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Trade: XRP/USDT/480/PWMA/DCM/7109

Strategy
XRP/USDT/480/PWMA/DCM/7109
Pair
XRP_USDT
Interval
8h
Score
387934
Daily Profit
0.164727
Profit Factor
1.424040
Profitability
53.913043
Streak
189.828260
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 22:52
Expiration Time
2025-11-24 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 804200.9028 712687.6543 91513.2485 6027283.0896 9121377.2214 -3094094.1318
Total P&L (%) 804.2009 712.6877 91.5132 6027.2831 9121.3772 -3094.0941
Avg Daily Profit (%) 0.3216 0.285 0.0366 0.1647 0.1811 0
Buy And Hold Return (%) 818.8705 818.8705 818.8705 818.8705 818.8705 818.8705
Max Trade Drawdown -110825 -91359 -90217 -3841202 -2117554 -5324079
Profit Factor 2.4308 3.7389 1.3032 1.424 2.6141 0.6387
Total Trades 115 57 58 115 57 58
Winning Trades 62 32 30 62 32 30
Losing Trades 53 25 28 53 25 28
Profitability (%) 53.913 56.1404 51.7241 53.913 56.1404 51.7241
Ratio Avg Win / Avg Loss 2.078 2.921 1.2163 1.2173 2.0423 0.5961
Largest Winning Trade 160639 160639 62207 4461331 4461331 615410
Largest Losing Trade -67199 -36206 -67199 -2477658 -943895 -2477658
Avg Bars in Trades 61 74 49 61 74 49
Avg Bars in Winners 74 82 65 74 82 65
Avg Bars in Losers 46 63 31 46 63 31
Bars Traded 7076 4229 2847 7076 4229 2847
Profit Streak 189.8283 198.1616 189.8283 189.8283 198.1616 189.8283
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149870 -328426 -488538 387934 -165421 -759636

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541520000000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757533961661,
    "expiration_time": 1764000864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "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": [
        [
            804200.9028367513,
            712687.6543013692,
            91513.2485353821,
            6027283.089642875,
            9121377.221431995,
            -3094094.1317891236
        ],
        [
            804.200903,
            712.687654,
            91.513249,
            6027.28309,
            9121.377221,
            -3094.094132
        ],
        [
            0.321638,
            0.285037,
            0.0366,
            0.164727,
            0.181104,
            0
        ],
        [
            818.870545,
            818.870545,
            818.870545,
            818.870545,
            818.870545,
            818.870545
        ],
        [
            -110825,
            -91359,
            -90217,
            -3841202,
            -2117554,
            -5324079
        ],
        [
            2.430836,
            3.738886,
            1.303186,
            1.42404,
            2.614122,
            0.638665
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            53.913043,
            56.140351,
            51.724138,
            53.913043,
            56.140351,
            51.724138
        ],
        [
            2.077972,
            2.921005,
            1.216306,
            1.217325,
            2.042282,
            0.596087
        ],
        [
            160639,
            160639,
            62207,
            4461331,
            4461331,
            615410
        ],
        [
            -67199,
            -36206,
            -67199,
            -2477658,
            -943895,
            -2477658
        ],
        [
            61,
            74,
            49,
            61,
            74,
            49
        ],
        [
            74,
            82,
            65,
            74,
            82,
            65
        ],
        [
            46,
            63,
            31,
            46,
            63,
            31
        ],
        [
            7076,
            4229,
            2847,
            7076,
            4229,
            2847
        ],
        [
            189.82826,
            198.161593,
            189.82826,
            189.82826,
            198.161593,
            189.82826
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149870,
            -328426,
            -488538,
            387934,
            -165421,
            -759636
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541520000000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757533961661,
    "expiration_time": 1764000864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "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)