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Trade: XRP/USDT/240/PWMA/MIDPRICE/8474

Strategy
XRP/USDT/240/PWMA/MIDPRICE/8474
Pair
XRP_USDT
Interval
4h
Score
425997
Daily Profit
0.194746
Profit Factor
1.874077
Profitability
47.580645
Streak
88.160036
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-16 18:50
Expiration Time
2025-11-30 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 966728.888 847624.1032 119104.7848 10769426.7763 12832287.8507 -2062861.0743
Total P&L (%) 966.7289 847.6241 119.1048 10769.4268 12832.2879 -2062.8611
Avg Daily Profit (%) 0.3868 0.3392 0.0477 0.1878 0.1947 0
Buy And Hold Return (%) 945.3417 945.3417 945.3417 945.3417 945.3417 945.3417
Max Trade Drawdown -109563 -71002 -67617 -3971482 -2506934 -4488490
Profit Factor 2.169 3.0796 1.284 1.3409 1.8741 0.878
Total Trades 248 124 124 248 124 124
Winning Trades 116 59 57 116 59 57
Losing Trades 132 65 67 132 65 67
Profitability (%) 46.7742 47.5806 45.9677 46.7742 47.5806 45.9677
Ratio Avg Win / Avg Loss 2.4682 3.3927 1.5093 1.5258 2.0647 1.0321
Largest Winning Trade 336006 336006 47465 6892642 6892642 2049020
Largest Losing Trade -26562 -21818 -26562 -1279307 -1162040 -1279307
Avg Bars in Trades 59 59 59 59 59 59
Avg Bars in Winners 76 79 73 76 79 73
Avg Bars in Losers 44 41 47 44 41 47
Bars Traded 14741 7346 7395 14741 7346 7395
Profit Streak 0 88.16 0 0 88.16 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144935 -150383 -295735 339164 425997 -580904

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1545033600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758037827091,
    "expiration_time": 1764501840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            966728.8880308752,
            847624.1031962616,
            119104.7848346138,
            10769426.776317155,
            12832287.850664908,
            -2062861.0743477547
        ],
        [
            966.728888,
            847.624103,
            119.104785,
            10769.426776,
            12832.287851,
            -2062.861074
        ],
        [
            0.38682,
            0.339162,
            0.047658,
            0.18778,
            0.194746,
            0
        ],
        [
            945.341701,
            945.341701,
            945.341701,
            945.341701,
            945.341701,
            945.341701
        ],
        [
            -109563,
            -71002,
            -67617,
            -3971482,
            -2506934,
            -4488490
        ],
        [
            2.169031,
            3.079562,
            1.284022,
            1.340882,
            1.874077,
            0.878023
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            116,
            59,
            57,
            116,
            59,
            57
        ],
        [
            132,
            65,
            67,
            132,
            65,
            67
        ],
        [
            46.774194,
            47.580645,
            45.967742,
            46.774194,
            47.580645,
            45.967742
        ],
        [
            2.468208,
            3.392738,
            1.509289,
            1.525831,
            2.064662,
            1.032062
        ],
        [
            336006,
            336006,
            47465,
            6892642,
            6892642,
            2049020
        ],
        [
            -26562,
            -21818,
            -26562,
            -1279307,
            -1162040,
            -1279307
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            76,
            79,
            73,
            76,
            79,
            73
        ],
        [
            44,
            41,
            47,
            44,
            41,
            47
        ],
        [
            14741,
            7346,
            7395,
            14741,
            7346,
            7395
        ],
        [
            0,
            88.160036,
            0,
            0,
            88.160036,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144935,
            -150383,
            -295735,
            339164,
            425997,
            -580904
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1545033600000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758037827091,
    "expiration_time": 1764501840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)