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Trade: XRP/USDT/720/SWMA/SMA/2748

Strategy
XRP/USDT/720/SWMA/SMA/2748
Pair
XRP_USDT
Interval
12h
Score
466295
Daily Profit
0.172074
Profit Factor
2.628060
Profitability
47.727273
Streak
165.598558
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-20 17:21
Expiration Time
2025-12-04 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897406.4907 836525.6887 60880.802 2801363.59 7268989.1194 -4467625.5294
Total P&L (%) 897.4065 836.5257 60.8808 2801.3636 7268.9891 -4467.6255
Avg Daily Profit (%) 0.3588 0.3345 0.0243 0.1347 0.1721 0
Buy And Hold Return (%) 726.023 726.023 726.023 726.023 726.023 726.023
Max Trade Drawdown -112985 -58073 -102931 -5783832 -1678821 -6496026
Profit Factor 2.5543 4.1734 1.194 1.2199 2.6281 0.4601
Total Trades 89 44 45 89 44 45
Winning Trades 47 21 26 47 21 26
Losing Trades 42 23 19 42 23 19
Profitability (%) 52.809 47.7273 57.7778 52.809 47.7273 57.7778
Ratio Avg Win / Avg Loss 2.2826 4.5708 0.8726 1.0901 2.8784 0.3362
Largest Winning Trade 344021 344021 51539 6012186 6012186 569984
Largest Losing Trade -59951 -28623 -59951 -3698162 -1052553 -3698162
Avg Bars in Trades 54 57 52 54 57 52
Avg Bars in Winners 67 74 62 67 74 62
Avg Bars in Losers 39 41 37 39 41 37
Bars Traded 4864 2524 2340 4864 2524 2340
Profit Streak 0 165.5986 0 0 165.5986 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77470 -101908 -333799 -14878 466295 -579703

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378115392,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 104,
            "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": [
        [
            897406.4906539278,
            836525.688660426,
            60880.801993502,
            2801363.5900027324,
            7268989.1193651315,
            -4467625.529362397
        ],
        [
            897.406491,
            836.525689,
            60.880802,
            2801.36359,
            7268.989119,
            -4467.625529
        ],
        [
            0.358819,
            0.334476,
            0.024343,
            0.134747,
            0.172074,
            0
        ],
        [
            726.022986,
            726.022986,
            726.022986,
            726.022986,
            726.022986,
            726.022986
        ],
        [
            -112985,
            -58073,
            -102931,
            -5783832,
            -1678821,
            -6496026
        ],
        [
            2.55433,
            4.173353,
            1.194043,
            1.219887,
            2.62806,
            0.46012
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            52.808989,
            47.727273,
            57.777778,
            52.808989,
            47.727273,
            57.777778
        ],
        [
            2.282593,
            4.570815,
            0.87257,
            1.090111,
            2.878352,
            0.336242
        ],
        [
            344021,
            344021,
            51539,
            6012186,
            6012186,
            569984
        ],
        [
            -59951,
            -28623,
            -59951,
            -3698162,
            -1052553,
            -3698162
        ],
        [
            54,
            57,
            52,
            54,
            57,
            52
        ],
        [
            67,
            74,
            62,
            67,
            74,
            62
        ],
        [
            39,
            41,
            37,
            39,
            41,
            37
        ],
        [
            4864,
            2524,
            2340,
            4864,
            2524,
            2340
        ],
        [
            0,
            165.598558,
            0,
            0,
            165.598558,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77470,
            -101908,
            -333799,
            -14878,
            466295,
            -579703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378115392,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 104,
            "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)