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Trade: XRP/USDT/720/SWMA/PWMA/5068

Strategy
XRP/USDT/720/SWMA/PWMA/5068
Pair
XRP_USDT
Interval
12h
Score
658104
Daily Profit
0.165200
Profit Factor
5.576705
Profitability
70.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 15:57
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 573687.2566 507424.5393 66262.7173 -2152525.6453 6101826.3926 -8254352.0378
Total P&L (%) 573.6873 507.4245 66.2627 -2152.5256 6101.8264 -8254.352
Avg Daily Profit (%) 0.2294 0.2029 0.0265 0 0.1652 0
Buy And Hold Return (%) 915.3501 915.3501 915.3501 915.3501 915.3501 915.3501
Max Trade Drawdown -112687 -81405 -112687 -10694820 -693035 -10001785
Profit Factor 2.7536 5.2356 1.3196 0.8204 5.5767 0.225
Total Trades 61 30 31 61 30 31
Winning Trades 46 24 22 40 21 19
Losing Trades 15 6 9 21 9 12
Profitability (%) 75.4098 80 70.9677 65.5738 70 61.2903
Ratio Avg Win / Avg Loss 0.8979 1.3089 0.5398 0.4307 2.39 0.1421
Largest Winning Trade 99695 99695 33548 4283343 4283343 472260
Largest Losing Trade -112687 -47069 -112687 -9738821 -473653 -9738821
Avg Bars in Trades 77 78 76 77 78 76
Avg Bars in Winners 64 59 69 65 58 72
Avg Bars in Losers 117 154 93 101 125 83
Bars Traded 4732 2359 2373 4732 2359 2373
Profit Streak 198.5401 698.0401 198.5401 0 0 0
Trades During Streak 6 10 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -316279 -145574 -320675 -744758 658104 -579354

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768267035,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "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": [
        [
            573687.2566187256,
            507424.53933969,
            66262.7172790358,
            -2152525.645283757,
            6101826.392550854,
            -8254352.037834611
        ],
        [
            573.687257,
            507.424539,
            66.262717,
            -2152.525645,
            6101.826393,
            -8254.352038
        ],
        [
            0.229429,
            0.202929,
            0.0265,
            0,
            0.1652,
            0
        ],
        [
            915.350104,
            915.350104,
            915.350104,
            915.350104,
            915.350104,
            915.350104
        ],
        [
            -112687,
            -81405,
            -112687,
            -10694820,
            -693035,
            -10001785
        ],
        [
            2.753562,
            5.235649,
            1.319559,
            0.820392,
            5.576705,
            0.225042
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            46,
            24,
            22,
            40,
            21,
            19
        ],
        [
            15,
            6,
            9,
            21,
            9,
            12
        ],
        [
            75.409836,
            80,
            70.967742,
            65.57377,
            70,
            61.290323
        ],
        [
            0.897901,
            1.308912,
            0.53982,
            0.430706,
            2.390016,
            0.142132
        ],
        [
            99695,
            99695,
            33548,
            4283343,
            4283343,
            472260
        ],
        [
            -112687,
            -47069,
            -112687,
            -9738821,
            -473653,
            -9738821
        ],
        [
            77,
            78,
            76,
            77,
            78,
            76
        ],
        [
            64,
            59,
            69,
            65,
            58,
            72
        ],
        [
            117,
            154,
            93,
            101,
            125,
            83
        ],
        [
            4732,
            2359,
            2373,
            4732,
            2359,
            2373
        ],
        [
            198.540128,
            698.040128,
            198.540128,
            0,
            0,
            0
        ],
        [
            6,
            10,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -316279,
            -145574,
            -320675,
            -744758,
            658104,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768267035,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 43,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 183,
            "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)