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Trade: XRP/USDT/360/SWMA/KCU/6938

Strategy
XRP/USDT/360/SWMA/KCU/6938
Pair
XRP_USDT
Interval
6h
Score
610709
Daily Profit
0.217406
Profit Factor
3.414209
Profitability
63.333333
Streak
128.948101
Best Strategy
Training Data Length
2505.500000
Evaluation Time
2025-10-05 13:45
Expiration Time
2025-12-19 11:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 972982.8514 801573.8954 171408.956 29940088.1311 22971912.7723 6968175.3589
Total P&L (%) 972.9829 801.5739 171.409 29940.0881 22971.9128 6968.1754
Avg Daily Profit (%) 0.3883 0.3199 0.0684 0.228 0.2174 0.1701
Buy And Hold Return (%) 746.5551 746.5551 746.5551 746.5551 746.5551 746.5551
Max Trade Drawdown -92278 -65577 -47596 -5987105 -3316142 -3171574
Profit Factor 4.8379 5.4141 3.3832 3.3008 3.4142 2.9922
Total Trades 61 30 31 61 30 31
Winning Trades 39 19 20 39 19 20
Losing Trades 22 11 11 22 11 11
Profitability (%) 63.9344 63.3333 64.5161 63.9344 63.3333 64.5161
Ratio Avg Win / Avg Loss 2.7291 3.1345 1.8607 1.862 1.9766 1.6457
Largest Winning Trade 339084 339084 40081 11950659 11950659 3509215
Largest Losing Trade -54726 -54726 -21318 -2713779 -2713779 -1150814
Avg Bars in Trades 159 247 74 159 247 74
Avg Bars in Winners 155 233 82 155 233 82
Avg Bars in Losers 165 271 59 165 271 59
Bars Traded 9709 7410 2299 9709 7410 2299
Profit Streak 117.4481 128.9481 117.4481 117.4481 128.9481 117.4481
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217330 -123440 -258491 -148648 610709 572508
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10022,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759661115915,
    "expiration_time": 1766138256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            972982.8513607692,
            801573.8953907497,
            171408.9559700199,
            29940088.131144382,
            22971912.772273447,
            6968175.358870934
        ],
        [
            972.982851,
            801.573895,
            171.408956,
            29940.088131,
            22971.912772,
            6968.175359
        ],
        [
            0.388339,
            0.319926,
            0.068413,
            0.227963,
            0.217406,
            0.170098
        ],
        [
            746.55506,
            746.55506,
            746.55506,
            746.55506,
            746.55506,
            746.55506
        ],
        [
            -92278,
            -65577,
            -47596,
            -5987105,
            -3316142,
            -3171574
        ],
        [
            4.837928,
            5.414117,
            3.38318,
            3.300774,
            3.414209,
            2.992185
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            63.934426,
            63.333333,
            64.516129,
            63.934426,
            63.333333,
            64.516129
        ],
        [
            2.729088,
            3.134489,
            1.860749,
            1.861975,
            1.976648,
            1.645702
        ],
        [
            339084,
            339084,
            40081,
            11950659,
            11950659,
            3509215
        ],
        [
            -54726,
            -54726,
            -21318,
            -2713779,
            -2713779,
            -1150814
        ],
        [
            159,
            247,
            74,
            159,
            247,
            74
        ],
        [
            155,
            233,
            82,
            155,
            233,
            82
        ],
        [
            165,
            271,
            59,
            165,
            271,
            59
        ],
        [
            9709,
            7410,
            2299,
            9709,
            7410,
            2299
        ],
        [
            117.448101,
            128.948101,
            117.448101,
            117.448101,
            128.948101,
            117.448101
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217330,
            -123440,
            -258491,
            -148648,
            610709,
            572508
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10022,
    "evaluation_days": 2505.5,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759661115915,
    "expiration_time": 1766138256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 162,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)