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Trade: XRP/USDT/720/SWMA/DCM/6075

Strategy
XRP/USDT/720/SWMA/DCM/6075
Pair
XRP_USDT
Interval
12h
Score
747864
Daily Profit
0.253024
Profit Factor
14.878438
Profitability
68.750000
Streak
440.521788
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 03:31
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1080269.5067 875195.0809 205074.4258 61315097.3786 55535510.7009 5779586.6777
Total P&L (%) 1080.2695 875.1951 205.0744 61315.0974 55535.5107 5779.5867
Avg Daily Profit (%) 0.4318 0.3499 0.082 0.257 0.253 0.163
Buy And Hold Return (%) 841.8455 841.8455 841.8455 841.8455 841.8455 841.8455
Max Trade Drawdown -65126 -68610 -73013 -3659653 -2410615 -2763240
Profit Factor 4.8454 7.0262 2.5113 8.0943 14.8784 2.2452
Total Trades 64 32 32 64 32 32
Winning Trades 43 22 21 43 22 21
Losing Trades 21 10 11 21 10 11
Profitability (%) 67.1875 68.75 65.625 67.1875 68.75 65.625
Ratio Avg Win / Avg Loss 2.3664 3.1937 1.3155 3.953 6.7629 1.1761
Largest Winning Trade 341378 341378 61333 27426045 27426045 2134912
Largest Losing Trade -65126 -32746 -65126 -2484815 -1336222 -2484815
Avg Bars in Trades 71 85 57 71 85 57
Avg Bars in Winners 87 96 77 87 96 77
Avg Bars in Losers 39 60 20 39 60 20
Bars Traded 4583 2736 1847 4583 2736 1847
Profit Streak 440.0218 440.5218 440.0218 440.0218 440.5218 440.0218
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -199825 -131851 -242268 -122807 747864 508521

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758673882441,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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": [
        [
            1080269.5067288126,
            875195.0808931678,
            205074.4258356449,
            61315097.378574565,
            55535510.70085478,
            5779586.677719786
        ],
        [
            1080.269507,
            875.195081,
            205.074426,
            61315.097379,
            55535.510701,
            5779.586678
        ],
        [
            0.431849,
            0.349868,
            0.081981,
            0.256985,
            0.253024,
            0.162998
        ],
        [
            841.845472,
            841.845472,
            841.845472,
            841.845472,
            841.845472,
            841.845472
        ],
        [
            -65126,
            -68610,
            -73013,
            -3659653,
            -2410615,
            -2763240
        ],
        [
            4.845437,
            7.026169,
            2.511345,
            8.094275,
            14.878438,
            2.245244
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            67.1875,
            68.75,
            65.625,
            67.1875,
            68.75,
            65.625
        ],
        [
            2.366376,
            3.193713,
            1.315466,
            3.953018,
            6.762926,
            1.17608
        ],
        [
            341378,
            341378,
            61333,
            27426045,
            27426045,
            2134912
        ],
        [
            -65126,
            -32746,
            -65126,
            -2484815,
            -1336222,
            -2484815
        ],
        [
            71,
            85,
            57,
            71,
            85,
            57
        ],
        [
            87,
            96,
            77,
            87,
            96,
            77
        ],
        [
            39,
            60,
            20,
            39,
            60,
            20
        ],
        [
            4583,
            2736,
            1847,
            4583,
            2736,
            1847
        ],
        [
            440.021787,
            440.521787,
            440.021787,
            440.021787,
            440.521788,
            440.021787
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -199825,
            -131851,
            -242268,
            -122807,
            747864,
            508521
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758673882441,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 178,
            "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)