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Trade: XRP/USDT/720/SWMA/SSF/9642

Strategy
XRP/USDT/720/SWMA/SSF/9642
Pair
XRP_USDT
Interval
12h
Score
597856
Daily Profit
0.170919
Profit Factor
3.314278
Profitability
61.538462
Streak
159.089344
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 05:08
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 938421.6068 816690.5535 121731.0533 7777739.7658 7053375.7605 724364.0053
Total P&L (%) 938.4216 816.6906 121.7311 7777.7398 7053.3758 724.364
Avg Daily Profit (%) 0.3753 0.3266 0.0487 0.1748 0.1709 0.0844
Buy And Hold Return (%) 878.9686 878.9686 878.9686 878.9686 878.9686 878.9686
Max Trade Drawdown -145136 -100205 -79564 -2020233 -1262570 -883625
Profit Factor 3.0521 4.5056 1.5426 2.6181 3.3143 1.4118
Total Trades 79 39 40 79 39 40
Winning Trades 50 24 26 50 24 26
Losing Trades 29 15 14 29 15 14
Profitability (%) 63.2911 61.5385 65 63.2911 61.5385 65
Ratio Avg Win / Avg Loss 1.7702 2.816 0.8307 1.5185 2.0714 0.7602
Largest Winning Trade 380001 380001 39883 3559963 3559963 407805
Largest Losing Trade -68578 -52214 -68578 -1231858 -1231858 -837382
Avg Bars in Trades 61 64 58 61 64 58
Avg Bars in Winners 62 65 58 62 65 58
Avg Bars in Losers 60 63 57 60 63 57
Bars Traded 4871 2532 2339 4871 2532 2339
Profit Streak 142.0893 159.0893 142.0893 142.0893 159.0893 142.0893
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -157261 -146744 -290839 -15078 597856 -243605

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757470119332,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            938421.6067898214,
            816690.5534716545,
            121731.0533181671,
            7777739.765780692,
            7053375.760467542,
            724364.0053131515
        ],
        [
            938.421607,
            816.690553,
            121.731053,
            7777.739766,
            7053.37576,
            724.364005
        ],
        [
            0.375294,
            0.326611,
            0.048683,
            0.174783,
            0.170919,
            0.084396
        ],
        [
            878.968635,
            878.968635,
            878.968635,
            878.968635,
            878.968635,
            878.968635
        ],
        [
            -145136,
            -100205,
            -79564,
            -2020233,
            -1262570,
            -883625
        ],
        [
            3.0521,
            4.50562,
            1.542638,
            2.618056,
            3.314278,
            1.411786
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            63.291139,
            61.538462,
            65,
            63.291139,
            61.538462,
            65
        ],
        [
            1.770218,
            2.816013,
            0.830651,
            1.518473,
            2.071424,
            0.760193
        ],
        [
            380001,
            380001,
            39883,
            3559963,
            3559963,
            407805
        ],
        [
            -68578,
            -52214,
            -68578,
            -1231858,
            -1231858,
            -837382
        ],
        [
            61,
            64,
            58,
            61,
            64,
            58
        ],
        [
            62,
            65,
            58,
            62,
            65,
            58
        ],
        [
            60,
            63,
            57,
            60,
            63,
            57
        ],
        [
            4871,
            2532,
            2339,
            4871,
            2532,
            2339
        ],
        [
            142.089344,
            159.089344,
            142.089344,
            142.089344,
            159.089344,
            142.089344
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -157261,
            -146744,
            -290839,
            -15078,
            597856,
            -243605
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1544659200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757470119332,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 2
        }
    }
}

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)