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Trade: XRP/USDT/360/PWMA/SINWMA/3178

Strategy
XRP/USDT/360/PWMA/SINWMA/3178
Pair
XRP_USDT
Interval
6h
Score
460390
Daily Profit
0.181926
Profit Factor
1.767277
Profitability
57.758621
Streak
122.464033
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 20:08
Expiration Time
2025-12-07 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823460.9844 689278.7133 134182.2711 9311059.8384 13361019.4473 -4049959.6089
Total P&L (%) 823.461 689.2787 134.1823 9311.0598 13361.0194 -4049.9596
Avg Daily Profit (%) 0.3294 0.2757 0.0537 0.1819 0.1963 0
Buy And Hold Return (%) 789.7156 789.7156 789.7156 789.7156 789.7156 789.7156
Max Trade Drawdown -100617 -71531 -68634 -6647241 -1455074 -6647241
Profit Factor 2.6587 4.0952 1.4901 1.7673 5.6715 0.5634
Total Trades 116 58 58 116 58 58
Winning Trades 67 33 34 67 33 34
Losing Trades 49 25 24 49 25 24
Profitability (%) 57.7586 56.8966 58.6207 57.7586 56.8966 58.6207
Ratio Avg Win / Avg Loss 1.9444 3.1024 1.0519 1.2925 4.2966 0.3977
Largest Winning Trade 170325 170325 40487 7006840 7006840 917718
Largest Losing Trade -68634 -46914 -68634 -6647241 -1408251 -6647241
Avg Bars in Trades 83 91 74 83 91 74
Avg Bars in Winners 91 94 89 91 94 89
Avg Bars in Losers 71 87 54 71 87 54
Bars Traded 9638 5302 4336 9638 5302 4336
Profit Streak 122.464 122.464 124.714 122.464 122.464 124.714
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135603 -328557 -463759 460390 -162302 -758757

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547704800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758647292475,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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": [
        [
            823460.9844018541,
            689278.7133235099,
            134182.271078344,
            9311059.838357586,
            13361019.447306037,
            -4049959.6089484533
        ],
        [
            823.460984,
            689.278713,
            134.182271,
            9311.059838,
            13361.019447,
            -4049.959609
        ],
        [
            0.329351,
            0.275684,
            0.053668,
            0.181926,
            0.196268,
            0
        ],
        [
            789.715644,
            789.715644,
            789.715644,
            789.715644,
            789.715644,
            789.715644
        ],
        [
            -100617,
            -71531,
            -68634,
            -6647241,
            -1455074,
            -6647241
        ],
        [
            2.658689,
            4.095212,
            1.490144,
            1.767277,
            5.671523,
            0.563351
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            57.758621,
            56.896552,
            58.62069,
            57.758621,
            56.896552,
            58.62069
        ],
        [
            1.944414,
            3.102433,
            1.051866,
            1.292486,
            4.296609,
            0.39766
        ],
        [
            170325,
            170325,
            40487,
            7006840,
            7006840,
            917718
        ],
        [
            -68634,
            -46914,
            -68634,
            -6647241,
            -1408251,
            -6647241
        ],
        [
            83,
            91,
            74,
            83,
            91,
            74
        ],
        [
            91,
            94,
            89,
            91,
            94,
            89
        ],
        [
            71,
            87,
            54,
            71,
            87,
            54
        ],
        [
            9638,
            5302,
            4336,
            9638,
            5302,
            4336
        ],
        [
            122.464033,
            122.464033,
            124.714033,
            122.464033,
            122.464033,
            124.714033
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135603,
            -328557,
            -463759,
            460390,
            -162302,
            -758757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547704800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758647292475,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "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)