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Trade: XRP/USDT/360/PWMA/SINWMA/8388

Strategy
XRP/USDT/360/PWMA/SINWMA/8388
Pair
XRP_USDT
Interval
6h
Score
502426
Daily Profit
0.189882
Profit Factor
2.901975
Profitability
51.282051
Streak
26.922665
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 922800.6672 792136.5673 130664.0999 12164092.9955 11378020.4782 786072.5173
Total P&L (%) 922.8007 792.1366 130.6641 12164.093 11378.0205 786.0725
Avg Daily Profit (%) 0.3691 0.3168 0.0523 0.1925 0.1899 0.0873
Buy And Hold Return (%) 715.5482 715.5482 715.5482 715.5482 715.5482 715.5482
Max Trade Drawdown -120129 -67142 -136237 -3729267 -3203508 -1845135
Profit Factor 2.0595 3.0187 1.2731 2.1016 2.902 1.1553
Total Trades 235 117 118 235 117 118
Winning Trades 122 60 62 122 60 62
Losing Trades 113 57 56 113 57 56
Profitability (%) 51.9149 51.2821 52.5424 51.9149 51.2821 52.5424
Ratio Avg Win / Avg Loss 1.9076 2.8677 1.1499 1.9465 2.7569 1.0435
Largest Winning Trade 319008 319008 49680 6620895 6620895 2017874
Largest Losing Trade -46740 -20498 -46740 -1502258 -1502258 -832415
Avg Bars in Trades 41 43 39 41 43 39
Avg Bars in Winners 46 47 46 46 47 46
Avg Bars in Losers 35 39 32 35 39 32
Bars Traded 9777 5098 4679 9777 5098 4679
Profit Streak 0 26.9227 0 0 26.9227 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60791 -117211 -288895 484132 502426 -260681

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": 1545307200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298118275,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "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": [
        [
            922800.6672435543,
            792136.5672999625,
            130664.0999435913,
            12164092.99548143,
            11378020.478164466,
            786072.5173169669
        ],
        [
            922.800667,
            792.136567,
            130.6641,
            12164.092995,
            11378.020478,
            786.072517
        ],
        [
            0.369083,
            0.316823,
            0.05226,
            0.192536,
            0.189882,
            0.087294
        ],
        [
            715.548162,
            715.548162,
            715.548162,
            715.548162,
            715.548162,
            715.548162
        ],
        [
            -120129,
            -67142,
            -136237,
            -3729267,
            -3203508,
            -1845135
        ],
        [
            2.059544,
            3.018656,
            1.273051,
            2.101552,
            2.901975,
            1.155336
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            122,
            60,
            62,
            122,
            60,
            62
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            51.914894,
            51.282051,
            52.542373,
            51.914894,
            51.282051,
            52.542373
        ],
        [
            1.907611,
            2.867724,
            1.149853,
            1.94652,
            2.756876,
            1.043529
        ],
        [
            319008,
            319008,
            49680,
            6620895,
            6620895,
            2017874
        ],
        [
            -46740,
            -20498,
            -46740,
            -1502258,
            -1502258,
            -832415
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            46,
            47,
            46,
            46,
            47,
            46
        ],
        [
            35,
            39,
            32,
            35,
            39,
            32
        ],
        [
            9777,
            5098,
            4679,
            9777,
            5098,
            4679
        ],
        [
            0,
            26.922665,
            0,
            0,
            26.922665,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60791,
            -117211,
            -288895,
            484132,
            502426,
            -260681
        ]
    ]
}
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": 1545307200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758298118275,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "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)