← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XRP/USDT/720/PWMA/MIDPRICE/6946

Strategy
XRP/USDT/720/PWMA/MIDPRICE/6946
Pair
XRP_USDT
Interval
12h
Score
402891
Daily Profit
0.179842
Profit Factor
2.582079
Profitability
44.444444
Streak
120.842148
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 23:12
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878393.1564 777195.9532 101197.2032 6317394.1834 8862137.1452 -2544742.9618
Total P&L (%) 878.3932 777.196 101.1972 6317.3942 8862.1371 -2544.743
Avg Daily Profit (%) 0.3511 0.3106 0.0404 0.1665 0.1798 0
Buy And Hold Return (%) 799.657 799.657 799.657 799.657 799.657 799.657
Max Trade Drawdown -131081 -50365 -111094 -7823819 -3133149 -7953260
Profit Factor 3.2781 6.0366 1.4376 1.3925 2.5821 0.7575
Total Trades 73 36 37 73 36 37
Winning Trades 34 16 18 34 16 18
Losing Trades 39 20 19 39 20 19
Profitability (%) 46.5753 44.4444 48.6486 46.5753 44.4444 48.6486
Ratio Avg Win / Avg Loss 3.7602 7.5457 1.5175 1.5973 3.2276 0.7995
Largest Winning Trade 332246 332246 55328 4625285 4625285 2439156
Largest Losing Trade -69728 -23157 -69728 -4164994 -1488920 -4164994
Avg Bars in Trades 64 76 51 64 76 51
Avg Bars in Winners 84 97 72 84 97 72
Avg Bars in Losers 46 60 32 46 60 32
Bars Traded 4679 2764 1915 4679 2764 1915
Profit Streak 83.3421 120.8421 83.3421 83.3421 120.8421 83.3421
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -196196 -149863 -302581 -67136 402891 -580740
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176761552,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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": [
        [
            878393.156419842,
            777195.9531763173,
            101197.2032435249,
            6317394.183352564,
            8862137.145153884,
            -2544742.9618013166
        ],
        [
            878.393156,
            777.195953,
            101.197203,
            6317.394183,
            8862.137145,
            -2544.742962
        ],
        [
            0.351076,
            0.31063,
            0.040447,
            0.166469,
            0.179842,
            0
        ],
        [
            799.657,
            799.657,
            799.657,
            799.657,
            799.657,
            799.657
        ],
        [
            -131081,
            -50365,
            -111094,
            -7823819,
            -3133149,
            -7953260
        ],
        [
            3.278147,
            6.036584,
            1.437584,
            1.392532,
            2.582079,
            0.757467
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            46.575342,
            44.444444,
            48.648649,
            46.575342,
            44.444444,
            48.648649
        ],
        [
            3.760227,
            7.54573,
            1.51745,
            1.597316,
            3.227599,
            0.799549
        ],
        [
            332246,
            332246,
            55328,
            4625285,
            4625285,
            2439156
        ],
        [
            -69728,
            -23157,
            -69728,
            -4164994,
            -1488920,
            -4164994
        ],
        [
            64,
            76,
            51,
            64,
            76,
            51
        ],
        [
            84,
            97,
            72,
            84,
            97,
            72
        ],
        [
            46,
            60,
            32,
            46,
            60,
            32
        ],
        [
            4679,
            2764,
            1915,
            4679,
            2764,
            1915
        ],
        [
            83.342147,
            120.842148,
            83.342148,
            83.342148,
            120.842148,
            83.342148
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -196196,
            -149863,
            -302581,
            -67136,
            402891,
            -580740
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176761552,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 180,
            "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)