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Trade: XRP/USDT/360/PWMA/SMA/8550

Strategy
XRP/USDT/360/PWMA/SMA/8550
Pair
XRP_USDT
Interval
6h
Score
309178
Daily Profit
0.163119
Profit Factor
1.305126
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 13:44
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884606.9371 791731.8567 92875.0804 5783028.232 10007598.9875 -4224570.7555
Total P&L (%) 884.6069 791.7319 92.8751 5783.0282 10007.599 -4224.5708
Avg Daily Profit (%) 0.3538 0.3167 0.0372 0.1631 0.1848 0
Buy And Hold Return (%) 737.4327 737.4327 737.4327 737.4327 737.4327 737.4327
Max Trade Drawdown -100715 -55357 -93918 -7373882 -2457733 -7692169
Profit Factor 2.4812 3.8511 1.2907 1.3051 2.3189 0.6283
Total Trades 120 60 60 120 60 60
Winning Trades 64 30 34 64 30 34
Losing Trades 56 30 26 56 30 26
Profitability (%) 53.3333 50 56.6667 53.3333 50 56.6667
Ratio Avg Win / Avg Loss 2.1711 3.8511 0.987 1.142 2.3189 0.4805
Largest Winning Trade 335800 335800 48118 8182676 8182676 1433318
Largest Losing Trade -47881 -21240 -47881 -4506816 -1262235 -4506816
Avg Bars in Trades 80 87 73 80 87 73
Avg Bars in Winners 97 109 86 97 109 86
Avg Bars in Losers 61 65 57 61 65 57
Bars Traded 9679 5252 4427 9679 5252 4427
Profit Streak 0 0 74.4477 0 0 74.4477
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88855 -296062 -478448 309178 -156856 -748536

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546884000000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757587484907,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 244,
            "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": [
        [
            884606.9370775635,
            791731.856673984,
            92875.0804035797,
            5783028.232033502,
            10007598.987484008,
            -4224570.755450505
        ],
        [
            884.606937,
            791.731857,
            92.87508,
            5783.028232,
            10007.598987,
            -4224.570755
        ],
        [
            0.353843,
            0.316693,
            0.03715,
            0.163119,
            0.184805,
            0
        ],
        [
            737.43268,
            737.43268,
            737.43268,
            737.43268,
            737.43268,
            737.43268
        ],
        [
            -100715,
            -55357,
            -93918,
            -7373882,
            -2457733,
            -7692169
        ],
        [
            2.481232,
            3.851125,
            1.290671,
            1.305126,
            2.318873,
            0.62828
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            53.333333,
            50,
            56.666667,
            53.333333,
            50,
            56.666667
        ],
        [
            2.171078,
            3.851125,
            0.986984,
            1.141985,
            2.318873,
            0.48045
        ],
        [
            335800,
            335800,
            48118,
            8182676,
            8182676,
            1433318
        ],
        [
            -47881,
            -21240,
            -47881,
            -4506816,
            -1262235,
            -4506816
        ],
        [
            80,
            87,
            73,
            80,
            87,
            73
        ],
        [
            97,
            109,
            86,
            97,
            109,
            86
        ],
        [
            61,
            65,
            57,
            61,
            65,
            57
        ],
        [
            9679,
            5252,
            4427,
            9679,
            5252,
            4427
        ],
        [
            0,
            0,
            74.447742,
            0,
            0,
            74.447742
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88855,
            -296062,
            -478448,
            309178,
            -156856,
            -748536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546884000000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757587484907,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 244,
            "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)