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Trade: XRP/USDT/360/PWMA/T3/5096

Strategy
XRP/USDT/360/PWMA/T3/5096
Pair
XRP_USDT
Interval
6h
Score
336952
Daily Profit
0.144102
Profit Factor
13.172923
Profitability
63.157895
Streak
92.582895
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 22:59
Expiration Time
2025-12-06 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 535783.2458 504045.1446 31738.1013 543292.4371 3559690.0265 -3016397.5893
Total P&L (%) 535.7832 504.0451 31.7381 543.2924 3559.69 -3016.3976
Avg Daily Profit (%) 0.2143 0.2016 0.0127 0.0745 0.1441 0
Buy And Hold Return (%) 683.0864 683.0864 683.0864 683.0864 683.0864 683.0864
Max Trade Drawdown -105656 -70943 -89242 -3543308 -121341 -3442752
Profit Factor 2.3966 4.4376 1.1339 1.1307 13.1729 0.2195
Total Trades 76 38 38 76 38 38
Winning Trades 50 24 26 50 24 26
Losing Trades 26 14 12 26 14 12
Profitability (%) 65.7895 63.1579 68.4211 65.7895 63.1579 68.4211
Ratio Avg Win / Avg Loss 1.2462 2.5886 0.5233 0.588 7.6842 0.1013
Largest Winning Trade 166832 166832 25375 2527616 2527616 173557
Largest Losing Trade -84481 -33751 -84481 -3415307 -66238 -3415307
Avg Bars in Trades 128 131 124 128 131 124
Avg Bars in Winners 126 125 126 126 125 126
Avg Bars in Losers 131 141 120 131 141 120
Bars Traded 9729 4993 4737 9729 4993 4737
Profit Streak 0 92.5829 0 0 92.5829 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 -205616 -148066 -414149 -388742 336952 -578377

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1546797600000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758571162114,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 197,
            "offset": 0,
            "a": 0.50058
        }
    }
}
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": [
        [
            535783.2458443182,
            504045.1445902385,
            31738.1012540798,
            543292.437131793,
            3559690.026454739,
            -3016397.589322945
        ],
        [
            535.783246,
            504.045145,
            31.738101,
            543.292437,
            3559.690026,
            -3016.397589
        ],
        [
            0.214313,
            0.201618,
            0.012695,
            0.074485,
            0.144102,
            0
        ],
        [
            683.086399,
            683.086399,
            683.086399,
            683.086399,
            683.086399,
            683.086399
        ],
        [
            -105656,
            -70943,
            -89242,
            -3543308,
            -121341,
            -3442752
        ],
        [
            2.396594,
            4.437645,
            1.13391,
            1.13069,
            13.172923,
            0.219498
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            65.789474,
            63.157895,
            68.421053,
            65.789474,
            63.157895,
            68.421053
        ],
        [
            1.246229,
            2.588626,
            0.523343,
            0.587959,
            7.684205,
            0.101307
        ],
        [
            166832,
            166832,
            25375,
            2527616,
            2527616,
            173557
        ],
        [
            -84481,
            -33751,
            -84481,
            -3415307,
            -66238,
            -3415307
        ],
        [
            128,
            131,
            124,
            128,
            131,
            124
        ],
        [
            126,
            125,
            126,
            126,
            125,
            126
        ],
        [
            131,
            141,
            120,
            131,
            141,
            120
        ],
        [
            9729,
            4993,
            4737,
            9729,
            4993,
            4737
        ],
        [
            0,
            92.582895,
            0,
            0,
            92.582895,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205616,
            -148066,
            -414149,
            -388742,
            336952,
            -578377
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1546797600000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758571162114,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 197,
            "offset": 0,
            "a": 0.50058
        }
    }
}

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)