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Trade: XRP/USDT/360/PWMA/ALMA/5903

Strategy
XRP/USDT/360/PWMA/ALMA/5903
Pair
XRP_USDT
Interval
6h
Score
685869
Daily Profit
0.198915
Profit Factor
5.398268
Profitability
65.000000
Streak
153.831963
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 22:58
Expiration Time
2025-11-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 754094.183 628743.522 125350.661 6536280.5269 14273074.979 -7736794.4521
Total P&L (%) 754.0942 628.7435 125.3507 6536.2805 14273.075 -7736.7945
Avg Daily Profit (%) 0.3016 0.2515 0.0501 0.1679 0.1989 0
Buy And Hold Return (%) 707.6986 707.6986 707.6986 707.6986 707.6986 707.6986
Max Trade Drawdown -97075 -73511 -75956 -11382475 -1654165 -10844084
Profit Factor 2.8893 4.4596 1.5766 1.4114 5.3983 0.388
Total Trades 80 40 40 80 40 40
Winning Trades 50 26 24 50 26 24
Losing Trades 30 14 16 30 14 16
Profitability (%) 62.5 65 60 62.5 65 60
Ratio Avg Win / Avg Loss 1.7336 2.4013 1.051 0.8468 2.9068 0.2587
Largest Winning Trade 167698 167698 44048 8943613 8943613 623406
Largest Losing Trade -75956 -45326 -75956 -10844084 -1641039 -10844084
Avg Bars in Trades 121 129 114 121 129 114
Avg Bars in Winners 115 107 123 115 107 123
Avg Bars in Losers 133 170 100 133 170 100
Bars Traded 9753 5172 4581 9753 5172 4581
Profit Streak 152.332 153.832 152.332 152.332 153.832 152.332
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151456 -146964 -287668 -13635 685869 -578490

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545804000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757447881600,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "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": [
        [
            754094.1830239617,
            628743.5220206422,
            125350.6610033194,
            6536280.5269305315,
            14273074.978992308,
            -7736794.452061774
        ],
        [
            754.094183,
            628.743522,
            125.350661,
            6536.280527,
            14273.074979,
            -7736.794452
        ],
        [
            0.301638,
            0.251497,
            0.05014,
            0.167946,
            0.198915,
            0
        ],
        [
            707.69859,
            707.69859,
            707.69859,
            707.69859,
            707.69859,
            707.69859
        ],
        [
            -97075,
            -73511,
            -75956,
            -11382475,
            -1654165,
            -10844084
        ],
        [
            2.88926,
            4.459633,
            1.576561,
            1.41141,
            5.398268,
            0.388026
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            62.5,
            65,
            60,
            62.5,
            65,
            60
        ],
        [
            1.733556,
            2.401341,
            1.051041,
            0.846846,
            2.90676,
            0.258684
        ],
        [
            167698,
            167698,
            44048,
            8943613,
            8943613,
            623406
        ],
        [
            -75956,
            -45326,
            -75956,
            -10844084,
            -1641039,
            -10844084
        ],
        [
            121,
            129,
            114,
            121,
            129,
            114
        ],
        [
            115,
            107,
            123,
            115,
            107,
            123
        ],
        [
            133,
            170,
            100,
            133,
            170,
            100
        ],
        [
            9753,
            5172,
            4581,
            9753,
            5172,
            4581
        ],
        [
            152.331963,
            153.831963,
            152.331963,
            152.331963,
            153.831963,
            152.331963
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151456,
            -146964,
            -287668,
            -13635,
            685869,
            -578490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545804000000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757447881600,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 203,
            "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)