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Trade: XRP/USDT/480/PWMA/MIDPRICE/8083

Strategy
XRP/USDT/480/PWMA/MIDPRICE/8083
Pair
XRP_USDT
Interval
8h
Score
358968
Daily Profit
0.216707
Profit Factor
1.390932
Profitability
58.878505
Streak
145.818793
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 06:39
Expiration Time
2025-12-03 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 957185.798 806867.4385 150318.3595 22319598.6627 41575009.8893 -19255411.2266
Total P&L (%) 957.1858 806.8674 150.3184 22319.5987 41575.0099 -19255.4112
Avg Daily Profit (%) 0.3828 0.3227 0.0601 0.2167 0.2416 0
Buy And Hold Return (%) 852.9592 852.9592 852.9592 852.9592 852.9592 852.9592
Max Trade Drawdown -132592 -64869 -84458 -39806088 -13837927 -28777211
Profit Factor 3.4103 6.0727 1.6314 1.3909 3.1808 0.4937
Total Trades 107 53 54 107 53 54
Winning Trades 63 31 32 63 31 32
Losing Trades 44 22 22 44 22 22
Profitability (%) 58.8785 58.4906 59.2593 58.8785 58.4906 59.2593
Ratio Avg Win / Avg Loss 2.3818 4.3097 1.1216 0.9714 2.2574 0.3394
Largest Winning Trade 324682 324682 50684 38298885 38298885 2582822
Largest Losing Trade -44366 -31336 -44366 -22225436 -6729250 -22225436
Avg Bars in Trades 67 82 53 67 82 53
Avg Bars in Winners 80 95 67 80 95 67
Avg Bars in Losers 49 64 33 49 64 33
Bars Traded 7270 4374 2896 7270 4374 2896
Profit Streak 145.8188 165.1521 145.8188 145.8188 165.1521 145.8188
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108821 -325763 -454340 358968 -163128 -758670

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1547827200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253143692,
    "expiration_time": 1764720864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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": [
        [
            957185.7979762815,
            806867.4384876431,
            150318.3594886387,
            22319598.662664536,
            41575009.88925384,
            -19255411.22658932
        ],
        [
            957.185798,
            806.867438,
            150.318359,
            22319.598663,
            41575.009889,
            -19255.411227
        ],
        [
            0.382824,
            0.322704,
            0.060119,
            0.216707,
            0.241559,
            0
        ],
        [
            852.959171,
            852.959171,
            852.959171,
            852.959171,
            852.959171,
            852.959171
        ],
        [
            -132592,
            -64869,
            -84458,
            -39806088,
            -13837927,
            -28777211
        ],
        [
            3.410275,
            6.072729,
            1.631411,
            1.390932,
            3.180837,
            0.493672
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            58.878505,
            58.490566,
            59.259259,
            58.878505,
            58.490566,
            59.259259
        ],
        [
            2.381779,
            4.309679,
            1.121595,
            0.971444,
            2.257368,
            0.3394
        ],
        [
            324682,
            324682,
            50684,
            38298885,
            38298885,
            2582822
        ],
        [
            -44366,
            -31336,
            -44366,
            -22225436,
            -6729250,
            -22225436
        ],
        [
            67,
            82,
            53,
            67,
            82,
            53
        ],
        [
            80,
            95,
            67,
            80,
            95,
            67
        ],
        [
            49,
            64,
            33,
            49,
            64,
            33
        ],
        [
            7270,
            4374,
            2896,
            7270,
            4374,
            2896
        ],
        [
            145.818793,
            165.152126,
            145.818793,
            145.818793,
            165.152126,
            145.818793
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108821,
            -325763,
            -454340,
            358968,
            -163128,
            -758670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1547827200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253143692,
    "expiration_time": 1764720864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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)