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Trade: XRP/USDT/360/PWMA/KCU/3871

Strategy
XRP/USDT/360/PWMA/KCU/3871
Pair
XRP_USDT
Interval
6h
Score
447714
Daily Profit
0.165121
Profit Factor
2.465727
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-19 19:08
Expiration Time
2025-12-03 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865840.6544 783702.3972 82138.2572 4933065.0682 6087008.5935 -1153943.5253
Total P&L (%) 865.8407 783.7024 82.1383 4933.0651 6087.0086 -1153.9435
Avg Daily Profit (%) 0.3463 0.3135 0.0329 0.1569 0.1651 0
Buy And Hold Return (%) 765.1611 765.1611 765.1611 765.1611 765.1611 765.1611
Max Trade Drawdown -147271 -112140 -75079 -2832764 -1917013 -1830485
Profit Factor 3.2029 4.1749 1.5618 1.6959 2.4657 0.607
Total Trades 73 36 37 73 36 37
Winning Trades 38 18 20 38 18 20
Losing Trades 35 18 17 35 18 17
Profitability (%) 52.0548 50 54.0541 52.0548 50 54.0541
Ratio Avg Win / Avg Loss 2.9501 4.1749 1.3275 1.562 2.4657 0.516
Largest Winning Trade 350632 350632 49461 4073874 4073874 450400
Largest Losing Trade -48572 -48572 -33005 -1176990 -1176990 -1115387
Avg Bars in Trades 127 230 26 127 230 26
Avg Bars in Winners 150 279 34 150 279 34
Avg Bars in Losers 102 181 17 102 181 17
Bars Traded 9290 8310 980 9290 8310 980
Profit Streak 24.4227 0 38.1727 24.4227 0 38.1727
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184899 -142043 -311743 -64953 447714 -579423

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298122194,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 187,
            "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": [
        [
            865840.6543789295,
            783702.397173998,
            82138.2572049317,
            4933065.068198574,
            6087008.593544338,
            -1153943.5253457644
        ],
        [
            865.840654,
            783.702397,
            82.138257,
            4933.065068,
            6087.008594,
            -1153.943525
        ],
        [
            0.346302,
            0.31345,
            0.032852,
            0.156852,
            0.165121,
            0
        ],
        [
            765.161124,
            765.161124,
            765.161124,
            765.161124,
            765.161124,
            765.161124
        ],
        [
            -147271,
            -112140,
            -75079,
            -2832764,
            -1917013,
            -1830485
        ],
        [
            3.202921,
            4.174936,
            1.561815,
            1.695862,
            2.465727,
            0.607001
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            52.054795,
            50,
            54.054054,
            52.054795,
            50,
            54.054054
        ],
        [
            2.950059,
            4.174936,
            1.327542,
            1.561978,
            2.465727,
            0.515951
        ],
        [
            350632,
            350632,
            49461,
            4073874,
            4073874,
            450400
        ],
        [
            -48572,
            -48572,
            -33005,
            -1176990,
            -1176990,
            -1115387
        ],
        [
            127,
            230,
            26,
            127,
            230,
            26
        ],
        [
            150,
            279,
            34,
            150,
            279,
            34
        ],
        [
            102,
            181,
            17,
            102,
            181,
            17
        ],
        [
            9290,
            8310,
            980,
            9290,
            8310,
            980
        ],
        [
            24.42271,
            0,
            38.17271,
            24.422711,
            0,
            38.172711
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184899,
            -142043,
            -311743,
            -64953,
            447714,
            -579423
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546279200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298122194,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 187,
            "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)