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Trade: XRP/USDT/720/SWMA/MIDPRICE/3360

Strategy
XRP/USDT/720/SWMA/MIDPRICE/3360
Pair
XRP_USDT
Interval
12h
Score
379963
Daily Profit
0.151238
Profit Factor
2.546393
Profitability
45.652174
Streak
78.871101
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 11:54
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816831.0816 746031.9633 70799.1182 2941883.2683 4276597.908 -1334714.6397
Total P&L (%) 816.8311 746.032 70.7991 2941.8833 4276.5979 -1334.7146
Avg Daily Profit (%) 0.3267 0.2984 0.0283 0.1367 0.1512 0
Buy And Hold Return (%) 749.2962 749.2962 749.2962 749.2962 749.2962 749.2962
Max Trade Drawdown -76315 -40763 -105048 -2369123 -648598 -3165992
Profit Factor 2.7919 4.4604 1.2947 1.3853 2.5464 0.7259
Total Trades 93 46 47 93 46 47
Winning Trades 49 21 28 49 21 28
Losing Trades 44 25 19 44 25 19
Profitability (%) 52.6882 45.6522 59.5745 52.6882 45.6522 59.5745
Ratio Avg Win / Avg Loss 2.507 5.31 0.8785 1.244 3.0314 0.4926
Largest Winning Trade 384612 384612 44351 2798137 2798137 429392
Largest Losing Trade -47533 -30754 -47533 -1877563 -449865 -1877563
Avg Bars in Trades 48 61 36 48 61 36
Avg Bars in Winners 57 82 39 57 82 39
Avg Bars in Losers 38 43 32 38 43 32
Bars Traded 4546 2826 1720 4546 2826 1720
Profit Streak 78.8711 78.8711 119.8711 78.8711 78.8711 119.8711
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121322 -150559 -319773 -9882 379963 -578103

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408063088,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            816831.0815762557,
            746031.9633385766,
            70799.1182376792,
            2941883.2682768577,
            4276597.90799102,
            -1334714.6397141614
        ],
        [
            816.831082,
            746.031963,
            70.799118,
            2941.883268,
            4276.597908,
            -1334.71464
        ],
        [
            0.326667,
            0.298353,
            0.028314,
            0.136668,
            0.151238,
            0
        ],
        [
            749.29621,
            749.29621,
            749.29621,
            749.29621,
            749.29621,
            749.29621
        ],
        [
            -76315,
            -40763,
            -105048,
            -2369123,
            -648598,
            -3165992
        ],
        [
            2.791938,
            4.46043,
            1.294693,
            1.385321,
            2.546393,
            0.725895
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            52.688172,
            45.652174,
            59.574468,
            52.688172,
            45.652174,
            59.574468
        ],
        [
            2.507047,
            5.310036,
            0.878542,
            1.243962,
            3.03142,
            0.492572
        ],
        [
            384612,
            384612,
            44351,
            2798137,
            2798137,
            429392
        ],
        [
            -47533,
            -30754,
            -47533,
            -1877563,
            -449865,
            -1877563
        ],
        [
            48,
            61,
            36,
            48,
            61,
            36
        ],
        [
            57,
            82,
            39,
            57,
            82,
            39
        ],
        [
            38,
            43,
            32,
            38,
            43,
            32
        ],
        [
            4546,
            2826,
            1720,
            4546,
            2826,
            1720
        ],
        [
            78.8711,
            78.8711,
            119.8711,
            78.871101,
            78.871101,
            119.871101
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121322,
            -150559,
            -319773,
            -9882,
            379963,
            -578103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408063088,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)