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Trade: XRP/USDT/480/PWMA/MIDPRICE/2224

Strategy
XRP/USDT/480/PWMA/MIDPRICE/2224
Pair
XRP_USDT
Interval
8h
Score
787851
Daily Profit
0.344758
Profit Factor
10.282421
Profitability
66.315789
Streak
207.632659
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-16 18:11
Expiration Time
2025-11-30 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1319171.3451 1013273.6504 305897.6947 545928785.2796 430396677.1713 115532108.1083
Total P&L (%) 1319.1713 1013.2737 305.8977 545928.7853 430396.6772 115532.1081
Avg Daily Profit (%) 0.5276 0.4053 0.1223 0.3448 0.3352 0.2825
Buy And Hold Return (%) 850.5072 850.5072 850.5072 850.5072 850.5072 850.5072
Max Trade Drawdown -39557 -53794 -17671 -24358861 -9324308 -24358861
Profit Factor 6.407 8.8658 3.6564 10.2824 21.9868 4.0161
Total Trades 95 47 48 95 47 48
Winning Trades 63 32 31 63 32 31
Losing Trades 32 15 17 32 15 17
Profitability (%) 66.3158 68.0851 64.5833 66.3158 68.0851 64.5833
Ratio Avg Win / Avg Loss 3.2543 4.1559 2.0051 5.2228 10.3063 2.2024
Largest Winning Trade 337777 337777 44273 173785774 173785774 68812932
Largest Losing Trade -21778 -21778 -15716 -24358861 -9324308 -24358861
Avg Bars in Trades 74 89 60 74 89 60
Avg Bars in Winners 82 91 72 82 91 72
Avg Bars in Losers 59 83 38 59 83 38
Bars Traded 7076 4184 2892 7076 4184 2892
Profit Streak 207.6327 438.6327 207.6327 207.6327 438.6327 207.6327
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488359 -84081 -185311 787851 776110 689575

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1548835200000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758035461764,
    "expiration_time": 1764490464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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": [
        [
            1319171.3451054764,
            1013273.6503894255,
            305897.6947160515,
            545928785.2795995,
            430396677.17128015,
            115532108.1083193
        ],
        [
            1319.171345,
            1013.27365,
            305.897695,
            545928.78528,
            430396.677171,
            115532.108108
        ],
        [
            0.527599,
            0.405256,
            0.122343,
            0.344758,
            0.335217,
            0.282481
        ],
        [
            850.507176,
            850.507176,
            850.507176,
            850.507176,
            850.507176,
            850.507176
        ],
        [
            -39557,
            -53794,
            -17671,
            -24358861,
            -9324308,
            -24358861
        ],
        [
            6.406961,
            8.865842,
            3.656353,
            10.282421,
            21.986801,
            4.016093
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            66.315789,
            68.085106,
            64.583333,
            66.315789,
            68.085106,
            64.583333
        ],
        [
            3.254329,
            4.155863,
            2.005097,
            5.222817,
            10.306313,
            2.202374
        ],
        [
            337777,
            337777,
            44273,
            173785774,
            173785774,
            68812932
        ],
        [
            -21778,
            -21778,
            -15716,
            -24358861,
            -9324308,
            -24358861
        ],
        [
            74,
            89,
            60,
            74,
            89,
            60
        ],
        [
            82,
            91,
            72,
            82,
            91,
            72
        ],
        [
            59,
            83,
            38,
            59,
            83,
            38
        ],
        [
            7076,
            4184,
            2892,
            7076,
            4184,
            2892
        ],
        [
            207.632659,
            438.632659,
            207.632659,
            207.632659,
            438.632659,
            207.632659
        ],
        [
            6,
            7,
            3,
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            3
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            488359,
            -84081,
            -185311,
            787851,
            776110,
            689575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1548835200000,
    "last_datapoint_time": 1758009600000,
    "evaluation_time": 1758035461764,
    "expiration_time": 1764490464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 238,
            "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)