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Trade: XRP/USDT/480/PWMA/MIDPRICE/3113

Strategy
XRP/USDT/480/PWMA/MIDPRICE/3113
Pair
XRP_USDT
Interval
8h
Score
656104
Daily Profit
0.251746
Profit Factor
5.116296
Profitability
56.250000
Streak
162.815276
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 22:34
Expiration Time
2025-12-06 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029733.2137 847955.6667 181777.547 44065909.1449 53630659.6228 -9564750.4779
Total P&L (%) 1029.7332 847.9557 181.7775 44065.9091 53630.6596 -9564.7505
Avg Daily Profit (%) 0.4118 0.3391 0.0727 0.2439 0.2517 0
Buy And Hold Return (%) 828.2778 828.2778 828.2778 828.2778 828.2778 828.2778
Max Trade Drawdown -46583 -31444 -73352 -21690472 -5116917 -26020237
Profit Factor 4.088 7.1563 1.9288 1.9208 5.1163 0.7254
Total Trades 97 48 49 97 48 49
Winning Trades 58 27 31 58 27 31
Losing Trades 39 21 18 39 21 18
Profitability (%) 59.7938 56.25 63.2653 59.7938 56.25 63.2653
Ratio Avg Win / Avg Loss 2.7489 5.566 1.1199 1.2916 3.9793 0.4212
Largest Winning Trade 322603 322603 48981 35611174 35611174 3918516
Largest Losing Trade -44268 -18569 -44268 -20651098 -2718848 -20651098
Avg Bars in Trades 73 87 59 73 87 59
Avg Bars in Winners 86 106 68 86 106 68
Avg Bars in Losers 54 62 43 54 62 43
Bars Traded 7115 4205 2911 7115 4205 2911
Profit Streak 150.1486 162.8153 150.1486 150.1486 162.8153 150.1486
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70223 -138766 -256318 498937 656104 -577999

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758569639851,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "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": [
        [
            1029733.213703783,
            847955.6667149098,
            181777.5469888733,
            44065909.1449018,
            53630659.62281961,
            -9564750.477917813
        ],
        [
            1029.733214,
            847.955667,
            181.777547,
            44065.909145,
            53630.659623,
            -9564.750478
        ],
        [
            0.411839,
            0.339138,
            0.072701,
            0.243886,
            0.251746,
            0
        ],
        [
            828.277752,
            828.277752,
            828.277752,
            828.277752,
            828.277752,
            828.277752
        ],
        [
            -46583,
            -31444,
            -73352,
            -21690472,
            -5116917,
            -26020237
        ],
        [
            4.088038,
            7.156264,
            1.928763,
            1.920793,
            5.116296,
            0.725369
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            59.793814,
            56.25,
            63.265306,
            59.793814,
            56.25,
            63.265306
        ],
        [
            2.748853,
            5.565983,
            1.119927,
            1.291568,
            3.979341,
            0.421182
        ],
        [
            322603,
            322603,
            48981,
            35611174,
            35611174,
            3918516
        ],
        [
            -44268,
            -18569,
            -44268,
            -20651098,
            -2718848,
            -20651098
        ],
        [
            73,
            87,
            59,
            73,
            87,
            59
        ],
        [
            86,
            106,
            68,
            86,
            106,
            68
        ],
        [
            54,
            62,
            43,
            54,
            62,
            43
        ],
        [
            7115,
            4205,
            2911,
            7115,
            4205,
            2911
        ],
        [
            150.148609,
            162.815276,
            150.148609,
            150.148609,
            162.815276,
            150.148609
        ],
        [
            4,
            2,
            2,
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            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70223,
            -138766,
            -256318,
            498937,
            656104,
            -577999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758569639851,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 176,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "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)