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Trade: XRP/USDT/240/PWMA/SINWMA/9101

Strategy
XRP/USDT/240/PWMA/SINWMA/9101
Pair
XRP_USDT
Interval
4h
Score
528731
Daily Profit
0.172665
Profit Factor
3.244002
Profitability
52.554745
Streak
34.310777
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-27 10:27
Expiration Time
2025-12-08 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 907806.5398 798310.3902 109496.1496 8471286.825 7356978.2219 1114308.6031
Total P&L (%) 907.8065 798.3104 109.4962 8471.2868 7356.9782 1114.3086
Avg Daily Profit (%) 0.3632 0.3194 0.0438 0.1782 0.1727 0.0999
Buy And Hold Return (%) 655.5135 655.5135 655.5135 655.5135 655.5135 655.5135
Max Trade Drawdown -106956 -63828 -120373 -2169542 -1859718 -822295
Profit Factor 2.015 3.2534 1.2027 2.1503 3.244 1.2727
Total Trades 275 137 138 275 137 138
Winning Trades 149 72 77 149 72 77
Losing Trades 126 65 61 126 65 61
Profitability (%) 54.1818 52.5547 55.7971 54.1818 52.5547 55.7971
Ratio Avg Win / Avg Loss 1.7039 2.9371 0.9528 1.8184 2.9286 1.0083
Largest Winning Trade 371995 371995 54665 3828222 3828222 848497
Largest Losing Trade -43887 -20158 -43887 -925639 -925639 -716398
Avg Bars in Trades 53 53 52 53 53 52
Avg Bars in Winners 59 58 60 59 58 60
Avg Bars in Losers 45 48 42 45 48 42
Bars Traded 14668 7389 7279 14668 7389 7279
Profit Streak 0 34.3108 0 0 34.3108 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30795 -82046 -301785 501217 528731 -67536
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958051092,
    "expiration_time": 1765193472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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": [
        [
            907806.5397725331,
            798310.3901965936,
            109496.1495759392,
            8471286.82497448,
            7356978.221879066,
            1114308.6030954132
        ],
        [
            907.80654,
            798.31039,
            109.49615,
            8471.286825,
            7356.978222,
            1114.308603
        ],
        [
            0.36322,
            0.31941,
            0.04381,
            0.178247,
            0.172665,
            0.099947
        ],
        [
            655.513515,
            655.513515,
            655.513515,
            655.513515,
            655.513515,
            655.513515
        ],
        [
            -106956,
            -63828,
            -120373,
            -2169542,
            -1859718,
            -822295
        ],
        [
            2.014987,
            3.25342,
            1.202719,
            2.150308,
            3.244002,
            1.272723
        ],
        [
            275,
            137,
            138,
            275,
            137,
            138
        ],
        [
            149,
            72,
            77,
            149,
            72,
            77
        ],
        [
            126,
            65,
            61,
            126,
            65,
            61
        ],
        [
            54.181818,
            52.554745,
            55.797101,
            54.181818,
            52.554745,
            55.797101
        ],
        [
            1.703948,
            2.937116,
            0.952804,
            1.818381,
            2.928613,
            1.008261
        ],
        [
            371995,
            371995,
            54665,
            3828222,
            3828222,
            848497
        ],
        [
            -43887,
            -20158,
            -43887,
            -925639,
            -925639,
            -716398
        ],
        [
            53,
            53,
            52,
            53,
            53,
            52
        ],
        [
            59,
            58,
            60,
            59,
            58,
            60
        ],
        [
            45,
            48,
            42,
            45,
            48,
            42
        ],
        [
            14668,
            7389,
            7279,
            14668,
            7389,
            7279
        ],
        [
            0,
            34.310776,
            0,
            0,
            34.310777,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30795,
            -82046,
            -301785,
            501217,
            528731,
            -67536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758958051092,
    "expiration_time": 1765193472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 187,
            "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)