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Trade: XRP/USDT/360/PWMA/KCU/2338

Strategy
XRP/USDT/360/PWMA/KCU/2338
Pair
XRP_USDT
Interval
6h
Score
396086
Daily Profit
0.195024
Profit Factor
2.709683
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-09 09:16
Expiration Time
2025-11-23 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 950512.3724 824714.8571 125797.5153 13480622.2156 12949464.3089 531157.9067
Total P&L (%) 950.5124 824.7149 125.7975 13480.6222 12949.4643 531.1579
Avg Daily Profit (%) 0.3802 0.3299 0.0503 0.1966 0.195 0.0737
Buy And Hold Return (%) 709.3327 709.3327 709.3327 709.3327 709.3327 709.3327
Max Trade Drawdown -60580 -59517 -35518 -2903085 -2048643 -2730804
Profit Factor 3.7632 4.5369 2.1352 2.1072 2.7097 1.1154
Total Trades 72 36 36 72 36 36
Winning Trades 34 16 18 34 16 18
Losing Trades 38 20 18 38 20 18
Profitability (%) 47.2222 44.4444 50 47.2222 44.4444 50
Ratio Avg Win / Avg Loss 4.206 5.6712 2.1352 2.3551 3.3871 1.1154
Largest Winning Trade 329057 329057 51754 9544661 9544661 1042273
Largest Losing Trade -31451 -31451 -13308 -1656291 -1077458 -1656291
Avg Bars in Trades 128 216 41 128 216 41
Avg Bars in Winners 174 311 53 174 311 53
Avg Bars in Losers 87 140 29 87 140 29
Bars Traded 9271 7779 1492 9271 7779 1492
Profit Streak 0 0 90.7612 0 0 90.7612
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128389 -100731 -286880 -72841 396086 -352876

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757398571865,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 179,
            "offset": 155,
            "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": [
        [
            950512.3723749288,
            824714.8570796984,
            125797.5152952308,
            13480622.215600464,
            12949464.308934234,
            531157.9066662358
        ],
        [
            950.512372,
            824.714857,
            125.797515,
            13480.622216,
            12949.464309,
            531.157907
        ],
        [
            0.380167,
            0.329853,
            0.050314,
            0.196623,
            0.195024,
            0.073715
        ],
        [
            709.332719,
            709.332719,
            709.332719,
            709.332719,
            709.332719,
            709.332719
        ],
        [
            -60580,
            -59517,
            -35518,
            -2903085,
            -2048643,
            -2730804
        ],
        [
            3.76324,
            4.536931,
            2.135231,
            2.107176,
            2.709683,
            1.115432
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            47.222222,
            44.444444,
            50,
            47.222222,
            44.444444,
            50
        ],
        [
            4.205974,
            5.671164,
            2.135231,
            2.355079,
            3.387103,
            1.115432
        ],
        [
            329057,
            329057,
            51754,
            9544661,
            9544661,
            1042273
        ],
        [
            -31451,
            -31451,
            -13308,
            -1656291,
            -1077458,
            -1656291
        ],
        [
            128,
            216,
            41,
            128,
            216,
            41
        ],
        [
            174,
            311,
            53,
            174,
            311,
            53
        ],
        [
            87,
            140,
            29,
            87,
            140,
            29
        ],
        [
            9271,
            7779,
            1492,
            9271,
            7779,
            1492
        ],
        [
            0,
            0,
            90.761248,
            0,
            0,
            90.761248
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128389,
            -100731,
            -286880,
            -72841,
            396086,
            -352876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757398571865,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 179,
            "offset": 155,
            "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)