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Trade: XRP/USDT/360/PWMA/DCM/4286

Strategy
XRP/USDT/360/PWMA/DCM/4286
Pair
XRP_USDT
Interval
6h
Score
534417
Daily Profit
0.269437
Profit Factor
1.915513
Profitability
60.233918
Streak
28.935063
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 19:26
Expiration Time
2025-12-07 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1193792.1922 966600.3456 227191.8466 83408454.5743 67166503.4594 16241951.1149
Total P&L (%) 1193.7922 966.6003 227.1918 83408.4546 67166.5035 16241.9511
Avg Daily Profit (%) 0.4775 0.3866 0.0909 0.2694 0.2608 0.204
Buy And Hold Return (%) 717.2717 717.2717 717.2717 717.2717 717.2717 717.2717
Max Trade Drawdown -71015 -76119 -36181 -68845571 -39683700 -29161871
Profit Factor 2.96 3.788 1.8659 1.9155 2.287 1.4174
Total Trades 171 85 86 171 85 86
Winning Trades 103 48 55 103 48 55
Losing Trades 68 37 31 68 37 31
Profitability (%) 60.2339 56.4706 63.9535 60.2339 56.4706 63.9535
Ratio Avg Win / Avg Loss 1.9542 2.9199 1.0517 1.2646 1.7629 0.7989
Largest Winning Trade 356245 356245 45573 44044273 44044273 19130453
Largest Losing Trade -32261 -32261 -24679 -35881209 -35881209 -20021336
Avg Bars in Trades 56 68 45 56 68 45
Avg Bars in Winners 68 83 54 68 83 54
Avg Bars in Losers 39 48 29 39 48 29
Bars Traded 9722 5814 3908 9722 5814 3908
Profit Streak 28.9351 28.9351 78.1851 28.9351 28.9351 78.1851
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382434 -40042 -231864 534417 502682 372194

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758644789461,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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": [
        [
            1193792.192230554,
            966600.3455842517,
            227191.8466463024,
            83408454.5742849,
            67166503.45936842,
            16241951.11491647
        ],
        [
            1193.792192,
            966.600346,
            227.191847,
            83408.454574,
            67166.503459,
            16241.951115
        ],
        [
            0.477469,
            0.386601,
            0.090868,
            0.269437,
            0.260763,
            0.20404
        ],
        [
            717.271696,
            717.271696,
            717.271696,
            717.271696,
            717.271696,
            717.271696
        ],
        [
            -71015,
            -76119,
            -36181,
            -68845571,
            -39683700,
            -29161871
        ],
        [
            2.959988,
            3.788041,
            1.865869,
            1.915513,
            2.286973,
            1.417357
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            103,
            48,
            55,
            103,
            48,
            55
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            60.233918,
            56.470588,
            63.953488,
            60.233918,
            56.470588,
            63.953488
        ],
        [
            1.954167,
            2.919948,
            1.051671,
            1.264611,
            1.762875,
            0.798874
        ],
        [
            356245,
            356245,
            45573,
            44044273,
            44044273,
            19130453
        ],
        [
            -32261,
            -32261,
            -24679,
            -35881209,
            -35881209,
            -20021336
        ],
        [
            56,
            68,
            45,
            56,
            68,
            45
        ],
        [
            68,
            83,
            54,
            68,
            83,
            54
        ],
        [
            39,
            48,
            29,
            39,
            48,
            29
        ],
        [
            9722,
            5814,
            3908,
            9722,
            5814,
            3908
        ],
        [
            28.935063,
            28.935063,
            78.185063,
            28.935063,
            28.935063,
            78.185063
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382434,
            -40042,
            -231864,
            534417,
            502682,
            372194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758644789461,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 170,
            "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)