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Trade: XRP/USDT/360/PWMA/ALMA/8404

Strategy
XRP/USDT/360/PWMA/ALMA/8404
Pair
XRP_USDT
Interval
6h
Score
328939
Daily Profit
0.467695
Profit Factor
3.333740
Profitability
66.304348
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-14 00:00
Expiration Time
2025-11-27 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1169238.4986 1023172.2727 146066.2258 -415739228.8706 -311802073.0508 -103937155.8199
Total P&L (%) 1169.2385 1023.1723 146.0662 -415739.2289 -311802.0731 -103937.1558
Avg Daily Profit (%) 0.4677 0.4093 0.0584 0 0 0
Buy And Hold Return (%) 777.713 777.713 777.713 777.713 777.713 777.713
Max Trade Drawdown -225194 -49412 -205391 -424258115 -311904894 -114772414
Profit Factor 3.3337 6.6452 1.4568 0.1491 0.0716 0.3194
Total Trades 92 46 46 92 46 46
Winning Trades 61 29 32 33 17 16
Losing Trades 31 17 14 59 29 30
Profitability (%) 66.3043 63.0435 69.5652 35.8696 36.9565 34.7826
Ratio Avg Win / Avg Loss 1.6942 3.8955 0.6373 0.2665 0.1221 0.5989
Largest Winning Trade 437739 437739 52251 16407769 10272079 16407769
Largest Losing Trade -205391 -39206 -205391 -145583004 -145583004 -48272721
Avg Bars in Trades 106 114 97 106 114 97
Avg Bars in Winners 113 110 115 106 124 87
Avg Bars in Losers 91 119 56 105 107 103
Bars Traded 9752 5250 4502 9752 5250 4502
Profit Streak 0 151.1257 0 10.8757 0 14.3757
Trades During Streak 0 3 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328939 -46114 -278697 -585383 -585776 -586029

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541786400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757797257537,
    "expiration_time": 1764266400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 222,
            "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": [
        [
            1169238.4985738755,
            1023172.2727436991,
            146066.2258301764,
            -415739228.8706421,
            -311802073.0507556,
            -103937155.81988648
        ],
        [
            1169.238499,
            1023.172273,
            146.066226,
            -415739.228871,
            -311802.073051,
            -103937.15582
        ],
        [
            0.467695,
            0.409269,
            0.058426,
            0,
            0,
            0
        ],
        [
            777.713031,
            777.713031,
            777.713031,
            777.713031,
            777.713031,
            777.713031
        ],
        [
            -225194,
            -49412,
            -205391,
            -424258115,
            -311904894,
            -114772414
        ],
        [
            3.33374,
            6.645212,
            1.456787,
            0.149071,
            0.071601,
            0.319435
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            61,
            29,
            32,
            33,
            17,
            16
        ],
        [
            31,
            17,
            14,
            59,
            29,
            30
        ],
        [
            66.304348,
            63.043478,
            69.565217,
            35.869565,
            36.956522,
            34.782609
        ],
        [
            1.694196,
            3.895469,
            0.637344,
            0.266521,
            0.122143,
            0.598941
        ],
        [
            437739,
            437739,
            52251,
            16407769,
            10272079,
            16407769
        ],
        [
            -205391,
            -39206,
            -205391,
            -145583004,
            -145583004,
            -48272721
        ],
        [
            106,
            114,
            97,
            106,
            114,
            97
        ],
        [
            113,
            110,
            115,
            106,
            124,
            87
        ],
        [
            91,
            119,
            56,
            105,
            107,
            103
        ],
        [
            9752,
            5250,
            4502,
            9752,
            5250,
            4502
        ],
        [
            0,
            151.125666,
            0,
            10.875666,
            0,
            14.375666
        ],
        [
            0,
            3,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328939,
            -46114,
            -278697,
            -585383,
            -585776,
            -586029
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541786400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757786400000,
    "evaluation_time": 1757797257537,
    "expiration_time": 1764266400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 222,
            "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)