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Trade: XRP/USDT/720/PWMA/VWMA/9806

Strategy
XRP/USDT/720/PWMA/VWMA/9806
Pair
XRP_USDT
Interval
12h
Score
376396
Daily Profit
0.238794
Profit Factor
1.447138
Profitability
56.435644
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 23:14
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1047496.3022 853960.4566 193535.8456 38813384.2246 66992037.8468 -28178653.6222
Total P&L (%) 1047.4963 853.9605 193.5358 38813.3842 66992.0378 -28178.6536
Avg Daily Profit (%) 0.4189 0.3415 0.0774 0.2388 0.2606 0
Buy And Hold Return (%) 846.9294 846.9294 846.9294 846.9294 846.9294 846.9294
Max Trade Drawdown -88626 -32025 -99562 -34126199 -9128894 -54655167
Profit Factor 3.9315 6.7515 1.9267 1.4471 4.2177 0.573
Total Trades 101 50 51 101 50 51
Winning Trades 57 26 31 57 26 31
Losing Trades 44 24 20 44 24 20
Profitability (%) 56.4356 52 60.7843 56.4356 52 60.7843
Ratio Avg Win / Avg Loss 3.0349 6.2322 1.243 1.1171 3.8933 0.3696
Largest Winning Trade 324430 324430 37654 42262133 42262133 4306084
Largest Losing Trade -65432 -23193 -65432 -30401081 -4117599 -30401081
Avg Bars in Trades 47 56 39 47 56 39
Avg Bars in Winners 57 71 45 57 71 45
Avg Bars in Losers 35 39 31 35 39 31
Bars Traded 4835 2809 2026 4835 2809 2026
Profit Streak 0 107.3437 0 0 107.3437 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74078 -324653 -431495 376396 -163457 -759435

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757708092372,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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": [
        [
            1047496.3021861822,
            853960.4566151461,
            193535.8455710358,
            38813384.22456204,
            66992037.84677732,
            -28178653.622215293
        ],
        [
            1047.496302,
            853.960457,
            193.535846,
            38813.384225,
            66992.037847,
            -28178.653622
        ],
        [
            0.418915,
            0.341516,
            0.077399,
            0.238794,
            0.260633,
            0
        ],
        [
            846.929423,
            846.929423,
            846.929423,
            846.929423,
            846.929423,
            846.929423
        ],
        [
            -88626,
            -32025,
            -99562,
            -34126199,
            -9128894,
            -54655167
        ],
        [
            3.931528,
            6.751541,
            1.926692,
            1.447138,
            4.217745,
            0.57295
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            56.435644,
            52,
            60.784314,
            56.435644,
            52,
            60.784314
        ],
        [
            3.034864,
            6.232192,
            1.243027,
            1.117089,
            3.893303,
            0.369645
        ],
        [
            324430,
            324430,
            37654,
            42262133,
            42262133,
            4306084
        ],
        [
            -65432,
            -23193,
            -65432,
            -30401081,
            -4117599,
            -30401081
        ],
        [
            47,
            56,
            39,
            47,
            56,
            39
        ],
        [
            57,
            71,
            45,
            57,
            71,
            45
        ],
        [
            35,
            39,
            31,
            35,
            39,
            31
        ],
        [
            4835,
            2809,
            2026,
            4835,
            2809,
            2026
        ],
        [
            0,
            107.343662,
            0,
            0,
            107.343662,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74078,
            -324653,
            -431495,
            376396,
            -163457,
            -759435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757708092372,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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)