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Trade: XRP/USDT/360/PWMA/KCB/3377

Strategy
XRP/USDT/360/PWMA/KCB/3377
Pair
XRP_USDT
Interval
6h
Score
338456
Daily Profit
0.174635
Profit Factor
1.447527
Profitability
46.195652
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-30 09:43
Expiration Time
2025-12-14 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 917051.6628 808590.1182 108461.5446 7745234.0066 8772063.4681 -1026829.4615
Total P&L (%) 917.0517 808.5901 108.4615 7745.234 8772.0635 -1026.8295
Avg Daily Profit (%) 0.3668 0.3234 0.0434 0.1746 0.1796 0
Buy And Hold Return (%) 763.5819 763.5819 763.5819 763.5819 763.5819 763.5819
Max Trade Drawdown -72594 -54089 -69364 -8136140 -4976784 -3514638
Profit Factor 2.1477 2.9452 1.2829 1.4475 1.8468 0.8522
Total Trades 184 92 92 184 92 92
Winning Trades 85 40 45 85 40 45
Losing Trades 99 52 47 99 52 47
Profitability (%) 46.1957 43.4783 48.913 46.1957 43.4783 48.913
Ratio Avg Win / Avg Loss 2.5014 3.8288 1.34 1.6859 2.4008 0.8901
Largest Winning Trade 329124 329124 46683 7277498 7277498 1598047
Largest Losing Trade -44692 -25918 -44692 -3477929 -3477929 -2322898
Avg Bars in Trades 53 55 51 53 55 51
Avg Bars in Winners 71 70 71 71 70 71
Avg Bars in Losers 38 44 31 38 44 31
Bars Traded 9825 5125 4700 9825 5125 4700
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90215 -135567 -301495 338456 306824 -581509
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1545933600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214635195,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            917051.662786579,
            808590.118190321,
            108461.5445962579,
            7745234.006572326,
            8772063.468067614,
            -1026829.4614952883
        ],
        [
            917.051663,
            808.590118,
            108.461545,
            7745.234007,
            8772.063468,
            -1026.829461
        ],
        [
            0.366784,
            0.323404,
            0.04338,
            0.174635,
            0.179563,
            0
        ],
        [
            763.581875,
            763.581875,
            763.581875,
            763.581875,
            763.581875,
            763.581875
        ],
        [
            -72594,
            -54089,
            -69364,
            -8136140,
            -4976784,
            -3514638
        ],
        [
            2.147707,
            2.945193,
            1.282936,
            1.447527,
            1.846772,
            0.852198
        ],
        [
            184,
            92,
            92,
            184,
            92,
            92
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            46.195652,
            43.478261,
            48.913043,
            46.195652,
            43.478261,
            48.913043
        ],
        [
            2.501446,
            3.828751,
            1.339955,
            1.685943,
            2.400803,
            0.890073
        ],
        [
            329124,
            329124,
            46683,
            7277498,
            7277498,
            1598047
        ],
        [
            -44692,
            -25918,
            -44692,
            -3477929,
            -3477929,
            -2322898
        ],
        [
            53,
            55,
            51,
            53,
            55,
            51
        ],
        [
            71,
            70,
            71,
            71,
            70,
            71
        ],
        [
            38,
            44,
            31,
            38,
            44,
            31
        ],
        [
            9825,
            5125,
            4700,
            9825,
            5125,
            4700
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90215,
            -135567,
            -301495,
            338456,
            306824,
            -581509
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1545933600000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214635195,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 129,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)