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Trade: XRP/USDT/720/SWMA/WMA/6957

Strategy
XRP/USDT/720/SWMA/WMA/6957
Pair
XRP_USDT
Interval
12h
Score
633217
Daily Profit
0.159471
Profit Factor
7.493603
Profitability
65.625000
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 09:23
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811328.0524 704542.1667 106785.8857 -296444.0365 5275321.4739 -5571765.5104
Total P&L (%) 811.3281 704.5422 106.7859 -296.444 5275.3215 -5571.7655
Avg Daily Profit (%) 0.3245 0.2818 0.0427 0 0.1595 0
Buy And Hold Return (%) 869.8034 869.8034 869.8034 869.8034 869.8034 869.8034
Max Trade Drawdown -111955 -58065 -107883 -5160837 -228564 -5907819
Profit Factor 3.0913 6.4744 1.4119 0.9631 7.4936 0.2284
Total Trades 65 32 33 65 32 33
Winning Trades 44 21 23 42 21 21
Losing Trades 21 11 10 23 11 12
Profitability (%) 67.6923 65.625 69.697 64.6154 65.625 63.6364
Ratio Avg Win / Avg Loss 1.4754 3.3913 0.6139 0.5274 3.9252 0.1305
Largest Winning Trade 159724 159724 62416 2924263 2924263 319548
Largest Losing Trade -102012 -47678 -102012 -5064315 -228564 -5064315
Avg Bars in Trades 73 76 69 73 76 69
Avg Bars in Winners 71 65 76 73 70 76
Avg Bars in Losers 76 98 51 72 89 56
Bars Traded 4748 2462 2286 4748 2462 2286
Profit Streak 119.2661 119.2661 203.7661 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -284235 -145955 -299036 -714883 633217 -579035

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757658188464,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "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": [
        [
            811328.052442871,
            704542.1667309653,
            106785.8857119064,
            -296444.0364787147,
            5275321.473882565,
            -5571765.510361281
        ],
        [
            811.328052,
            704.542167,
            106.785886,
            -296.444036,
            5275.321474,
            -5571.76551
        ],
        [
            0.324466,
            0.281761,
            0.042706,
            0,
            0.159471,
            0
        ],
        [
            869.803437,
            869.803437,
            869.803437,
            869.803437,
            869.803437,
            869.803437
        ],
        [
            -111955,
            -58065,
            -107883,
            -5160837,
            -228564,
            -5907819
        ],
        [
            3.091282,
            6.474381,
            1.411889,
            0.963097,
            7.493603,
            0.228363
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            44,
            21,
            23,
            42,
            21,
            21
        ],
        [
            21,
            11,
            10,
            23,
            11,
            12
        ],
        [
            67.692308,
            65.625,
            69.69697,
            64.615385,
            65.625,
            63.636364
        ],
        [
            1.475385,
            3.391342,
            0.613865,
            0.52741,
            3.925221,
            0.130493
        ],
        [
            159724,
            159724,
            62416,
            2924263,
            2924263,
            319548
        ],
        [
            -102012,
            -47678,
            -102012,
            -5064315,
            -228564,
            -5064315
        ],
        [
            73,
            76,
            69,
            73,
            76,
            69
        ],
        [
            71,
            65,
            76,
            73,
            70,
            76
        ],
        [
            76,
            98,
            51,
            72,
            89,
            56
        ],
        [
            4748,
            2462,
            2286,
            4748,
            2462,
            2286
        ],
        [
            119.26607,
            119.26607,
            203.76607,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -284235,
            -145955,
            -299036,
            -714883,
            633217,
            -579035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757658188464,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 156,
            "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)