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Trade: XRP/USDT/360/PWMA/SMA/5533

Strategy
XRP/USDT/360/PWMA/SMA/5533
Pair
XRP_USDT
Interval
6h
Score
700728
Daily Profit
0.299316
Profit Factor
4.334939
Profitability
57.961783
Streak
78.915739
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 12:58
Expiration Time
2025-12-01 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1207682.334 944450.5967 263231.7374 175663690.9281 125364676.1676 50299014.7604
Total P&L (%) 1207.6823 944.4506 263.2317 175663.6909 125364.6762 50299.0148
Avg Daily Profit (%) 0.4831 0.3778 0.1053 0.2993 0.2858 0.2492
Buy And Hold Return (%) 728.7214 728.7214 728.7214 728.7214 728.7214 728.7214
Max Trade Drawdown -59150 -59454 -43617 -13663679 -13577143 -4060167
Profit Factor 3.2158 4.2881 2.0211 4.3349 4.3787 4.2307
Total Trades 157 78 79 157 78 79
Winning Trades 91 43 48 91 43 48
Losing Trades 66 35 31 66 35 31
Profitability (%) 57.9618 55.1282 60.7595 57.9618 55.1282 60.7595
Ratio Avg Win / Avg Loss 2.3324 3.4903 1.3053 3.144 3.564 2.7323
Largest Winning Trade 324826 324826 43730 50809651 50809651 10290015
Largest Losing Trade -32951 -30589 -32951 -12206763 -12206763 -4060167
Avg Bars in Trades 61 69 54 61 69 54
Avg Bars in Winners 72 80 64 72 80 64
Avg Bars in Losers 48 55 39 48 55 39
Bars Traded 9730 5400 4330 9730 5400 4330
Profit Streak 78.9157 81.6657 78.9157 78.9157 81.6657 78.9157
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385227 -89678 -239785 700728 -16720 -8633

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758103119834,
    "expiration_time": 1764568800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 185,
            "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": [
        [
            1207682.334037423,
            944450.5966741976,
            263231.7373632258,
            175663690.9280628,
            125364676.16762608,
            50299014.76043673
        ],
        [
            1207.682334,
            944.450597,
            263.231737,
            175663.690928,
            125364.676168,
            50299.01476
        ],
        [
            0.483073,
            0.37778,
            0.105293,
            0.299316,
            0.285792,
            0.249212
        ],
        [
            728.721387,
            728.721387,
            728.721387,
            728.721387,
            728.721387,
            728.721387
        ],
        [
            -59150,
            -59454,
            -43617,
            -13663679,
            -13577143,
            -4060167
        ],
        [
            3.215826,
            4.288077,
            2.021106,
            4.334939,
            4.378678,
            4.230697
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            91,
            43,
            48,
            91,
            43,
            48
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            57.961783,
            55.128205,
            60.759494,
            57.961783,
            55.128205,
            60.759494
        ],
        [
            2.332357,
            3.490295,
            1.305297,
            3.144021,
            3.56404,
            2.732325
        ],
        [
            324826,
            324826,
            43730,
            50809651,
            50809651,
            10290015
        ],
        [
            -32951,
            -30589,
            -32951,
            -12206763,
            -12206763,
            -4060167
        ],
        [
            61,
            69,
            54,
            61,
            69,
            54
        ],
        [
            72,
            80,
            64,
            72,
            80,
            64
        ],
        [
            48,
            55,
            39,
            48,
            55,
            39
        ],
        [
            9730,
            5400,
            4330,
            9730,
            5400,
            4330
        ],
        [
            78.915739,
            81.665739,
            78.915739,
            78.915739,
            81.665739,
            78.915739
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385227,
            -89678,
            -239785,
            700728,
            -16720,
            -8633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758103119834,
    "expiration_time": 1764568800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 185,
            "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)