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Trade: XRP/USDT/720/FWMA/ALMA/9346

Strategy
XRP/USDT/720/FWMA/ALMA/9346
Pair
XRP_USDT
Interval
12h
Score
795685
Daily Profit
0.177784
Profit Factor
10.801359
Profitability
83.783784
Streak
1101.221619
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 08:19
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 349597.8371 437222.2216 -87624.3845 -26811496.4823 8398196.1761 -35209692.6583
Total P&L (%) 349.5978 437.2222 -87.6244 -26811.4965 8398.1962 -35209.6927
Avg Daily Profit (%) 0.1398 0.1748 -0.035 0 0.1778 0
Buy And Hold Return (%) 814.394 814.394 814.394 814.394 814.394 814.394
Max Trade Drawdown -301598 -58262 -299392 -41012663 -744020 -41012663
Profit Factor 1.725 5.9772 0.7778 0.3676 10.8014 0.1523
Total Trades 73 37 36 73 37 36
Winning Trades 60 30 30 61 31 30
Losing Trades 13 7 6 12 6 6
Profitability (%) 82.1918 81.0811 83.3333 83.5616 83.7838 83.3333
Ratio Avg Win / Avg Loss 0.3738 1.3947 0.1556 0.0723 2.0906 0.0305
Largest Winning Trade 124568 124568 42254 2763836 2763836 1761680
Largest Losing Trade -299392 -47472 -299392 -41012663 -614194 -41012663
Avg Bars in Trades 63 63 62 63 63 62
Avg Bars in Winners 36 32 40 38 37 40
Avg Bars in Losers 186 198 172 185 199 172
Bars Traded 4603 2359 2244 4603 2359 2244
Profit Streak 0 0 0 180.2216 1101.2216 0
Trades During Streak 0 0 0 1 14 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -243612 -146972 -576567 -651957 795685 -576567

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758604747925,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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": [
        [
            349597.8371163573,
            437222.2215788551,
            -87624.3844624977,
            -26811496.4822714,
            8398196.176069139,
            -35209692.658340536
        ],
        [
            349.597837,
            437.222222,
            -87.624384,
            -26811.496482,
            8398.196176,
            -35209.692658
        ],
        [
            0.139783,
            0.174819,
            -0.035036,
            0,
            0.177784,
            0
        ],
        [
            814.394012,
            814.394012,
            814.394012,
            814.394012,
            814.394012,
            814.394012
        ],
        [
            -301598,
            -58262,
            -299392,
            -41012663,
            -744020,
            -41012663
        ],
        [
            1.725019,
            5.9772,
            0.777798,
            0.367563,
            10.801359,
            0.152332
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            60,
            30,
            30,
            61,
            31,
            30
        ],
        [
            13,
            7,
            6,
            12,
            6,
            6
        ],
        [
            82.191781,
            81.081081,
            83.333333,
            83.561644,
            83.783784,
            83.333333
        ],
        [
            0.373754,
            1.39468,
            0.15556,
            0.072308,
            2.090586,
            0.030466
        ],
        [
            124568,
            124568,
            42254,
            2763836,
            2763836,
            1761680
        ],
        [
            -299392,
            -47472,
            -299392,
            -41012663,
            -614194,
            -41012663
        ],
        [
            63,
            63,
            62,
            63,
            63,
            62
        ],
        [
            36,
            32,
            40,
            38,
            37,
            40
        ],
        [
            186,
            198,
            172,
            185,
            199,
            172
        ],
        [
            4603,
            2359,
            2244,
            4603,
            2359,
            2244
        ],
        [
            0,
            0,
            0,
            180.221619,
            1101.221619,
            0
        ],
        [
            0,
            0,
            0,
            1,
            14,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -243612,
            -146972,
            -576567,
            -651957,
            795685,
            -576567
        ]
    ]
}
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": 1552564800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758604747925,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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)