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Trade: XRP/USDT/720/PWMA/SINWMA/9805

Strategy
XRP/USDT/720/PWMA/SINWMA/9805
Pair
XRP_USDT
Interval
12h
Score
707304
Daily Profit
0.181822
Profit Factor
17.147646
Profitability
70.967742
Streak
89.637075
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 18:17
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 774265.5588 656795.4619 117470.0969 2815503.0231 9290880.9403 -6475377.9173
Total P&L (%) 774.2656 656.7955 117.4701 2815.503 9290.8809 -6475.3779
Avg Daily Profit (%) 0.3096 0.2627 0.047 0.135 0.1818 0
Buy And Hold Return (%) 751.626 751.626 751.626 751.626 751.626 751.626
Max Trade Drawdown -88392 -66203 -84351 -6801197 -447591 -7669896
Profit Factor 3.116 7.3411 1.4478 1.2756 17.1476 0.3283
Total Trades 63 31 32 63 31 32
Winning Trades 43 22 21 43 22 21
Losing Trades 20 9 11 20 9 11
Profitability (%) 68.254 70.9677 65.625 68.254 70.9677 65.625
Ratio Avg Win / Avg Loss 1.4493 3.0032 0.7584 0.5933 7.0149 0.172
Largest Winning Trade 156545 156545 47186 4920033 4920033 504485
Largest Losing Trade -84351 -44563 -84351 -6801197 -294272 -6801197
Avg Bars in Trades 74 77 72 74 77 72
Avg Bars in Winners 76 75 78 76 75 78
Avg Bars in Losers 71 83 61 71 83 61
Bars Traded 4717 2399 2318 4717 2399 2318
Profit Streak 85.6371 89.6371 85.6371 85.6371 89.6371 85.6371
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -290261 -145439 -294073 -164283 707304 -578226

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758554243257,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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": [
        [
            774265.5587587369,
            656795.4618748702,
            117470.0968838666,
            2815503.0230670855,
            9290880.940347072,
            -6475377.917279986
        ],
        [
            774.265559,
            656.795462,
            117.470097,
            2815.503023,
            9290.88094,
            -6475.377917
        ],
        [
            0.309644,
            0.262666,
            0.046979,
            0.134969,
            0.181822,
            0
        ],
        [
            751.625956,
            751.625956,
            751.625956,
            751.625956,
            751.625956,
            751.625956
        ],
        [
            -88392,
            -66203,
            -84351,
            -6801197,
            -447591,
            -7669896
        ],
        [
            3.116019,
            7.341104,
            1.447796,
            1.275597,
            17.147646,
            0.328324
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            68.253968,
            70.967742,
            65.625,
            68.253968,
            70.967742,
            65.625
        ],
        [
            1.449311,
            3.003179,
            0.758369,
            0.593301,
            7.014946,
            0.171979
        ],
        [
            156545,
            156545,
            47186,
            4920033,
            4920033,
            504485
        ],
        [
            -84351,
            -44563,
            -84351,
            -6801197,
            -294272,
            -6801197
        ],
        [
            74,
            77,
            72,
            74,
            77,
            72
        ],
        [
            76,
            75,
            78,
            76,
            75,
            78
        ],
        [
            71,
            83,
            61,
            71,
            83,
            61
        ],
        [
            4717,
            2399,
            2318,
            4717,
            2399,
            2318
        ],
        [
            85.637075,
            89.637075,
            85.637075,
            85.637075,
            89.637075,
            85.637075
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -290261,
            -145439,
            -294073,
            -164283,
            707304,
            -578226
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758554243257,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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)