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Trade: XRP/USDT/720/PWMA/DCM/9882

Strategy
XRP/USDT/720/PWMA/DCM/9882
Pair
XRP_USDT
Interval
12h
Score
733224
Daily Profit
0.259323
Profit Factor
5.375711
Profitability
68.421053
Streak
129.738901
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 08:44
Expiration Time
2025-12-08 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 980384.3988 806215.3809 174169.0179 26002245.2436 65087601.9866 -39085356.743
Total P&L (%) 980.3844 806.2154 174.169 26002.2452 65087.602 -39085.3567
Avg Daily Profit (%) 0.3918 0.3222 0.0696 0.2227 0.2593 0
Buy And Hold Return (%) 855.5735 855.5735 855.5735 855.5735 855.5735 855.5735
Max Trade Drawdown -72407 -71214 -78230 -50442526 -7117169 -52555070
Profit Factor 3.7847 6.0223 1.9093 1.3354 5.3757 0.3761
Total Trades 76 38 38 76 38 38
Winning Trades 54 26 28 54 26 28
Losing Trades 22 12 10 22 12 10
Profitability (%) 71.0526 68.4211 73.6842 71.0526 68.4211 73.6842
Ratio Avg Win / Avg Loss 1.5419 2.7795 0.6819 0.5441 2.4811 0.1343
Largest Winning Trade 168292 168292 67039 41837538 41837538 2739635
Largest Losing Trade -72407 -46156 -72407 -50442526 -6978122 -50442526
Avg Bars in Trades 60 72 47 60 72 47
Avg Bars in Winners 65 71 59 65 71 59
Avg Bars in Losers 47 75 14 47 75 14
Bars Traded 4587 2773 1814 4587 2773 1814
Profit Streak 74.7389 129.7389 0 74.7389 129.7389 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154024 -144415 -261837 -43347 733224 -577694

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692641047,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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": [
        [
            980384.3988374737,
            806215.3808960116,
            174169.0179414621,
            26002245.243582968,
            65087601.986583106,
            -39085356.74300014
        ],
        [
            980.384399,
            806.215381,
            174.169018,
            26002.245244,
            65087.601987,
            -39085.356743
        ],
        [
            0.39184,
            0.322228,
            0.069612,
            0.222654,
            0.259323,
            0
        ],
        [
            855.573479,
            855.573479,
            855.573479,
            855.573479,
            855.573479,
            855.573479
        ],
        [
            -72407,
            -71214,
            -78230,
            -50442526,
            -7117169,
            -52555070
        ],
        [
            3.784651,
            6.022261,
            1.909314,
            1.335439,
            5.375711,
            0.376056
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            71.052632,
            68.421053,
            73.684211,
            71.052632,
            68.421053,
            73.684211
        ],
        [
            1.541895,
            2.779505,
            0.681898,
            0.544068,
            2.481097,
            0.134306
        ],
        [
            168292,
            168292,
            67039,
            41837538,
            41837538,
            2739635
        ],
        [
            -72407,
            -46156,
            -72407,
            -50442526,
            -6978122,
            -50442526
        ],
        [
            60,
            72,
            47,
            60,
            72,
            47
        ],
        [
            65,
            71,
            59,
            65,
            71,
            59
        ],
        [
            47,
            75,
            14,
            47,
            75,
            14
        ],
        [
            4587,
            2773,
            1814,
            4587,
            2773,
            1814
        ],
        [
            74.738901,
            129.738901,
            0,
            74.738901,
            129.738901,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154024,
            -144415,
            -261837,
            -43347,
            733224,
            -577694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758692641047,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 197,
            "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)