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Trade: XRP/USDT/360/PWMA/MIDPRICE/3161

Strategy
XRP/USDT/360/PWMA/MIDPRICE/3161
Pair
XRP_USDT
Interval
6h
Score
436388
Daily Profit
0.169164
Profit Factor
1.991594
Profitability
48.623853
Streak
86.909296
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 06:49
Expiration Time
2025-11-30 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859464.5084 771191.456 88273.0524 5670816.2942 6741115.1325 -1070298.8383
Total P&L (%) 859.4645 771.1915 88.2731 5670.8163 6741.1151 -1070.2988
Avg Daily Profit (%) 0.3438 0.3085 0.0353 0.1623 0.1692 0
Buy And Hold Return (%) 871.7141 871.7141 871.7141 871.7141 871.7141 871.7141
Max Trade Drawdown -138207 -83584 -78858 -2432614 -1342797 -2378815
Profit Factor 2.1134 3.1345 1.215 1.3724 1.9916 0.873
Total Trades 218 109 109 218 109 109
Winning Trades 108 53 55 108 53 55
Losing Trades 110 56 54 110 56 54
Profitability (%) 49.5413 48.6239 50.4587 49.5413 48.6239 50.4587
Ratio Avg Win / Avg Loss 2.1526 3.3119 1.1929 1.3979 2.1043 0.8571
Largest Winning Trade 311475 311475 48287 3657674 3657674 1002163
Largest Losing Trade -28244 -18525 -28244 -745745 -726757 -745745
Avg Bars in Trades 45 44 46 45 44 46
Avg Bars in Winners 57 59 55 57 59 55
Avg Bars in Losers 32 29 36 32 29 36
Bars Traded 9829 4796 5033 9829 4796 5033
Profit Streak 0 86.9093 0 0 86.9093 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151529 -150259 -312145 319512 436388 -580982

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1545048000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757994563165,
    "expiration_time": 1764460800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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": [
        [
            859464.5084245923,
            771191.4560379381,
            88273.0523866551,
            5670816.294238227,
            6741115.132496144,
            -1070298.8382579156
        ],
        [
            859.464508,
            771.191456,
            88.273052,
            5670.816294,
            6741.115132,
            -1070.298838
        ],
        [
            0.343786,
            0.308477,
            0.035309,
            0.162348,
            0.169164,
            0
        ],
        [
            871.714081,
            871.714081,
            871.714081,
            871.714081,
            871.714081,
            871.714081
        ],
        [
            -138207,
            -83584,
            -78858,
            -2432614,
            -1342797,
            -2378815
        ],
        [
            2.113418,
            3.134463,
            1.21498,
            1.372443,
            1.991594,
            0.873003
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            110,
            56,
            54,
            110,
            56,
            54
        ],
        [
            49.541284,
            48.623853,
            50.458716,
            49.541284,
            48.623853,
            50.458716
        ],
        [
            2.152555,
            3.311886,
            1.192889,
            1.397859,
            2.104325,
            0.85713
        ],
        [
            311475,
            311475,
            48287,
            3657674,
            3657674,
            1002163
        ],
        [
            -28244,
            -18525,
            -28244,
            -745745,
            -726757,
            -745745
        ],
        [
            45,
            44,
            46,
            45,
            44,
            46
        ],
        [
            57,
            59,
            55,
            57,
            59,
            55
        ],
        [
            32,
            29,
            36,
            32,
            29,
            36
        ],
        [
            9829,
            4796,
            5033,
            9829,
            4796,
            5033
        ],
        [
            0,
            86.909296,
            0,
            0,
            86.909296,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151529,
            -150259,
            -312145,
            319512,
            436388,
            -580982
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1545048000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757994563165,
    "expiration_time": 1764460800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 88,
            "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)