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Trade: XRP/USDT/240/PWMA/VWMA/9611

Strategy
XRP/USDT/240/PWMA/VWMA/9611
Pair
XRP_USDT
Interval
4h
Score
369363
Daily Profit
0.197752
Profit Factor
1.385990
Profitability
45.853659
Streak
20.418402
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-14 01:02
Expiration Time
2025-11-27 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 938571.316 803471.1259 135100.1901 13839119.1291 16499840.7653 -2660721.6361
Total P&L (%) 938.5713 803.4711 135.1002 13839.1191 16499.8408 -2660.7216
Avg Daily Profit (%) 0.3756 0.3215 0.0541 0.1978 0.2048 0
Buy And Hold Return (%) 982.246 982.246 982.246 982.246 982.246 982.246
Max Trade Drawdown -69087 -50705 -76364 -5901008 -3902879 -6869213
Profit Factor 2.2973 3.5465 1.3312 1.386 2.0498 0.8679
Total Trades 205 103 102 205 103 102
Winning Trades 94 46 48 94 46 48
Losing Trades 111 57 54 111 57 54
Profitability (%) 45.8537 44.6602 47.0588 45.8537 44.6602 47.0588
Ratio Avg Win / Avg Loss 2.7128 4.3945 1.4976 1.6366 2.54 0.9763
Largest Winning Trade 306625 306625 40753 10516505 10516505 1585865
Largest Losing Trade -28007 -22708 -28007 -2644343 -2644343 -2046508
Avg Bars in Trades 71 71 71 71 71 71
Avg Bars in Winners 91 94 88 91 94 88
Avg Bars in Losers 55 53 56 55 53 56
Bars Traded 14700 7406 7294 14700 7406 7294
Profit Streak 20.4184 20.4184 33.9184 20.4184 20.4184 33.9184
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151344 -151774 -286664 369363 366205 -581210

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1544817600000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757800949902,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "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": [
        [
            938571.3159963673,
            803471.1259313504,
            135100.1900650174,
            13839119.129136724,
            16499840.76527564,
            -2660721.636138913
        ],
        [
            938.571316,
            803.471126,
            135.10019,
            13839.119129,
            16499.840765,
            -2660.721636
        ],
        [
            0.375553,
            0.321495,
            0.054058,
            0.197752,
            0.204756,
            0
        ],
        [
            982.245974,
            982.245974,
            982.245974,
            982.245974,
            982.245974,
            982.245974
        ],
        [
            -69087,
            -50705,
            -76364,
            -5901008,
            -3902879,
            -6869213
        ],
        [
            2.297312,
            3.546474,
            1.331168,
            1.38599,
            2.049796,
            0.867865
        ],
        [
            205,
            103,
            102,
            205,
            103,
            102
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            45.853659,
            44.660194,
            47.058824,
            45.853659,
            44.660194,
            47.058824
        ],
        [
            2.712783,
            4.394544,
            1.497564,
            1.636647,
            2.539965,
            0.976348
        ],
        [
            306625,
            306625,
            40753,
            10516505,
            10516505,
            1585865
        ],
        [
            -28007,
            -22708,
            -28007,
            -2644343,
            -2644343,
            -2046508
        ],
        [
            71,
            71,
            71,
            71,
            71,
            71
        ],
        [
            91,
            94,
            88,
            91,
            94,
            88
        ],
        [
            55,
            53,
            56,
            55,
            53,
            56
        ],
        [
            14700,
            7406,
            7294,
            14700,
            7406,
            7294
        ],
        [
            20.418401,
            20.418401,
            33.918401,
            20.418402,
            20.418402,
            33.918402
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151344,
            -151774,
            -286664,
            369363,
            366205,
            -581210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1544817600000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757800949902,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 142,
            "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)