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Trade: XRP/USDT/720/SWMA/MIDPRICE/5167

Strategy
XRP/USDT/720/SWMA/MIDPRICE/5167
Pair
XRP_USDT
Interval
12h
Score
714909
Daily Profit
0.255357
Profit Factor
9.033431
Profitability
67.741935
Streak
95.973661
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 02:22
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 1135206.7427 922884.7934 212321.9493 49862994.4749 58719666.9427 -8856672.4678
Total P&L (%) 1135.2067 922.8848 212.3219 49862.9945 58719.6669 -8856.6725
Avg Daily Profit (%) 0.454 0.3691 0.0849 0.2488 0.2554 0
Buy And Hold Return (%) 815.0576 815.0576 815.0576 815.0576 815.0576 815.0576
Max Trade Drawdown -79748 -72306 -79736 -16733140 -2698132 -14887198
Profit Factor 4.7745 7.6798 2.3058 2.4076 9.0334 0.685
Total Trades 62 31 31 62 31 31
Winning Trades 45 21 24 45 21 24
Losing Trades 17 10 7 17 10 7
Profitability (%) 72.5806 67.7419 77.4194 72.5806 67.7419 77.4194
Ratio Avg Win / Avg Loss 1.8037 3.657 0.6725 0.9096 4.3016 0.1998
Largest Winning Trade 327241 327241 59470 35096768 35096768 4227530
Largest Losing Trade -79736 -28765 -79736 -14887198 -2698132 -14887198
Avg Bars in Trades 73 89 58 73 89 58
Avg Bars in Winners 82 99 68 82 99 68
Avg Bars in Losers 50 69 24 50 69 24
Bars Traded 4584 2773 1811 4584 2773 1811
Profit Streak 68.4737 95.9737 0 68.4737 95.9737 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -180751 -103789 -240241 -144750 714909 -577263

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": 1550966400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758151324348,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "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": [
        [
            1135206.7426721544,
            922884.793385987,
            212321.9492861675,
            49862994.474850535,
            58719666.94266761,
            -8856672.467817081
        ],
        [
            1135.206743,
            922.884793,
            212.321949,
            49862.994475,
            58719.666943,
            -8856.672468
        ],
        [
            0.453992,
            0.36908,
            0.084912,
            0.248814,
            0.255357,
            0
        ],
        [
            815.05757,
            815.05757,
            815.05757,
            815.05757,
            815.05757,
            815.05757
        ],
        [
            -79748,
            -72306,
            -79736,
            -16733140,
            -2698132,
            -14887198
        ],
        [
            4.774456,
            7.679784,
            2.305797,
            2.407636,
            9.033431,
            0.684971
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            17,
            10,
            7,
            17,
            10,
            7
        ],
        [
            72.580645,
            67.741935,
            77.419355,
            72.580645,
            67.741935,
            77.419355
        ],
        [
            1.803683,
            3.65704,
            0.672524,
            0.909551,
            4.301634,
            0.199783
        ],
        [
            327241,
            327241,
            59470,
            35096768,
            35096768,
            4227530
        ],
        [
            -79736,
            -28765,
            -79736,
            -14887198,
            -2698132,
            -14887198
        ],
        [
            73,
            89,
            58,
            73,
            89,
            58
        ],
        [
            82,
            99,
            68,
            82,
            99,
            68
        ],
        [
            50,
            69,
            24,
            50,
            69,
            24
        ],
        [
            4584,
            2773,
            1811,
            4584,
            2773,
            1811
        ],
        [
            68.473661,
            95.973661,
            0,
            68.473661,
            95.973661,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -180751,
            -103789,
            -240241,
            -144750,
            714909,
            -577263
        ]
    ]
}
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": 1550966400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758151324348,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 206,
            "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)