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Trade: XRP/USDT/240/PWMA/MIDPOINT/4917

Strategy
XRP/USDT/240/PWMA/MIDPOINT/4917
Pair
XRP_USDT
Interval
4h
Score
493162
Daily Profit
0.252914
Profit Factor
1.897862
Profitability
50.828729
Streak
21.502952
Best Strategy
Training Data Length
2499.670000
Evaluation Time
2025-09-15 23:04
Expiration Time
2025-11-29 21:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1150822.0031 948677.2851 202144.7181 55127209.0161 46385543.1514 8741665.8647
Total P&L (%) 1150.822 948.6773 202.1447 55127.209 46385.5432 8741.6659
Avg Daily Profit (%) 0.4604 0.3795 0.0809 0.2529 0.246 0.1795
Buy And Hold Return (%) 714.072 714.072 714.072 714.072 714.072 714.072
Max Trade Drawdown -99976 -99944 -42960 -31329135 -18727792 -13302424
Profit Factor 2.7637 3.7346 1.6615 1.8979 2.2271 1.3704
Total Trades 181 90 91 181 90 91
Winning Trades 92 46 46 92 46 46
Losing Trades 89 44 45 89 44 45
Profitability (%) 50.8287 51.1111 50.5495 50.8287 51.1111 50.5495
Ratio Avg Win / Avg Loss 2.6736 3.5723 1.6253 1.836 2.1303 1.3406
Largest Winning Trade 352124 352124 44503 31060444 31060444 8709036
Largest Losing Trade -31177 -31177 -30768 -18727792 -18727792 -7237523
Avg Bars in Trades 80 94 66 80 94 66
Avg Bars in Winners 104 116 91 104 116 91
Avg Bars in Losers 56 71 41 56 71 41
Bars Traded 14593 8514 6078 14593 8514 6078
Profit Streak 21.503 0 70.3363 21.503 0 70.3363
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 275944 -47294 -246883 493162 449994 327771

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14998,
    "evaluation_days": 2499.67,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1545235200000,
    "last_datapoint_time": 1757966400000,
    "evaluation_time": 1757966655038,
    "expiration_time": 1764445536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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": [
        [
            1150822.0031493397,
            948677.2850913384,
            202144.7180580013,
            55127209.01610415,
            46385543.15143539,
            8741665.864668757
        ],
        [
            1150.822003,
            948.677285,
            202.144718,
            55127.209016,
            46385.543151,
            8741.665865
        ],
        [
            0.46039,
            0.379521,
            0.080869,
            0.252914,
            0.246004,
            0.179467
        ],
        [
            714.071995,
            714.071995,
            714.071995,
            714.071995,
            714.071995,
            714.071995
        ],
        [
            -99976,
            -99944,
            -42960,
            -31329135,
            -18727792,
            -13302424
        ],
        [
            2.763675,
            3.734629,
            1.661466,
            1.897862,
            2.227126,
            1.370439
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            50.828729,
            51.111111,
            50.549451,
            50.828729,
            51.111111,
            50.549451
        ],
        [
            2.673555,
            3.572254,
            1.625347,
            1.835975,
            2.130295,
            1.340646
        ],
        [
            352124,
            352124,
            44503,
            31060444,
            31060444,
            8709036
        ],
        [
            -31177,
            -31177,
            -30768,
            -18727792,
            -18727792,
            -7237523
        ],
        [
            80,
            94,
            66,
            80,
            94,
            66
        ],
        [
            104,
            116,
            91,
            104,
            116,
            91
        ],
        [
            56,
            71,
            41,
            56,
            71,
            41
        ],
        [
            14593,
            8514,
            6078,
            14593,
            8514,
            6078
        ],
        [
            21.502952,
            0,
            70.336285,
            21.502952,
            0,
            70.336285
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            275944,
            -47294,
            -246883,
            493162,
            449994,
            327771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14998,
    "evaluation_days": 2499.67,
    "actual_first_datapoint_time": 1541923200000,
    "first_datapoint_time": 1545235200000,
    "last_datapoint_time": 1757966400000,
    "evaluation_time": 1757966655038,
    "expiration_time": 1764445536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 230,
            "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)