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Trade: XRP/USDT/360/PWMA/VWMA/9148

Strategy
XRP/USDT/360/PWMA/VWMA/9148
Pair
XRP_USDT
Interval
6h
Score
418048
Daily Profit
0.154201
Profit Factor
2.045349
Profitability
49.214660
Streak
17.716534
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 20:11
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 957828.4565 862320.2679 95508.1886 4609030.1838 3700442.0018 908588.182
Total P&L (%) 957.8285 862.3203 95.5082 4609.0302 3700.442 908.5882
Avg Daily Profit (%) 0.3831 0.3449 0.0382 0.1542 0.1456 0.0925
Buy And Hold Return (%) 881.9419 881.9419 881.9419 881.9419 881.9419 881.9419
Max Trade Drawdown -122986 -85665 -90434 -1459488 -908432 -876366
Profit Factor 2.2404 3.2256 1.2483 2.0453 2.5561 1.4473
Total Trades 191 95 96 191 95 96
Winning Trades 94 43 51 94 43 51
Losing Trades 97 52 45 97 52 45
Profitability (%) 49.2147 45.2632 53.125 49.2147 45.2632 53.125
Ratio Avg Win / Avg Loss 2.3119 3.9007 1.1014 2.1106 3.0911 1.2771
Largest Winning Trade 379869 379869 49675 1719462 1719462 852521
Largest Losing Trade -66994 -30532 -66994 -673825 -673825 -635652
Avg Bars in Trades 50 56 45 50 56 45
Avg Bars in Winners 60 67 53 60 67 53
Avg Bars in Losers 42 47 35 42 47 35
Bars Traded 9733 5372 4361 9733 5372 4361
Profit Streak 17.7165 0 27.7165 17.7165 0 27.7165
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123880 -152478 -307231 418048 88017 -223818

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757610708561,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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": [
        [
            957828.4564747491,
            862320.2678680933,
            95508.1886066558,
            4609030.183756417,
            3700442.0018022945,
            908588.1819541214
        ],
        [
            957.828456,
            862.320268,
            95.508189,
            4609.030184,
            3700.442002,
            908.588182
        ],
        [
            0.383131,
            0.344928,
            0.038203,
            0.154201,
            0.145614,
            0.092488
        ],
        [
            881.9419,
            881.9419,
            881.9419,
            881.9419,
            881.9419,
            881.9419
        ],
        [
            -122986,
            -85665,
            -90434,
            -1459488,
            -908432,
            -876366
        ],
        [
            2.240426,
            3.225618,
            1.24825,
            2.045349,
            2.556135,
            1.447335
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            94,
            43,
            51,
            94,
            43,
            51
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            49.21466,
            45.263158,
            53.125,
            49.21466,
            45.263158,
            53.125
        ],
        [
            2.311929,
            3.900747,
            1.101397,
            2.110626,
            3.09114,
            1.27706
        ],
        [
            379869,
            379869,
            49675,
            1719462,
            1719462,
            852521
        ],
        [
            -66994,
            -30532,
            -66994,
            -673825,
            -673825,
            -635652
        ],
        [
            50,
            56,
            45,
            50,
            56,
            45
        ],
        [
            60,
            67,
            53,
            60,
            67,
            53
        ],
        [
            42,
            47,
            35,
            42,
            47,
            35
        ],
        [
            9733,
            5372,
            4361,
            9733,
            5372,
            4361
        ],
        [
            17.716534,
            0,
            27.716534,
            17.716534,
            0,
            27.716534
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123880,
            -152478,
            -307231,
            418048,
            88017,
            -223818
        ]
    ]
}
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": 1544616000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757610708561,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "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)