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Trade: XRP/USDT/720/SWMA/MIDPOINT/7754

Strategy
XRP/USDT/720/SWMA/MIDPOINT/7754
Pair
XRP_USDT
Interval
12h
Score
764167
Daily Profit
0.253061
Profit Factor
42.512004
Profitability
72.413793
Streak
434.712314
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 08:05
Expiration Time
2025-11-28 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1240611.1238 941709.9672 298901.1567 65331519.0094 55516045.9875 9815473.0219
Total P&L (%) 1240.6111 941.71 298.9012 65331.519 55516.046 9815.473
Avg Daily Profit (%) 0.496 0.3765 0.1195 0.2596 0.2531 0.184
Buy And Hold Return (%) 898.9043 898.9043 898.9043 898.9043 898.9043 898.9043
Max Trade Drawdown -95720 -21863 -95720 -3458601 -1055456 -3458601
Profit Factor 8.5312 16.9436 3.8288 14.3024 42.512 3.7464
Total Trades 58 29 29 58 29 29
Winning Trades 47 21 26 47 21 26
Losing Trades 11 8 3 11 8 3
Profitability (%) 81.0345 72.4138 89.6552 81.0345 72.4138 89.6552
Ratio Avg Win / Avg Loss 1.9967 6.4547 0.4418 3.3474 16.195 0.4323
Largest Winning Trade 369108 369108 42103 26409023 26409023 6055385
Largest Losing Trade -95720 -15279 -95720 -3458601 -1055456 -3458601
Avg Bars in Trades 79 94 64 79 94 64
Avg Bars in Winners 79 100 61 79 100 61
Avg Bars in Losers 78 76 85 78 76 85
Bars Traded 4590 2727 1863 4590 2727 1863
Profit Streak 319.7123 434.7123 319.7123 319.7123 434.7123 319.7123
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -202540 -128680 -189336 -157048 764167 638551

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549108800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826343970,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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": [
        [
            1240611.12383137,
            941709.9671622855,
            298901.1566690845,
            65331519.00941326,
            55516045.9875022,
            9815473.021911051
        ],
        [
            1240.611124,
            941.709967,
            298.901157,
            65331.519009,
            55516.045988,
            9815.473022
        ],
        [
            0.496046,
            0.376533,
            0.119513,
            0.259576,
            0.253061,
            0.183963
        ],
        [
            898.904286,
            898.904286,
            898.904286,
            898.904286,
            898.904286,
            898.904286
        ],
        [
            -95720,
            -21863,
            -95720,
            -3458601,
            -1055456,
            -3458601
        ],
        [
            8.531207,
            16.943556,
            3.828785,
            14.302397,
            42.512004,
            3.746424
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            11,
            8,
            3,
            11,
            8,
            3
        ],
        [
            81.034483,
            72.413793,
            89.655172,
            81.034483,
            72.413793,
            89.655172
        ],
        [
            1.996666,
            6.454688,
            0.441783,
            3.347369,
            16.195049,
            0.43228
        ],
        [
            369108,
            369108,
            42103,
            26409023,
            26409023,
            6055385
        ],
        [
            -95720,
            -15279,
            -95720,
            -3458601,
            -1055456,
            -3458601
        ],
        [
            79,
            94,
            64,
            79,
            94,
            64
        ],
        [
            79,
            100,
            61,
            79,
            100,
            61
        ],
        [
            78,
            76,
            85,
            78,
            76,
            85
        ],
        [
            4590,
            2727,
            1863,
            4590,
            2727,
            1863
        ],
        [
            319.712314,
            434.712314,
            319.712314,
            319.712314,
            434.712314,
            319.712314
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -202540,
            -128680,
            -189336,
            -157048,
            764167,
            638551
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549108800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826343970,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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)