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Trade: XRP/USDT/720/PWMA/T3/6493

Strategy
XRP/USDT/720/PWMA/T3/6493
Pair
XRP_USDT
Interval
12h
Score
718422
Daily Profit
0.263276
Profit Factor
5.814587
Profitability
65.714286
Streak
110.940436
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:34
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1050250.1268 849719.598 200530.5288 65711091.7001 71658348.6058 -5947256.9057
Total P&L (%) 1050.2501 849.7196 200.5305 65711.0917 71658.3486 -5947.2569
Avg Daily Profit (%) 0.4199 0.3398 0.0802 0.2598 0.2633 0
Buy And Hold Return (%) 802.1052 802.1052 802.1052 802.1052 802.1052 802.1052
Max Trade Drawdown -54634 -46255 -51307 -18107279 -8078700 -14006915
Profit Factor 5.1301 8.5748 2.411 2.8538 5.8146 0.7108
Total Trades 70 35 35 70 35 35
Winning Trades 47 23 24 47 23 24
Losing Trades 23 12 11 23 12 11
Profitability (%) 67.1429 65.7143 68.5714 67.1429 65.7143 68.5714
Ratio Avg Win / Avg Loss 2.5105 4.4738 1.1051 1.3966 3.0337 0.3258
Largest Winning Trade 355757 355757 44068 58936417 58936417 4183284
Largest Losing Trade -35141 -17392 -35141 -10587474 -6884210 -10587474
Avg Bars in Trades 69 70 67 69 70 67
Avg Bars in Winners 68 70 67 68 70 67
Avg Bars in Losers 69 71 66 69 71 66
Bars Traded 4831 2469 2362 4831 2469 2362
Profit Streak 0 110.9404 0 0 110.9404 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147999 -126563 -245797 -83391 718422 -578380

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623653693,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 134,
            "offset": 0,
            "a": 0.77166
        }
    }
}
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": [
        [
            1050250.1267955722,
            849719.5980119967,
            200530.5287835753,
            65711091.700132966,
            71658348.60584456,
            -5947256.905711575
        ],
        [
            1050.250127,
            849.719598,
            200.530529,
            65711.0917,
            71658.348606,
            -5947.256906
        ],
        [
            0.419932,
            0.339752,
            0.08018,
            0.259808,
            0.263276,
            0
        ],
        [
            802.105197,
            802.105197,
            802.105197,
            802.105197,
            802.105197,
            802.105197
        ],
        [
            -54634,
            -46255,
            -51307,
            -18107279,
            -8078700,
            -14006915
        ],
        [
            5.130092,
            8.574781,
            2.411047,
            2.85383,
            5.814587,
            0.710772
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            67.142857,
            65.714286,
            68.571429,
            67.142857,
            65.714286,
            68.571429
        ],
        [
            2.510471,
            4.473799,
            1.105063,
            1.396555,
            3.033697,
            0.325771
        ],
        [
            355757,
            355757,
            44068,
            58936417,
            58936417,
            4183284
        ],
        [
            -35141,
            -17392,
            -35141,
            -10587474,
            -6884210,
            -10587474
        ],
        [
            69,
            70,
            67,
            69,
            70,
            67
        ],
        [
            68,
            70,
            67,
            68,
            70,
            67
        ],
        [
            69,
            71,
            66,
            69,
            71,
            66
        ],
        [
            4831,
            2469,
            2362,
            4831,
            2469,
            2362
        ],
        [
            0,
            110.940436,
            0,
            0,
            110.940436,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147999,
            -126563,
            -245797,
            -83391,
            718422,
            -578380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623653693,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 134,
            "offset": 0,
            "a": 0.77166
        }
    }
}

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)