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Trade: XRP/USDT/480/PWMA/DCM/9375

Strategy
XRP/USDT/480/PWMA/DCM/9375
Pair
XRP_USDT
Interval
8h
Score
447615
Daily Profit
0.157334
Profit Factor
1.638721
Profitability
51.401869
Streak
18.677468
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-09 11:15
Expiration Time
2025-11-23 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 867962.9603 778597.5753 89365.385 4997323.0278 4818249.5641 179073.4637
Total P&L (%) 867.963 778.5976 89.3654 4997.323 4818.2496 179.0735
Avg Daily Profit (%) 0.3471 0.3114 0.0357 0.1573 0.1559 0.0411
Buy And Hold Return (%) 746.7884 746.7884 746.7884 746.7884 746.7884 746.7884
Max Trade Drawdown -110189 -66760 -68986 -2172270 -1421911 -1008662
Profit Factor 2.0503 2.5908 1.2652 1.6387 1.9923 1.0603
Total Trades 214 107 107 214 107 107
Winning Trades 110 53 57 110 53 57
Losing Trades 104 54 50 104 54 50
Profitability (%) 51.4019 49.5327 53.271 51.4019 49.5327 53.271
Ratio Avg Win / Avg Loss 1.9384 2.6397 1.1098 1.5493 2.0299 0.9301
Largest Winning Trade 332132 332132 33682 3454525 3454525 872928
Largest Losing Trade -42390 -42390 -39051 -851258 -851258 -683361
Avg Bars in Trades 34 38 30 34 38 30
Avg Bars in Winners 42 47 37 42 47 37
Avg Bars in Losers 25 28 22 25 28 22
Bars Traded 7383 4090 3293 7383 4090 3293
Profit Streak 18.6775 0 29.0108 18.6775 0 29.0108
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100241 -139047 -310368 447615 382671 -458985

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757405733250,
    "expiration_time": 1763886528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 89,
            "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": [
        [
            867962.9602705501,
            778597.5752816185,
            89365.3849889311,
            4997323.02781695,
            4818249.564097585,
            179073.4637193654
        ],
        [
            867.96296,
            778.597575,
            89.365385,
            4997.323028,
            4818.249564,
            179.073464
        ],
        [
            0.347092,
            0.311356,
            0.035737,
            0.157334,
            0.155901,
            0.04105
        ],
        [
            746.788401,
            746.788401,
            746.788401,
            746.788401,
            746.788401,
            746.788401
        ],
        [
            -110189,
            -66760,
            -68986,
            -2172270,
            -1421911,
            -1008662
        ],
        [
            2.050257,
            2.590774,
            1.265192,
            1.638721,
            1.992274,
            1.060331
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            110,
            53,
            57,
            110,
            53,
            57
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            51.401869,
            49.53271,
            53.271028,
            51.401869,
            49.53271,
            53.271028
        ],
        [
            1.938425,
            2.639657,
            1.109818,
            1.549336,
            2.029864,
            0.930115
        ],
        [
            332132,
            332132,
            33682,
            3454525,
            3454525,
            872928
        ],
        [
            -42390,
            -42390,
            -39051,
            -851258,
            -851258,
            -683361
        ],
        [
            34,
            38,
            30,
            34,
            38,
            30
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            25,
            28,
            22,
            25,
            28,
            22
        ],
        [
            7383,
            4090,
            3293,
            7383,
            4090,
            3293
        ],
        [
            18.677468,
            0,
            29.010801,
            18.677468,
            0,
            29.010801
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100241,
            -139047,
            -310368,
            447615,
            382671,
            -458985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1543910400000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757405733250,
    "expiration_time": 1763886528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 89,
            "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)