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Trade: XRP/USDT/720/SWMA/MIDPOINT/4892

Strategy
XRP/USDT/720/SWMA/MIDPOINT/4892
Pair
XRP_USDT
Interval
12h
Score
769539
Daily Profit
0.306249
Profit Factor
36.862542
Profitability
70.000000
Streak
435.793583
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 10:02
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1167800.0083 894681.3406 273118.6678 249933749.6593 209136313.9717 40797435.6876
Total P&L (%) 1167.8 894.6813 273.1187 249933.7497 209136.314 40797.4357
Avg Daily Profit (%) 0.467 0.3578 0.1092 0.3134 0.3062 0.2408
Buy And Hold Return (%) 861.5301 861.5301 861.5301 861.5301 861.5301 861.5301
Max Trade Drawdown -56850 -27581 -56850 -6130789 -4950365 -1208947
Profit Factor 7.3573 13.5116 3.4345 30.895 36.8625 17.1332
Total Trades 60 30 30 60 30 30
Winning Trades 42 21 21 42 21 21
Losing Trades 18 9 9 18 9 9
Profitability (%) 70 70 70 70 70 70
Ratio Avg Win / Avg Loss 3.1531 5.7907 1.4719 13.2407 15.7982 7.3428
Largest Winning Trade 355447 355447 42619 102827218 102827218 19302991
Largest Losing Trade -56850 -15060 -56850 -3213143 -3213143 -970618
Avg Bars in Trades 77 93 61 77 93 61
Avg Bars in Winners 82 90 75 82 90 75
Avg Bars in Losers 65 101 29 65 101 29
Bars Traded 4650 2799 1851 4650 2799 1851
Profit Streak 428.7936 435.7936 428.7936 428.7936 435.7936 428.7936
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205825 -131989 -203607 -151959 769539 748749

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757746965597,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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": [
        [
            1167800.008348456,
            894681.340596475,
            273118.6677519812,
            249933749.65927488,
            209136313.97170848,
            40797435.687566385
        ],
        [
            1167.800008,
            894.681341,
            273.118668,
            249933.749659,
            209136.313972,
            40797.435688
        ],
        [
            0.467027,
            0.357801,
            0.109226,
            0.313395,
            0.306249,
            0.240787
        ],
        [
            861.530149,
            861.530149,
            861.530149,
            861.530149,
            861.530149,
            861.530149
        ],
        [
            -56850,
            -27581,
            -56850,
            -6130789,
            -4950365,
            -1208947
        ],
        [
            7.3573,
            13.511602,
            3.434512,
            30.894974,
            36.862542,
            17.133216
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            3.153129,
            5.790687,
            1.471934,
            13.240703,
            15.798232,
            7.342807
        ],
        [
            355447,
            355447,
            42619,
            102827218,
            102827218,
            19302991
        ],
        [
            -56850,
            -15060,
            -56850,
            -3213143,
            -3213143,
            -970618
        ],
        [
            77,
            93,
            61,
            77,
            93,
            61
        ],
        [
            82,
            90,
            75,
            82,
            90,
            75
        ],
        [
            65,
            101,
            29,
            65,
            101,
            29
        ],
        [
            4650,
            2799,
            1851,
            4650,
            2799,
            1851
        ],
        [
            428.793583,
            435.793583,
            428.793583,
            428.793583,
            435.793583,
            428.793583
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205825,
            -131989,
            -203607,
            -151959,
            769539,
            748749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757746965597,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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)