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Trade: XRP/USDT/720/PWMA/SMA/5196

Strategy
XRP/USDT/720/PWMA/SMA/5196
Pair
XRP_USDT
Interval
12h
Score
729607
Daily Profit
0.271727
Profit Factor
14.994424
Profitability
69.696970
Streak
94.852747
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 11:27
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 969325.0383 792211.7479 177113.2904 19602619.265 88737178.0975 -69134558.8326
Total P&L (%) 969.325 792.2117 177.1133 19602.6193 88737.1781 -69134.5588
Avg Daily Profit (%) 0.3874 0.3166 0.0708 0.2114 0.2717 0
Buy And Hold Return (%) 782.0336 782.0336 782.0336 782.0336 782.0336 782.0336
Max Trade Drawdown -108802 -67243 -91227 -88211053 -3011601 -85622611
Profit Factor 4.1717 7.7617 1.9398 1.2054 14.9944 0.2239
Total Trades 66 33 33 66 33 33
Winning Trades 47 23 24 47 23 24
Losing Trades 19 10 9 19 10 9
Profitability (%) 71.2121 69.697 72.7273 71.2121 69.697 72.7273
Ratio Avg Win / Avg Loss 1.6864 3.3747 0.7274 0.4873 6.5193 0.084
Largest Winning Trade 164082 164082 58803 61897564 61897564 5786530
Largest Losing Trade -85215 -37267 -85215 -84892858 -2588441 -84892858
Avg Bars in Trades 69 71 67 69 71 67
Avg Bars in Winners 72 75 69 72 75 69
Avg Bars in Losers 61 62 60 61 62 60
Bars Traded 4582 2368 2214 4582 2368 2214
Profit Streak 89.8527 94.8527 0 89.8527 94.8527 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -199633 -141078 -260371 -119217 729607 -577856

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550577600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702477337,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 187,
            "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": [
        [
            969325.0383410878,
            792211.7479465216,
            177113.2903945663,
            19602619.26497882,
            88737178.097542,
            -69134558.83256318
        ],
        [
            969.325038,
            792.211748,
            177.11329,
            19602.619265,
            88737.178098,
            -69134.558833
        ],
        [
            0.38742,
            0.316631,
            0.070789,
            0.211388,
            0.271727,
            0
        ],
        [
            782.033625,
            782.033625,
            782.033625,
            782.033625,
            782.033625,
            782.033625
        ],
        [
            -108802,
            -67243,
            -91227,
            -88211053,
            -3011601,
            -85622611
        ],
        [
            4.17165,
            7.7617,
            1.939792,
            1.20544,
            14.994424,
            0.223875
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            71.212121,
            69.69697,
            72.727273,
            71.212121,
            69.69697,
            72.727273
        ],
        [
            1.686412,
            3.374652,
            0.727422,
            0.487306,
            6.519315,
            0.083953
        ],
        [
            164082,
            164082,
            58803,
            61897564,
            61897564,
            5786530
        ],
        [
            -85215,
            -37267,
            -85215,
            -84892858,
            -2588441,
            -84892858
        ],
        [
            69,
            71,
            67,
            69,
            71,
            67
        ],
        [
            72,
            75,
            69,
            72,
            75,
            69
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            4582,
            2368,
            2214,
            4582,
            2368,
            2214
        ],
        [
            89.852747,
            94.852747,
            0,
            89.852747,
            94.852747,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -199633,
            -141078,
            -260371,
            -119217,
            729607,
            -577856
        ]
    ]
}
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": 1550577600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702477337,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 187,
            "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)