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Trade: XRP/USDT/240/PWMA/ALMA/8738

Strategy
XRP/USDT/240/PWMA/ALMA/8738
Pair
XRP_USDT
Interval
4h
Score
384857
Daily Profit
0.151612
Profit Factor
1.716832
Profitability
55.063291
Streak
26.607708
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-20 17:35
Expiration Time
2025-12-04 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667172.6322 618726.1394 48446.4928 1380696.0822 4309804.477 -2929108.3948
Total P&L (%) 667.1726 618.7261 48.4465 1380.6961 4309.8045 -2929.1084
Avg Daily Profit (%) 0.2669 0.2476 0.0194 0.1079 0.1516 0
Buy And Hold Return (%) 697.3437 697.3437 697.3437 697.3437 697.3437 697.3437
Max Trade Drawdown -114965 -45928 -141489 -4692937 -1334853 -4826220
Profit Factor 1.6048 2.4543 1.0715 1.0801 1.7168 0.7389
Total Trades 316 158 158 316 158 158
Winning Trades 173 87 86 173 87 86
Losing Trades 143 71 72 143 71 72
Profitability (%) 54.7468 55.0633 54.4304 54.7468 55.0633 54.4304
Ratio Avg Win / Avg Loss 1.3265 2.0029 0.8971 0.8928 1.4011 0.6186
Largest Winning Trade 132077 132077 55954 1076835 1076835 512191
Largest Losing Trade -72990 -25410 -72990 -3342348 -1104815 -3342348
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 47 47 48 47 47 48
Avg Bars in Losers 44 40 49 44 40 49
Bars Traded 14717 6997 7721 14717 6997 7721
Profit Streak 0 26.6077 0 0 26.6077 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 -152973 -151186 -475450 -187335 384857 -579931

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378906009,
    "expiration_time": 1764847872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 104,
            "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": [
        [
            667172.6322220952,
            618726.1393956607,
            48446.4928264344,
            1380696.082208732,
            4309804.476975696,
            -2929108.394766962
        ],
        [
            667.172632,
            618.726139,
            48.446493,
            1380.696082,
            4309.804477,
            -2929.108395
        ],
        [
            0.266941,
            0.247557,
            0.019384,
            0.107891,
            0.151612,
            0
        ],
        [
            697.343708,
            697.343708,
            697.343708,
            697.343708,
            697.343708,
            697.343708
        ],
        [
            -114965,
            -45928,
            -141489,
            -4692937,
            -1334853,
            -4826220
        ],
        [
            1.604796,
            2.454313,
            1.071487,
            1.080135,
            1.716832,
            0.738877
        ],
        [
            316,
            158,
            158,
            316,
            158,
            158
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            54.746835,
            55.063291,
            54.43038,
            54.746835,
            55.063291,
            54.43038
        ],
        [
            1.326508,
            2.002945,
            0.897059,
            0.892828,
            1.401092,
            0.618595
        ],
        [
            132077,
            132077,
            55954,
            1076835,
            1076835,
            512191
        ],
        [
            -72990,
            -25410,
            -72990,
            -3342348,
            -1104815,
            -3342348
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            47,
            47,
            48,
            47,
            47,
            48
        ],
        [
            44,
            40,
            49,
            44,
            40,
            49
        ],
        [
            14717,
            6997,
            7721,
            14717,
            6997,
            7721
        ],
        [
            0,
            26.607708,
            0,
            0,
            26.607708,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152973,
            -151186,
            -475450,
            -187335,
            384857,
            -579931
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545177600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378906009,
    "expiration_time": 1764847872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 104,
            "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)