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Trade: XRP/USDT/720/SWMA/MIDPRICE/6645

Strategy
XRP/USDT/720/SWMA/MIDPRICE/6645
Pair
XRP_USDT
Interval
12h
Score
588993
Daily Profit
0.187762
Profit Factor
4.883792
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 12:31
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 660254.6926 601992.1421 58262.5505 2046515.8777 10791698.4923 -8745182.6147
Total P&L (%) 660.2547 601.9921 58.2626 2046.5159 10791.6985 -8745.1826
Avg Daily Profit (%) 0.264 0.2407 0.0233 0.1227 0.1878 0
Buy And Hold Return (%) 904.8616 904.8616 904.8616 904.8616 904.8616 904.8616
Max Trade Drawdown -113665 -52122 -115319 -10360765 -1367806 -10410094
Profit Factor 2.651 5.3012 1.2241 1.1235 4.8838 0.3659
Total Trades 72 36 36 72 36 36
Winning Trades 42 20 22 42 20 22
Losing Trades 30 16 14 30 16 14
Profitability (%) 58.3333 55.5556 61.1111 58.3333 55.5556 61.1111
Ratio Avg Win / Avg Loss 1.8936 4.241 0.779 0.8025 3.907 0.2328
Largest Winning Trade 154319 154319 54388 7589344 7589344 596782
Largest Losing Trade -72407 -34493 -72407 -9056174 -893723 -9056174
Avg Bars in Trades 63 78 48 63 78 48
Avg Bars in Winners 75 89 61 75 89 61
Avg Bars in Losers 46 63 27 46 63 27
Bars Traded 4561 2808 1753 4561 2808 1753
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -234555 -148657 -328125 -202674 588993 -579339

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": 1551787200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757755883049,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            660254.6926401505,
            601992.1421079006,
            58262.5505322505,
            2046515.8776664985,
            10791698.49233001,
            -8745182.614663508
        ],
        [
            660.254693,
            601.992142,
            58.262551,
            2046.515878,
            10791.698492,
            -8745.182615
        ],
        [
            0.264049,
            0.240749,
            0.0233,
            0.122708,
            0.187762,
            0
        ],
        [
            904.861619,
            904.861619,
            904.861619,
            904.861619,
            904.861619,
            904.861619
        ],
        [
            -113665,
            -52122,
            -115319,
            -10360765,
            -1367806,
            -10410094
        ],
        [
            2.651009,
            5.301207,
            1.224129,
            1.123511,
            4.883792,
            0.365873
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            58.333333,
            55.555556,
            61.111111,
            58.333333,
            55.555556,
            61.111111
        ],
        [
            1.893578,
            4.240965,
            0.778991,
            0.802508,
            3.907033,
            0.232828
        ],
        [
            154319,
            154319,
            54388,
            7589344,
            7589344,
            596782
        ],
        [
            -72407,
            -34493,
            -72407,
            -9056174,
            -893723,
            -9056174
        ],
        [
            63,
            78,
            48,
            63,
            78,
            48
        ],
        [
            75,
            89,
            61,
            75,
            89,
            61
        ],
        [
            46,
            63,
            27,
            46,
            63,
            27
        ],
        [
            4561,
            2808,
            1753,
            4561,
            2808,
            1753
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -234555,
            -148657,
            -328125,
            -202674,
            588993,
            -579339
        ]
    ]
}
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": 1551787200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757755883049,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)