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Trade: XRP/USDT/720/SWMA/DCM/9048

Strategy
XRP/USDT/720/SWMA/DCM/9048
Pair
XRP_USDT
Interval
12h
Score
469787
Daily Profit
0.179717
Profit Factor
2.112510
Profitability
51.162791
Streak
163.980346
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 02:31
Expiration Time
2025-12-01 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897109.8775 793751.0054 103358.8721 8468533.089 8810252.8773 -341719.7884
Total P&L (%) 897.1099 793.751 103.3589 8468.5331 8810.2529 -341.7198
Avg Daily Profit (%) 0.3588 0.3174 0.0413 0.1782 0.1797 0
Buy And Hold Return (%) 890.9739 890.9739 890.9739 890.9739 890.9739 890.9739
Max Trade Drawdown -123884 -100962 -55675 -4473055 -2865229 -3010194
Profit Factor 2.7964 3.706 1.5016 1.6865 2.1125 0.9226
Total Trades 87 43 44 87 43 44
Winning Trades 44 22 22 44 22 22
Losing Trades 43 21 22 43 21 22
Profitability (%) 50.5747 51.1628 50 50.5747 51.1628 50
Ratio Avg Win / Avg Loss 2.7328 3.5376 1.5016 1.6482 2.0165 0.9226
Largest Winning Trade 346006 346006 60835 7534247 7534247 814026
Largest Losing Trade -42728 -42728 -42309 -2865229 -2865229 -1167561
Avg Bars in Trades 54 66 42 54 66 42
Avg Bars in Winners 65 70 60 65 70 60
Avg Bars in Losers 43 62 25 43 62 25
Bars Traded 4739 2865 1873 4739 2865 1873
Profit Streak 99.9803 163.9803 99.9803 99.9803 163.9803 99.9803
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147638 -148722 -300425 443210 469787 -580159

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758151901913,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 123,
            "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": [
        [
            897109.877506921,
            793751.005371439,
            103358.8721354821,
            8468533.088987775,
            8810252.877338551,
            -341719.7883507753
        ],
        [
            897.109878,
            793.751005,
            103.358872,
            8468.533089,
            8810.252877,
            -341.719788
        ],
        [
            0.358772,
            0.317437,
            0.041335,
            0.17815,
            0.179717,
            0
        ],
        [
            890.973918,
            890.973918,
            890.973918,
            890.973918,
            890.973918,
            890.973918
        ],
        [
            -123884,
            -100962,
            -55675,
            -4473055,
            -2865229,
            -3010194
        ],
        [
            2.796373,
            3.706023,
            1.501564,
            1.686498,
            2.11251,
            0.922628
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            50.574713,
            51.162791,
            50,
            50.574713,
            51.162791,
            50
        ],
        [
            2.732819,
            3.537568,
            1.501564,
            1.648168,
            2.016486,
            0.922628
        ],
        [
            346006,
            346006,
            60835,
            7534247,
            7534247,
            814026
        ],
        [
            -42728,
            -42728,
            -42309,
            -2865229,
            -2865229,
            -1167561
        ],
        [
            54,
            66,
            42,
            54,
            66,
            42
        ],
        [
            65,
            70,
            60,
            65,
            70,
            60
        ],
        [
            43,
            62,
            25,
            43,
            62,
            25
        ],
        [
            4739,
            2865,
            1873,
            4739,
            2865,
            1873
        ],
        [
            99.980346,
            163.980346,
            99.980346,
            99.980346,
            163.980346,
            99.980346
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147638,
            -148722,
            -300425,
            443210,
            469787,
            -580159
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758151901913,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 123,
            "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)