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Trade: XRP/USDT/360/PWMA/RMA/2807

Strategy
XRP/USDT/360/PWMA/RMA/2807
Pair
XRP_USDT
Interval
6h
Score
506252
Daily Profit
0.189444
Profit Factor
2.672304
Profitability
50.000000
Streak
94.909478
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 18:49
Expiration Time
2025-11-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 843047.5808 761383.7179 81663.8629 5497458.7489 11247904.8342 -5750446.0852
Total P&L (%) 843.0476 761.3837 81.6639 5497.4587 11247.9048 -5750.4461
Avg Daily Profit (%) 0.3372 0.3046 0.0327 0.1611 0.1894 0
Buy And Hold Return (%) 729.0411 729.0411 729.0411 729.0411 729.0411 729.0411
Max Trade Drawdown -120996 -41179 -104786 -7452100 -2379110 -9818151
Profit Factor 2.8397 5.3507 1.2883 1.2712 2.6723 0.5755
Total Trades 88 44 44 88 44 44
Winning Trades 49 22 27 49 22 27
Losing Trades 39 22 17 39 22 17
Profitability (%) 55.6818 50 61.3636 55.6818 50 61.3636
Ratio Avg Win / Avg Loss 2.2602 5.3507 0.8112 1.0118 2.6723 0.3623
Largest Winning Trade 304092 304092 60594 8644065 8644065 2048325
Largest Losing Trade -52915 -22451 -52915 -5893420 -1287918 -5893420
Avg Bars in Trades 108 117 100 108 117 100
Avg Bars in Winners 136 152 122 136 152 122
Avg Bars in Losers 74 81 65 74 81 65
Bars Traded 9585 5157 4428 9585 5157 4428
Profit Streak 61.6595 94.9095 0 61.6595 94.9095 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100964 -133975 -315152 329201 506252 -579246

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546970400000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757605778875,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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": [
        [
            843047.5807853142,
            761383.7178575813,
            81663.8629277331,
            5497458.7489309255,
            11247904.834156726,
            -5750446.085225804
        ],
        [
            843.047581,
            761.383718,
            81.663863,
            5497.458749,
            11247.904834,
            -5750.446085
        ],
        [
            0.337219,
            0.304553,
            0.032666,
            0.161126,
            0.189444,
            0
        ],
        [
            729.041111,
            729.041111,
            729.041111,
            729.041111,
            729.041111,
            729.041111
        ],
        [
            -120996,
            -41179,
            -104786,
            -7452100,
            -2379110,
            -9818151
        ],
        [
            2.839742,
            5.350692,
            1.288321,
            1.271194,
            2.672304,
            0.575466
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            55.681818,
            50,
            61.363636,
            55.681818,
            50,
            61.363636
        ],
        [
            2.260202,
            5.350692,
            0.811165,
            1.011767,
            2.672304,
            0.36233
        ],
        [
            304092,
            304092,
            60594,
            8644065,
            8644065,
            2048325
        ],
        [
            -52915,
            -22451,
            -52915,
            -5893420,
            -1287918,
            -5893420
        ],
        [
            108,
            117,
            100,
            108,
            117,
            100
        ],
        [
            136,
            152,
            122,
            136,
            152,
            122
        ],
        [
            74,
            81,
            65,
            74,
            81,
            65
        ],
        [
            9585,
            5157,
            4428,
            9585,
            5157,
            4428
        ],
        [
            61.659478,
            94.909478,
            0,
            61.659478,
            94.909478,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100964,
            -133975,
            -315152,
            329201,
            506252,
            -579246
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546970400000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757605778875,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 145,
            "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)