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Trade: XRP/USDT/720/SWMA/MIDPOINT/7058

Strategy
XRP/USDT/720/SWMA/MIDPOINT/7058
Pair
XRP_USDT
Interval
12h
Score
693665
Daily Profit
0.253477
Profit Factor
8.880221
Profitability
63.333333
Streak
118.822007
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 10:43
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1104098.3116 897397.942 206700.3696 53833937.0705 56025837.8026 -2191900.7321
Total P&L (%) 1104.0983 897.3979 206.7004 53833.9371 56025.8378 -2191.9007
Avg Daily Profit (%) 0.4416 0.3589 0.0827 0.2519 0.2535 0
Buy And Hold Return (%) 869.9039 869.9039 869.9039 869.9039 869.9039 869.9039
Max Trade Drawdown -110633 -92450 -72367 -11710103 -4164992 -7545110
Profit Factor 4.252 6.5799 2.1567 3.7047 8.8802 0.8287
Total Trades 60 30 30 60 30 30
Winning Trades 40 19 21 40 19 21
Losing Trades 20 11 9 20 11 9
Profitability (%) 66.6667 63.3333 70 66.6667 63.3333 70
Ratio Avg Win / Avg Loss 2.126 3.8094 0.9243 1.8523 5.1412 0.3551
Largest Winning Trade 304021 304021 61102 34069786 34069786 2730274
Largest Losing Trade -72367 -39194 -72367 -7545110 -4164992 -7545110
Avg Bars in Trades 76 89 63 76 89 63
Avg Bars in Winners 87 99 77 87 99 77
Avg Bars in Losers 54 72 32 54 72 32
Bars Traded 4590 2679 1911 4590 2679 1911
Profit Streak 118.822 118.822 207.822 118.822 118.822 207.822
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -235053 -135775 -243903 -155054 693665 -577640

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758267821380,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "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": [
        [
            1104098.311635845,
            897397.9419982944,
            206700.369637551,
            53833937.07054387,
            56025837.802632265,
            -2191900.7320883907
        ],
        [
            1104.098312,
            897.397942,
            206.70037,
            53833.937071,
            56025.837803,
            -2191.900732
        ],
        [
            0.441551,
            0.358887,
            0.082664,
            0.25188,
            0.253477,
            0
        ],
        [
            869.903935,
            869.903935,
            869.903935,
            869.903935,
            869.903935,
            869.903935
        ],
        [
            -110633,
            -92450,
            -72367,
            -11710103,
            -4164992,
            -7545110
        ],
        [
            4.25197,
            6.579938,
            2.156748,
            3.704683,
            8.880221,
            0.828681
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            20,
            11,
            9,
            20,
            11,
            9
        ],
        [
            66.666667,
            63.333333,
            70,
            66.666667,
            63.333333,
            70
        ],
        [
            2.125985,
            3.809438,
            0.924321,
            1.852341,
            5.141181,
            0.355149
        ],
        [
            304021,
            304021,
            61102,
            34069786,
            34069786,
            2730274
        ],
        [
            -72367,
            -39194,
            -72367,
            -7545110,
            -4164992,
            -7545110
        ],
        [
            76,
            89,
            63,
            76,
            89,
            63
        ],
        [
            87,
            99,
            77,
            87,
            99,
            77
        ],
        [
            54,
            72,
            32,
            54,
            72,
            32
        ],
        [
            4590,
            2679,
            1911,
            4590,
            2679,
            1911
        ],
        [
            118.822007,
            118.822007,
            207.822007,
            118.822007,
            118.822007,
            207.822007
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -235053,
            -135775,
            -243903,
            -155054,
            693665,
            -577640
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758267821380,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 173,
            "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)