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Trade: XRP/USDT/240/PWMA/DCM/4751

Strategy
XRP/USDT/240/PWMA/DCM/4751
Pair
XRP_USDT
Interval
4h
Score
569785
Daily Profit
0.223727
Profit Factor
3.317109
Profitability
57.831325
Streak
56.064281
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-10 20:32
Expiration Time
2025-11-24 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 766392.4484 685066.3604 81326.088 -10805782.0669 26551470.91 -37357252.977
Total P&L (%) 766.3924 685.0664 81.3261 -10805.7821 26551.4709 -37357.253
Avg Daily Profit (%) 0.3066 0.2741 0.0325 0 0.2237 0
Buy And Hold Return (%) 720.6583 720.6583 720.6583 720.6583 720.6583 720.6583
Max Trade Drawdown -172077 -55594 -137132 -42497821 -4116822 -42836904
Profit Factor 2.198 3.5161 1.2213 0.8169 3.3171 0.2147
Total Trades 167 83 84 167 83 84
Winning Trades 93 46 47 97 48 49
Losing Trades 74 37 37 70 35 35
Profitability (%) 55.6886 55.4217 55.9524 58.0838 57.8313 58.3333
Ratio Avg Win / Avg Loss 1.7489 2.8282 0.9615 0.5896 2.4187 0.1534
Largest Winning Trade 159959 159959 64900 19432067 19432067 1424178
Largest Losing Trade -131694 -54668 -131694 -41589457 -2482823 -41589457
Avg Bars in Trades 86 97 76 86 97 76
Avg Bars in Winners 98 101 96 87 91 83
Avg Bars in Losers 72 93 51 85 105 66
Bars Traded 14526 8106 6420 14526 8106 6420
Profit Streak 0 0 0 20.5643 56.0643 20.5643
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131290 -150029 -316820 -577796 569785 -579473

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546200000000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757525553867,
    "expiration_time": 1763998272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "offset": 97
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 182,
            "offset": 144
        }
    }
}
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": [
        [
            766392.448400605,
            685066.3603973087,
            81326.0880032968,
            -10805782.066946922,
            26551470.910039715,
            -37357252.97698665
        ],
        [
            766.392448,
            685.06636,
            81.326088,
            -10805.782067,
            26551.47091,
            -37357.252977
        ],
        [
            0.306639,
            0.2741,
            0.032539,
            0,
            0.223727,
            0
        ],
        [
            720.658281,
            720.658281,
            720.658281,
            720.658281,
            720.658281,
            720.658281
        ],
        [
            -172077,
            -55594,
            -137132,
            -42497821,
            -4116822,
            -42836904
        ],
        [
            2.197992,
            3.516105,
            1.22132,
            0.816948,
            3.317109,
            0.214727
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            93,
            46,
            47,
            97,
            48,
            49
        ],
        [
            74,
            37,
            37,
            70,
            35,
            35
        ],
        [
            55.688623,
            55.421687,
            55.952381,
            58.083832,
            57.831325,
            58.333333
        ],
        [
            1.74894,
            2.828171,
            0.961465,
            0.58955,
            2.418725,
            0.153377
        ],
        [
            159959,
            159959,
            64900,
            19432067,
            19432067,
            1424178
        ],
        [
            -131694,
            -54668,
            -131694,
            -41589457,
            -2482823,
            -41589457
        ],
        [
            86,
            97,
            76,
            86,
            97,
            76
        ],
        [
            98,
            101,
            96,
            87,
            91,
            83
        ],
        [
            72,
            93,
            51,
            85,
            105,
            66
        ],
        [
            14526,
            8106,
            6420,
            14526,
            8106,
            6420
        ],
        [
            0,
            0,
            0,
            20.564281,
            56.064281,
            20.564281
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131290,
            -150029,
            -316820,
            -577796,
            569785,
            -579473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1546200000000,
    "last_datapoint_time": 1757520000000,
    "evaluation_time": 1757525553867,
    "expiration_time": 1763998272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 30,
            "offset": 97
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 182,
            "offset": 144
        }
    }
}

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)