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Trade: XRP/USDT/240/PWMA/DCM/8649

Strategy
XRP/USDT/240/PWMA/DCM/8649
Pair
XRP_USDT
Interval
4h
Score
387944
Daily Profit
0.184793
Profit Factor
1.890247
Profitability
46.093750
Streak
27.172895
Best Strategy
Training Data Length
2499.670000
Evaluation Time
2025-09-20 07:08
Expiration Time
2025-12-04 05:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 935209.4809 826851.1702 108358.3107 8326850.0773 9998347.9946 -1671497.9173
Total P&L (%) 935.2095 826.8512 108.3583 8326.8501 9998.348 -1671.4979
Avg Daily Profit (%) 0.3741 0.3308 0.0433 0.1775 0.1848 0
Buy And Hold Return (%) 706.2264 706.2264 706.2264 706.2264 706.2264 706.2264
Max Trade Drawdown -97731 -64127 -73723 -3363194 -1803800 -3745308
Profit Factor 2.138 3.0327 1.2611 1.342 1.8902 0.8726
Total Trades 256 128 128 256 128 128
Winning Trades 123 59 64 123 59 64
Losing Trades 133 69 64 133 69 64
Profitability (%) 48.0469 46.0938 50 48.0469 46.0938 50
Ratio Avg Win / Avg Loss 2.3118 3.5468 1.2611 1.4511 2.2106 0.8726
Largest Winning Trade 337358 337358 47465 5734718 5734718 2001675
Largest Losing Trade -26562 -22119 -26562 -1152354 -839182 -1152354
Avg Bars in Trades 57 57 58 57 57 58
Avg Bars in Winners 71 78 65 71 78 65
Avg Bars in Losers 44 38 50 44 38 50
Bars Traded 14741 7313 7428 14741 7313 7428
Profit Streak 0 27.1729 0 0 27.1729 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50732 -98410 -301154 315580 387944 -580992

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14998,
    "evaluation_days": 2499.67,
    "actual_first_datapoint_time": 1542312000000,
    "first_datapoint_time": 1545292800000,
    "last_datapoint_time": 1758340800000,
    "evaluation_time": 1758341338123,
    "expiration_time": 1764819936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            935209.4808880991,
            826851.1701944368,
            108358.3106936628,
            8326850.077287033,
            9998347.994591681,
            -1671497.9173046453
        ],
        [
            935.209481,
            826.85117,
            108.358311,
            8326.850077,
            9998.347995,
            -1671.497917
        ],
        [
            0.374133,
            0.330784,
            0.043349,
            0.177541,
            0.184793,
            0
        ],
        [
            706.226415,
            706.226415,
            706.226415,
            706.226415,
            706.226415,
            706.226415
        ],
        [
            -97731,
            -64127,
            -73723,
            -3363194,
            -1803800,
            -3745308
        ],
        [
            2.137957,
            3.03273,
            1.261064,
            1.342003,
            1.890247,
            0.872564
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            123,
            59,
            64,
            123,
            59,
            64
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            48.046875,
            46.09375,
            50,
            48.046875,
            46.09375,
            50
        ],
        [
            2.311774,
            3.546752,
            1.261064,
            1.451109,
            2.210628,
            0.872564
        ],
        [
            337358,
            337358,
            47465,
            5734718,
            5734718,
            2001675
        ],
        [
            -26562,
            -22119,
            -26562,
            -1152354,
            -839182,
            -1152354
        ],
        [
            57,
            57,
            58,
            57,
            57,
            58
        ],
        [
            71,
            78,
            65,
            71,
            78,
            65
        ],
        [
            44,
            38,
            50,
            44,
            38,
            50
        ],
        [
            14741,
            7313,
            7428,
            14741,
            7313,
            7428
        ],
        [
            0,
            27.172895,
            0,
            0,
            27.172895,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50732,
            -98410,
            -301154,
            315580,
            387944,
            -580992
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14998,
    "evaluation_days": 2499.67,
    "actual_first_datapoint_time": 1542312000000,
    "first_datapoint_time": 1545292800000,
    "last_datapoint_time": 1758340800000,
    "evaluation_time": 1758341338123,
    "expiration_time": 1764819936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)