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Trade: XRP/USDT/240/PWMA/SMA/2396

Strategy
XRP/USDT/240/PWMA/SMA/2396
Pair
XRP_USDT
Interval
4h
Score
557959
Daily Profit
0.224288
Profit Factor
3.747745
Profitability
51.136364
Streak
22.230545
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-13 20:31
Expiration Time
2025-11-27 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 989292.0356 816050.7408 173241.2948 26761719.1353 26926662.9252 -164943.7899
Total P&L (%) 989.292 816.0507 173.2413 26761.7191 26926.6629 -164.9438
Avg Daily Profit (%) 0.3958 0.3265 0.0693 0.224 0.2243 0
Buy And Hold Return (%) 733.8885 733.8885 733.8885 733.8885 733.8885 733.8885
Max Trade Drawdown -134831 -111407 -78197 -6064840 -3353495 -6064840
Profit Factor 2.3764 3.1843 1.5019 2.1022 3.7477 0.9886
Total Trades 177 88 89 177 88 89
Winning Trades 95 45 50 95 45 50
Losing Trades 82 43 39 82 43 39
Profitability (%) 53.6723 51.1364 56.1798 53.6723 51.1364 56.1798
Ratio Avg Win / Avg Loss 2.0512 3.0427 1.1715 1.8145 3.5812 0.7711
Largest Winning Trade 233608 233608 62245 13363484 13363484 2367854
Largest Losing Trade -63620 -45286 -63620 -6064840 -3035983 -6064840
Avg Bars in Trades 82 93 72 82 93 72
Avg Bars in Winners 98 109 88 98 109 88
Avg Bars in Losers 64 76 51 64 76 51
Bars Traded 14636 8189 6447 14636 8189 6447
Profit Streak 0 22.2305 0 0 22.2305 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 -41865 -115365 -264361 491171 557959 -580293

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545336000000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757784719104,
    "expiration_time": 1764257472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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": [
        [
            989292.0355933949,
            816050.7408168531,
            173241.2947765415,
            26761719.135296952,
            26926662.925207924,
            -164943.7899109748
        ],
        [
            989.292036,
            816.050741,
            173.241295,
            26761.719135,
            26926.662925,
            -164.94379
        ],
        [
            0.395823,
            0.326508,
            0.069315,
            0.224042,
            0.224288,
            0
        ],
        [
            733.888471,
            733.888471,
            733.888471,
            733.888471,
            733.888471,
            733.888471
        ],
        [
            -134831,
            -111407,
            -78197,
            -6064840,
            -3353495,
            -6064840
        ],
        [
            2.37642,
            3.184259,
            1.501948,
            2.102156,
            3.747745,
            0.98861
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            95,
            45,
            50,
            95,
            45,
            50
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            53.672316,
            51.136364,
            56.179775,
            53.672316,
            51.136364,
            56.179775
        ],
        [
            2.051225,
            3.042736,
            1.17152,
            1.814493,
            3.581179,
            0.771116
        ],
        [
            233608,
            233608,
            62245,
            13363484,
            13363484,
            2367854
        ],
        [
            -63620,
            -45286,
            -63620,
            -6064840,
            -3035983,
            -6064840
        ],
        [
            82,
            93,
            72,
            82,
            93,
            72
        ],
        [
            98,
            109,
            88,
            98,
            109,
            88
        ],
        [
            64,
            76,
            51,
            64,
            76,
            51
        ],
        [
            14636,
            8189,
            6447,
            14636,
            8189,
            6447
        ],
        [
            0,
            22.230545,
            0,
            0,
            22.230545,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41865,
            -115365,
            -264361,
            491171,
            557959,
            -580293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1545336000000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757784719104,
    "expiration_time": 1764257472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 248,
            "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)