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Trade: XRP/USDT/360/PWMA/DCM/7140

Strategy
XRP/USDT/360/PWMA/DCM/7140
Pair
XRP_USDT
Interval
6h
Score
423976
Daily Profit
0.183665
Profit Factor
1.557426
Profitability
49.579832
Streak
99.292328
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-18 10:00
Expiration Time
2025-12-02 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906278.8302 789415.8305 116862.9997 9728484.0565 13043127.9687 -3314643.9122
Total P&L (%) 906.2788 789.4158 116.863 9728.4841 13043.128 -3314.6439
Avg Daily Profit (%) 0.3625 0.3157 0.0467 0.1837 0.1953 0
Buy And Hold Return (%) 840.6556 840.6556 840.6556 840.6556 840.6556 840.6556
Max Trade Drawdown -128606 -111329 -56787 -8847226 -3414812 -6525031
Profit Factor 2.7248 3.958 1.452 1.5574 3.0231 0.6988
Total Trades 119 59 60 119 59 60
Winning Trades 59 28 31 59 28 31
Losing Trades 60 31 29 60 31 29
Profitability (%) 49.5798 47.4576 51.6667 49.5798 47.4576 51.6667
Ratio Avg Win / Avg Loss 2.771 4.382 1.3583 1.5838 3.347 0.6537
Largest Winning Trade 347109 347109 35001 11957961 11957961 1337727
Largest Losing Trade -37196 -27280 -37196 -5729368 -1738252 -5729368
Avg Bars in Trades 79 95 64 79 95 64
Avg Bars in Winners 102 124 83 102 124 83
Avg Bars in Losers 56 68 43 56 68 43
Bars Traded 9479 5627 3852 9479 5627 3852
Profit Streak 99.2923 133.7923 99.2923 99.2923 133.7923 99.2923
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125755 -326820 -463654 423976 -163328 -749182

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758175200000,
    "evaluation_time": 1758178857111,
    "expiration_time": 1764655848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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": [
        [
            906278.830246006,
            789415.8305451869,
            116862.9997008192,
            9728484.056477327,
            13043127.968659656,
            -3314643.91218233
        ],
        [
            906.27883,
            789.415831,
            116.863,
            9728.484056,
            13043.127969,
            -3314.643912
        ],
        [
            0.362475,
            0.315735,
            0.046741,
            0.183665,
            0.19531,
            0
        ],
        [
            840.655637,
            840.655637,
            840.655637,
            840.655637,
            840.655637,
            840.655637
        ],
        [
            -128606,
            -111329,
            -56787,
            -8847226,
            -3414812,
            -6525031
        ],
        [
            2.724847,
            3.957972,
            1.451997,
            1.557426,
            3.023068,
            0.698814
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            60,
            31,
            29,
            60,
            31,
            29
        ],
        [
            49.579832,
            47.457627,
            51.666667,
            49.579832,
            47.457627,
            51.666667
        ],
        [
            2.771031,
            4.382041,
            1.35832,
            1.583823,
            3.346968,
            0.653729
        ],
        [
            347109,
            347109,
            35001,
            11957961,
            11957961,
            1337727
        ],
        [
            -37196,
            -27280,
            -37196,
            -5729368,
            -1738252,
            -5729368
        ],
        [
            79,
            95,
            64,
            79,
            95,
            64
        ],
        [
            102,
            124,
            83,
            102,
            124,
            83
        ],
        [
            56,
            68,
            43,
            56,
            68,
            43
        ],
        [
            9479,
            5627,
            3852,
            9479,
            5627,
            3852
        ],
        [
            99.292328,
            133.792328,
            99.292328,
            99.292328,
            133.792328,
            99.292328
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125755,
            -326820,
            -463654,
            423976,
            -163328,
            -749182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758175200000,
    "evaluation_time": 1758178857111,
    "expiration_time": 1764655848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "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)