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Trade: XRP/USDT/15/DCL/PWMA/2617

Strategy
XRP/USDT/15/DCL/PWMA/2617
Pair
XRP_USDT
Interval
15m
Score
422762
Daily Profit
0.460258
Profit Factor
1.785968
Profitability
50.393701
Streak
4.429657
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-21 07:48
Expiration Time
2025-12-05 06:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 119860.3273 85307.2929 34553.0343 160186.0872 110416.2905 49769.7967
Total P&L (%) 119.8603 85.3073 34.553 160.1861 110.4163 49.7698
Avg Daily Profit (%) 0.4603 0.3276 0.1327 0.3679 0.2861 0.1552
Buy And Hold Return (%) 22.5719 22.5719 22.5719 22.5719 22.5719 22.5719
Max Trade Drawdown -26443 -25733 -11861 -51021 -39514 -21581
Profit Factor 1.786 1.8223 1.7086 1.5694 1.5964 1.5175
Total Trades 127 63 64 127 63 64
Winning Trades 64 30 34 64 30 34
Losing Trades 63 33 30 63 33 30
Profitability (%) 50.3937 47.619 53.125 50.3937 47.619 53.125
Ratio Avg Win / Avg Loss 1.7581 2.0046 1.5076 1.5449 1.7561 1.339
Largest Winning Trade 47366 47366 8317 77031 77031 16233
Largest Losing Trade -13753 -13753 -6583 -18889 -18889 -13057
Avg Bars in Trades 190 321 61 190 321 61
Avg Bars in Winners 237 432 64 237 432 64
Avg Bars in Losers 142 219 56 142 219 56
Bars Traded 24144 20232 3912 24144 20232 3912
Profit Streak 4.4297 18.4297 4.4297 4.4297 18.4297 4.4297
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422762 -138185 -162665 415243 -138002 -136861

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735930800000,
    "first_datapoint_time": 1736248500000,
    "last_datapoint_time": 1758429900000,
    "evaluation_time": 1758430122369,
    "expiration_time": 1764909900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 158,
            "offset": 196
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "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": [
        [
            119860.3272807315,
            85307.2929393231,
            34553.0343414085,
            160186.0872047286,
            110416.2904895274,
            49769.7967152013
        ],
        [
            119.860327,
            85.307293,
            34.553034,
            160.186087,
            110.41629,
            49.769797
        ],
        [
            0.460258,
            0.327576,
            0.132682,
            0.367861,
            0.286069,
            0.155227
        ],
        [
            22.571942,
            22.571942,
            22.571942,
            22.571942,
            22.571942,
            22.571942
        ],
        [
            -26443,
            -25733,
            -11861,
            -51021,
            -39514,
            -21581
        ],
        [
            1.785968,
            1.822327,
            1.708615,
            1.56943,
            1.596411,
            1.517491
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            50.393701,
            47.619048,
            53.125,
            50.393701,
            47.619048,
            53.125
        ],
        [
            1.758063,
            2.00456,
            1.507602,
            1.544908,
            1.756053,
            1.338963
        ],
        [
            47366,
            47366,
            8317,
            77031,
            77031,
            16233
        ],
        [
            -13753,
            -13753,
            -6583,
            -18889,
            -18889,
            -13057
        ],
        [
            190,
            321,
            61,
            190,
            321,
            61
        ],
        [
            237,
            432,
            64,
            237,
            432,
            64
        ],
        [
            142,
            219,
            56,
            142,
            219,
            56
        ],
        [
            24144,
            20232,
            3912,
            24144,
            20232,
            3912
        ],
        [
            4.429657,
            18.429657,
            4.429657,
            4.429657,
            18.429657,
            4.429657
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422762,
            -138185,
            -162665,
            415243,
            -138002,
            -136861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735930800000,
    "first_datapoint_time": 1736248500000,
    "last_datapoint_time": 1758429900000,
    "evaluation_time": 1758430122369,
    "expiration_time": 1764909900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 158,
            "offset": 196
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "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)