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Trade: XRP/USDT/480/PWMA/SSF/5960

Strategy
XRP/USDT/480/PWMA/SSF/5960
Pair
XRP_USDT
Interval
8h
Score
652134
Daily Profit
0.255527
Profit Factor
7.219885
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-09 15:34
Expiration Time
2025-11-23 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1095889.108 861139.538 234749.5699 37898745.9703 58943358.7959 -21044612.8256
Total P&L (%) 1095.8891 861.1395 234.7496 37898.746 58943.3588 -21044.6128
Avg Daily Profit (%) 0.4383 0.3444 0.0939 0.2379 0.2555 0
Buy And Hold Return (%) 722.5675 722.5675 722.5675 722.5675 722.5675 722.5675
Max Trade Drawdown -91238 -40672 -88246 -37341483 -2152337 -39786671
Profit Factor 3.9973 7.8541 1.9782 1.694 7.2199 0.5337
Total Trades 91 45 46 91 45 46
Winning Trades 60 26 34 60 26 34
Losing Trades 31 19 12 31 19 12
Profitability (%) 65.9341 57.7778 73.913 65.9341 57.7778 73.913
Ratio Avg Win / Avg Loss 2.0653 5.7395 0.6982 0.8752 5.2761 0.1884
Largest Winning Trade 278228 278228 49062 38588673 38588673 3869577
Largest Losing Trade -83729 -39607 -83729 -36187401 -1997003 -36187401
Avg Bars in Trades 80 87 73 80 87 73
Avg Bars in Winners 78 85 73 78 85 73
Avg Bars in Losers 82 89 72 82 89 72
Bars Traded 7304 3927 3377 7304 3927 3377
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345927 -87239 -229247 409655 652134 -577604

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757421271993,
    "expiration_time": 1763885664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 90,
            "poles": 2
        }
    }
}
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": [
        [
            1095889.1079556886,
            861139.5380257638,
            234749.5699299249,
            37898745.970317155,
            58943358.79593039,
            -21044612.825613245
        ],
        [
            1095.889108,
            861.139538,
            234.74957,
            37898.74597,
            58943.358796,
            -21044.612826
        ],
        [
            0.438298,
            0.34441,
            0.093887,
            0.237857,
            0.255527,
            0
        ],
        [
            722.567457,
            722.567457,
            722.567457,
            722.567457,
            722.567457,
            722.567457
        ],
        [
            -91238,
            -40672,
            -88246,
            -37341483,
            -2152337,
            -39786671
        ],
        [
            3.997347,
            7.854095,
            1.978201,
            1.693992,
            7.219885,
            0.533722
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            65.934066,
            57.777778,
            73.913043,
            65.934066,
            57.777778,
            73.913043
        ],
        [
            2.065296,
            5.739531,
            0.698188,
            0.875229,
            5.27607,
            0.188372
        ],
        [
            278228,
            278228,
            49062,
            38588673,
            38588673,
            3869577
        ],
        [
            -83729,
            -39607,
            -83729,
            -36187401,
            -1997003,
            -36187401
        ],
        [
            80,
            87,
            73,
            80,
            87,
            73
        ],
        [
            78,
            85,
            73,
            78,
            85,
            73
        ],
        [
            82,
            89,
            72,
            82,
            89,
            72
        ],
        [
            7304,
            3927,
            3377,
            7304,
            3927,
            3377
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345927,
            -87239,
            -229247,
            409655,
            652134,
            -577604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1545580800000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757421271993,
    "expiration_time": 1763885664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 158,
            "offset": 90,
            "poles": 2
        }
    }
}

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)