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Trade: XRP/USDT/240/PWMA/DCM/1131

Strategy
XRP/USDT/240/PWMA/DCM/1131
Pair
XRP_USDT
Interval
4h
Score
464561
Daily Profit
0.166335
Profit Factor
1.771695
Profitability
51.794872
Streak
26.895452
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-21 16:29
Expiration Time
2025-12-05 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 982822.7718 871987.8152 110834.9567 6267541.4296 5144565.5461 1122975.8835
Total P&L (%) 982.8228 871.9878 110.835 6267.5414 5144.5655 1122.9759
Avg Daily Profit (%) 0.3932 0.3489 0.0443 0.1663 0.1586 0.1002
Buy And Hold Return (%) 718.9927 718.9927 718.9927 718.9927 718.9927 718.9927
Max Trade Drawdown -103849 -96875 -75618 -4080528 -2367250 -1840575
Profit Factor 2.2648 3.1506 1.2982 1.7717 2.0485 1.3493
Total Trades 195 97 98 195 97 98
Winning Trades 101 49 52 101 49 52
Losing Trades 94 48 46 94 48 46
Profitability (%) 51.7949 50.5155 53.0612 51.7949 50.5155 53.0612
Ratio Avg Win / Avg Loss 2.1078 3.0863 1.1485 1.6489 2.0067 1.1936
Largest Winning Trade 379869 379869 44098 3423638 3423638 1024857
Largest Losing Trade -64342 -33463 -64342 -2249712 -2249712 -998081
Avg Bars in Trades 74 85 64 74 85 64
Avg Bars in Winners 93 103 83 93 103 83
Avg Bars in Losers 54 66 42 54 66 42
Bars Traded 14577 8298 6279 14577 8298 6279
Profit Streak 26.8955 0 36.5621 26.8955 0 36.5621
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35822 -84473 -298735 464561 408554 -67523

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758461367034,
    "expiration_time": 1764934272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "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": [
        [
            982822.771817338,
            871987.8151523385,
            110834.956665,
            6267541.42964544,
            5144565.546139451,
            1122975.8835059903
        ],
        [
            982.822772,
            871.987815,
            110.834957,
            6267.54143,
            5144.565546,
            1122.975884
        ],
        [
            0.393234,
            0.348889,
            0.044346,
            0.166335,
            0.158559,
            0.100232
        ],
        [
            718.992727,
            718.992727,
            718.992727,
            718.992727,
            718.992727,
            718.992727
        ],
        [
            -103849,
            -96875,
            -75618,
            -4080528,
            -2367250,
            -1840575
        ],
        [
            2.264752,
            3.150579,
            1.298247,
            1.771695,
            2.048466,
            1.349289
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            101,
            49,
            52,
            101,
            49,
            52
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            51.794872,
            50.515464,
            53.061224,
            51.794872,
            50.515464,
            53.061224
        ],
        [
            2.107789,
            3.086281,
            1.14845,
            1.648904,
            2.006661,
            1.193602
        ],
        [
            379869,
            379869,
            44098,
            3423638,
            3423638,
            1024857
        ],
        [
            -64342,
            -33463,
            -64342,
            -2249712,
            -2249712,
            -998081
        ],
        [
            74,
            85,
            64,
            74,
            85,
            64
        ],
        [
            93,
            103,
            83,
            93,
            103,
            83
        ],
        [
            54,
            66,
            42,
            54,
            66,
            42
        ],
        [
            14577,
            8298,
            6279,
            14577,
            8298,
            6279
        ],
        [
            26.895452,
            0,
            36.562118,
            26.895452,
            0,
            36.562118
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35822,
            -84473,
            -298735,
            464561,
            408554,
            -67523
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758461367034,
    "expiration_time": 1764934272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 214,
            "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)