -3170005
        ],
        [
            70,
            90,
            50,
            70,
            90,
            50
        ],
        [
            84,
            108,
            64,
            84,
            108,
            64
        ],
        [
            55,
            74,
            31,
            55,
            74,
            31
        ],
        [
            4490,
            2889,
            1601,
            4490,
            2889,
            1601
        ],
        [
            77.049458,
            80.049458,
            0,
            77.049458,
            80.049458,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -286340,
            -148993,
            -315367,
            -156461,
            407050,
            -580000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757509873146,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 143,
            "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)