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Trade: XRP/USDT/720/SWMA/WMA/7344

Strategy
XRP/USDT/720/SWMA/WMA/7344
Pair
XRP_USDT
Interval
12h
Score
669598
Daily Profit
0.247672
Profit Factor
6.666540
Profitability
58.620690
Streak
117.129142
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 18:05
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 1023020.3251 840738.2019 182282.1233 38383631.8375 48460078.8176 -10076446.98
Total P&L (%) 1023.0203 840.7382 182.2821 38383.6318 48460.0788 -10076.447
Avg Daily Profit (%) 0.4091 0.3362 0.0729 0.2383 0.2477 0
Buy And Hold Return (%) 942.62 942.62 942.62 942.62 942.62 942.62
Max Trade Drawdown -75879 -21047 -64253 -15972534 -4615804 -21170066
Profit Factor 4.651 11.0617 1.927 2.0696 6.6665 0.6314
Total Trades 59 29 30 59 29 30
Winning Trades 37 17 20 37 17 20
Losing Trades 22 12 10 22 12 10
Profitability (%) 62.7119 58.6207 66.6667 62.7119 58.6207 66.6667
Ratio Avg Win / Avg Loss 2.7654 7.8083 0.9635 1.2305 4.7058 0.3157
Largest Winning Trade 353248 353248 49303 31608930 31608930 2681249
Largest Losing Trade -64253 -11675 -64253 -13044408 -2928125 -13044408
Avg Bars in Trades 80 85 74 80 85 74
Avg Bars in Winners 80 78 81 80 78 81
Avg Bars in Losers 80 95 62 80 95 62
Bars Traded 4742 2493 2249 4742 2493 2249
Profit Streak 0 117.1291 0 0 117.1291 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -299729 -146420 -258392 -166663 669598 -578665

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": 1549281600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758207957907,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "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": [
        [
            1023020.3251410208,
            840738.2018865441,
            182282.1232544771,
            38383631.83753743,
            48460078.817550294,
            -10076446.980012868
        ],
        [
            1023.020325,
            840.738202,
            182.282123,
            38383.631838,
            48460.078818,
            -10076.44698
        ],
        [
            0.409126,
            0.336228,
            0.072898,
            0.238349,
            0.247672,
            0
        ],
        [
            942.619994,
            942.619994,
            942.619994,
            942.619994,
            942.619994,
            942.619994
        ],
        [
            -75879,
            -21047,
            -64253,
            -15972534,
            -4615804,
            -21170066
        ],
        [
            4.650982,
            11.061749,
            1.926954,
            2.06955,
            6.66654,
            0.631381
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            62.711864,
            58.62069,
            66.666667,
            62.711864,
            58.62069,
            66.666667
        ],
        [
            2.765449,
            7.808294,
            0.963477,
            1.230543,
            4.705793,
            0.315691
        ],
        [
            353248,
            353248,
            49303,
            31608930,
            31608930,
            2681249
        ],
        [
            -64253,
            -11675,
            -64253,
            -13044408,
            -2928125,
            -13044408
        ],
        [
            80,
            85,
            74,
            80,
            85,
            74
        ],
        [
            80,
            78,
            81,
            80,
            78,
            81
        ],
        [
            80,
            95,
            62,
            80,
            95,
            62
        ],
        [
            4742,
            2493,
            2249,
            4742,
            2493,
            2249
        ],
        [
            0,
            117.129142,
            0,
            0,
            117.129142,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -299729,
            -146420,
            -258392,
            -166663,
            669598,
            -578665
        ]
    ]
}
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": 1549281600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758207957907,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "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)