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Trade: XRP/USDT/720/HL2/PWMA/4535

Strategy
XRP/USDT/720/HL2/PWMA/4535
Pair
XRP_USDT
Interval
12h
Score
494624
Daily Profit
0.157818
Profit Factor
1.897298
Profitability
75.280899
Streak
333.574963
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 16:47
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -442152.8612 117010.1529 -559163.0142 5057955.6694 2941583.5148 2116372.1546
Total P&L (%) -442.1529 117.0102 -559.163 5057.9557 2941.5835 2116.3722
Avg Daily Profit (%) -0.1768 0.0468 -0.2236 0.1578 0.1367 0.124
Buy And Hold Return (%) 555.2267 555.2267 555.2267 555.2267 555.2267 555.2267
Max Trade Drawdown -722911 -53343 -685053 -3637093 -648182 -4333426
Profit Factor 0.4896 2.2165 0.274 1.8973 4.2851 1.4464
Total Trades 89 45 44 89 45 44
Winning Trades 67 33 34 67 35 32
Losing Trades 22 12 10 22 10 12
Profitability (%) 75.2809 73.3333 77.2727 75.2809 77.7778 72.7273
Ratio Avg Win / Avg Loss 0.1608 0.806 0.0806 0.623 1.2243 0.5424
Largest Winning Trade 44041 44041 27024 4737427 1174456 4737427
Largest Losing Trade -384550 -42330 -384550 -3317124 -526646 -3317124
Avg Bars in Trades 49 44 54 49 44 54
Avg Bars in Winners 16 18 15 39 38 40
Avg Bars in Losers 147 114 187 77 62 90
Bars Traded 4378 1985 2393 4378 1985 2393
Profit Streak 152.575 384.075 152.575 333.575 333.575 336.075
Trades During Streak 7 6 3 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575512 -290261 -575832 494624 -113 -25778

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894476824,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 192
        }
    }
}
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": [
        [
            -442152.8612376935,
            117010.1529149584,
            -559163.0141526519,
            5057955.669436534,
            2941583.5148188844,
            2116372.154617649
        ],
        [
            -442.152861,
            117.010153,
            -559.163014,
            5057.955669,
            2941.583515,
            2116.372155
        ],
        [
            -0.176826,
            0.046795,
            -0.22362,
            0.157818,
            0.136665,
            0.12399
        ],
        [
            555.226665,
            555.226665,
            555.226665,
            555.226665,
            555.226665,
            555.226665
        ],
        [
            -722911,
            -53343,
            -685053,
            -3637093,
            -648182,
            -4333426
        ],
        [
            0.489632,
            2.216534,
            0.273964,
            1.897298,
            4.285117,
            1.446356
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            67,
            33,
            34,
            67,
            35,
            32
        ],
        [
            22,
            12,
            10,
            22,
            10,
            12
        ],
        [
            75.280899,
            73.333333,
            77.272727,
            75.280899,
            77.777778,
            72.727273
        ],
        [
            0.160775,
            0.806012,
            0.080578,
            0.622993,
            1.224319,
            0.542383
        ],
        [
            44041,
            44041,
            27024,
            4737427,
            1174456,
            4737427
        ],
        [
            -384550,
            -42330,
            -384550,
            -3317124,
            -526646,
            -3317124
        ],
        [
            49,
            44,
            54,
            49,
            44,
            54
        ],
        [
            16,
            18,
            15,
            39,
            38,
            40
        ],
        [
            147,
            114,
            187,
            77,
            62,
            90
        ],
        [
            4378,
            1985,
            2393,
            4378,
            1985,
            2393
        ],
        [
            152.574963,
            384.074963,
            152.574963,
            333.574963,
            333.574963,
            336.074963
        ],
        [
            7,
            6,
            3,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575512,
            -290261,
            -575832,
            494624,
            -113,
            -25778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1559520000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894476824,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 192
        }
    }
}

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)