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Trade: XRP/USDT/360/PWMA/MIDPRICE/5368

Strategy
XRP/USDT/360/PWMA/MIDPRICE/5368
Pair
XRP_USDT
Interval
6h
Score
428932
Daily Profit
0.158682
Profit Factor
1.665461
Profitability
55.468750
Streak
106.277052
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-22 15:38
Expiration Time
2025-12-06 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 758554.639 674231.4076 84323.2314 5168307.4782 6014571.2546 -846263.7763
Total P&L (%) 758.5546 674.2314 84.3232 5168.3075 6014.5713 -846.2638
Avg Daily Profit (%) 0.3034 0.2697 0.0337 0.1587 0.1646 0
Buy And Hold Return (%) 774.1738 774.1738 774.1738 774.1738 774.1738 774.1738
Max Trade Drawdown -80184 -77415 -72676 -2508198 -1000222 -2838742
Profit Factor 2.2566 3.0591 1.3053 1.6655 2.6858 0.7984
Total Trades 128 64 64 128 64 64
Winning Trades 71 38 33 71 38 33
Losing Trades 57 26 31 57 26 31
Profitability (%) 55.4688 59.375 51.5625 55.4688 59.375 51.5625
Ratio Avg Win / Avg Loss 1.8117 2.0931 1.2262 1.3371 1.8377 0.7501
Largest Winning Trade 157102 157102 38960 3074006 3074006 785220
Largest Losing Trade -54015 -54015 -41104 -1837417 -587278 -1837417
Avg Bars in Trades 74 87 61 74 87 61
Avg Bars in Winners 84 86 82 84 86 82
Avg Bars in Losers 61 87 38 61 87 38
Bars Traded 9492 5580 3912 9492 5580 3912
Profit Streak 106.2771 173.7771 106.2771 106.2771 173.7771 106.2771
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150158 -287910 -451916 428932 -123750 -719194

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544737272,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "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": [
        [
            758554.6390151435,
            674231.4075969179,
            84323.2314182252,
            5168307.4782376075,
            6014571.254559638,
            -846263.7763220305
        ],
        [
            758.554639,
            674.231408,
            84.323231,
            5168.307478,
            6014.571255,
            -846.263776
        ],
        [
            0.303392,
            0.269666,
            0.033726,
            0.158682,
            0.164649,
            0
        ],
        [
            774.173829,
            774.173829,
            774.173829,
            774.173829,
            774.173829,
            774.173829
        ],
        [
            -80184,
            -77415,
            -72676,
            -2508198,
            -1000222,
            -2838742
        ],
        [
            2.256629,
            3.059081,
            1.305298,
            1.665461,
            2.685814,
            0.798449
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            71,
            38,
            33,
            71,
            38,
            33
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            55.46875,
            59.375,
            51.5625,
            55.46875,
            59.375,
            51.5625
        ],
        [
            1.81166,
            2.093055,
            1.226189,
            1.337061,
            1.837662,
            0.750058
        ],
        [
            157102,
            157102,
            38960,
            3074006,
            3074006,
            785220
        ],
        [
            -54015,
            -54015,
            -41104,
            -1837417,
            -587278,
            -1837417
        ],
        [
            74,
            87,
            61,
            74,
            87,
            61
        ],
        [
            84,
            86,
            82,
            84,
            86,
            82
        ],
        [
            61,
            87,
            38,
            61,
            87,
            38
        ],
        [
            9492,
            5580,
            3912,
            9492,
            5580,
            3912
        ],
        [
            106.277052,
            173.777052,
            106.277052,
            106.277052,
            173.777052,
            106.277052
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150158,
            -287910,
            -451916,
            428932,
            -123750,
            -719194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544737272,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 240,
            "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)