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Trade: XRP/USDT/480/PWMA/MIDPRICE/5540

Strategy
XRP/USDT/480/PWMA/MIDPRICE/5540
Pair
XRP_USDT
Interval
8h
Score
585167
Daily Profit
0.162811
Profit Factor
3.986095
Profitability
53.846154
Streak
155.181536
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-23 23:21
Expiration Time
2025-12-07 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755444.2938 676242.0092 79202.2846 5791403.7414 5750549.7013 40854.04
Total P&L (%) 755.4443 676.242 79.2023 5791.4037 5750.5497 40.854
Avg Daily Profit (%) 0.302 0.2704 0.0317 0.1631 0.1628 0.0137
Buy And Hold Return (%) 817.8192 817.8192 817.8192 817.8192 817.8192 817.8192
Max Trade Drawdown -95182 -55476 -73411 -1315749 -887555 -982388
Profit Factor 3.144 6.069 1.3617 2.3461 3.9861 1.0172
Total Trades 78 39 39 78 39 39
Winning Trades 44 21 23 44 21 23
Losing Trades 34 18 16 34 18 16
Profitability (%) 56.4103 53.8462 58.9744 56.4103 53.8462 58.9744
Ratio Avg Win / Avg Loss 2.4295 5.202 0.9473 1.8129 3.4167 0.7076
Largest Winning Trade 315430 315430 52035 3305604 3305604 619457
Largest Losing Trade -31238 -19185 -31238 -700808 -700808 -456557
Avg Bars in Trades 88 106 70 88 106 70
Avg Bars in Winners 96 113 80 96 113 80
Avg Bars in Losers 77 97 55 77 97 55
Bars Traded 6881 4151 2730 6881 4151 2730
Profit Streak 147.5149 155.1815 147.5149 147.5149 155.1815 147.5149
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -187177 -147127 -315813 -24126 585167 -541849

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758658884719,
    "expiration_time": 1765126656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            755444.293834512,
            676242.0092131331,
            79202.2846213787,
            5791403.741380257,
            5750549.701342088,
            40854.0400381687
        ],
        [
            755.444294,
            676.242009,
            79.202285,
            5791.403741,
            5750.549701,
            40.85404
        ],
        [
            0.302017,
            0.270353,
            0.031664,
            0.163089,
            0.162811,
            0.013696
        ],
        [
            817.819234,
            817.819234,
            817.819234,
            817.819234,
            817.819234,
            817.819234
        ],
        [
            -95182,
            -55476,
            -73411,
            -1315749,
            -887555,
            -982388
        ],
        [
            3.14401,
            6.068957,
            1.361749,
            2.346121,
            3.986095,
            1.017191
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            56.410256,
            53.846154,
            58.974359,
            56.410256,
            53.846154,
            58.974359
        ],
        [
            2.429462,
            5.201964,
            0.947304,
            1.812912,
            3.416653,
            0.707611
        ],
        [
            315430,
            315430,
            52035,
            3305604,
            3305604,
            619457
        ],
        [
            -31238,
            -19185,
            -31238,
            -700808,
            -700808,
            -456557
        ],
        [
            88,
            106,
            70,
            88,
            106,
            70
        ],
        [
            96,
            113,
            80,
            96,
            113,
            80
        ],
        [
            77,
            97,
            55,
            77,
            97,
            55
        ],
        [
            6881,
            4151,
            2730,
            6881,
            4151,
            2730
        ],
        [
            147.514869,
            155.181536,
            147.514869,
            147.514869,
            155.181536,
            147.514869
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187177,
            -147127,
            -315813,
            -24126,
            585167,
            -541849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549670400000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758658884719,
    "expiration_time": 1765126656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)