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Trade: XRP/USDT/720/SWMA/OHLC4/9914

Strategy
XRP/USDT/720/SWMA/OHLC4/9914
Pair
XRP_USDT
Interval
12h
Score
396787
Daily Profit
0.187760
Profit Factor
1.573503
Profitability
53.846154
Streak
85.640318
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 18:22
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 694010.0603 566273.7901 127736.2702 10791065.9597 18019939.0956 -7228873.1359
Total P&L (%) 694.0101 566.2738 127.7363 10791.066 18019.9391 -7228.8731
Avg Daily Profit (%) 0.2775 0.2265 0.0511 0.1878 0.2082 0
Buy And Hold Return (%) 875.1475 875.1475 875.1475 875.1475 875.1475 875.1475
Max Trade Drawdown -62344 -34777 -74129 -10790702 -1631669 -12003146
Profit Factor 3.3494 5.6294 1.738 1.5735 5.0595 0.4972
Total Trades 104 52 52 104 52 52
Winning Trades 56 31 25 56 31 25
Losing Trades 48 21 27 48 21 27
Profitability (%) 53.8462 59.6154 48.0769 53.8462 59.6154 48.0769
Ratio Avg Win / Avg Loss 2.8709 3.8134 1.8771 1.3487 3.4274 0.537
Largest Winning Trade 144417 144417 44798 7334646 7334646 1459931
Largest Losing Trade -49050 -19613 -49050 -9499916 -1545876 -9499916
Avg Bars in Trades 44 39 49 44 39 49
Avg Bars in Winners 59 46 76 59 46 76
Avg Bars in Losers 26 28 24 26 28 24
Bars Traded 4608 2041 2567 4608 2041 2567
Profit Streak 85.6403 89.6403 0 85.6403 89.6403 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 -149339 -327507 -467980 396787 -162304 -761581

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208923510,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}
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": [
        [
            694010.0602834318,
            566273.7900598126,
            127736.2702236187,
            10791065.959719554,
            18019939.095634837,
            -7228873.135915283
        ],
        [
            694.01006,
            566.27379,
            127.73627,
            10791.06596,
            18019.939096,
            -7228.873136
        ],
        [
            0.277549,
            0.226464,
            0.051084,
            0.18776,
            0.208159,
            0
        ],
        [
            875.147523,
            875.147523,
            875.147523,
            875.147523,
            875.147523,
            875.147523
        ],
        [
            -62344,
            -34777,
            -74129,
            -10790702,
            -1631669,
            -12003146
        ],
        [
            3.349389,
            5.629372,
            1.738026,
            1.573503,
            5.059476,
            0.497194
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            53.846154,
            59.615385,
            48.076923,
            53.846154,
            59.615385,
            48.076923
        ],
        [
            2.870905,
            3.813445,
            1.877068,
            1.348717,
            3.427387,
            0.53697
        ],
        [
            144417,
            144417,
            44798,
            7334646,
            7334646,
            1459931
        ],
        [
            -49050,
            -19613,
            -49050,
            -9499916,
            -1545876,
            -9499916
        ],
        [
            44,
            39,
            49,
            44,
            39,
            49
        ],
        [
            59,
            46,
            76,
            59,
            46,
            76
        ],
        [
            26,
            28,
            24,
            26,
            28,
            24
        ],
        [
            4608,
            2041,
            2567,
            4608,
            2041,
            2567
        ],
        [
            85.640318,
            89.640318,
            0,
            85.640318,
            89.640318,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149339,
            -327507,
            -467980,
            396787,
            -162304,
            -761581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208923510,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 207
        }
    }
}

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)