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Trade: XRP/USDT/480/PWMA/SWMA/3030

Strategy
XRP/USDT/480/PWMA/SWMA/3030
Pair
XRP_USDT
Interval
8h
Score
482309
Daily Profit
0.150810
Profit Factor
2.475869
Profitability
53.554502
Streak
20.387320
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-14 12:17
Expiration Time
2025-11-28 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 889968.9567 804579.2236 85389.7332 4231149.2511 3194096.376 1037052.875
Total P&L (%) 889.969 804.5792 85.3897 4231.1493 3194.0964 1037.0529
Avg Daily Profit (%) 0.3559 0.3217 0.0341 0.1508 0.1398 0.0973
Buy And Hold Return (%) 781.6147 781.6147 781.6147 781.6147 781.6147 781.6147
Max Trade Drawdown -124547 -66938 -167921 -851599 -879389 -316418
Profit Factor 1.9475 2.8934 1.166 2.4759 2.752 1.9935
Total Trades 211 105 106 211 105 106
Winning Trades 113 55 58 113 55 58
Losing Trades 98 50 48 98 50 48
Profitability (%) 53.5545 52.381 54.717 53.5545 52.381 54.717
Ratio Avg Win / Avg Loss 1.6889 2.6304 0.965 2.1472 2.5018 1.6498
Largest Winning Trade 348342 348342 50387 1382181 1382181 284729
Largest Losing Trade -47726 -26051 -47726 -543317 -543317 -166889
Avg Bars in Trades 34 37 32 34 37 32
Avg Bars in Winners 38 38 38 38 38 38
Avg Bars in Losers 29 34 24 29 34 24
Bars Traded 7302 3886 3416 7302 3886 3416
Profit Streak 20.3873 0 75.054 20.3873 0 75.054
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107460 -142000 -350935 482309 -2783 -121311

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545148800000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757841464451,
    "expiration_time": 1764318528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "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": [
        [
            889968.9567493157,
            804579.2235985883,
            85389.7331507281,
            4231149.251066903,
            3194096.376048643,
            1037052.875018259
        ],
        [
            889.968957,
            804.579224,
            85.389733,
            4231.149251,
            3194.096376,
            1037.052875
        ],
        [
            0.355892,
            0.321745,
            0.034147,
            0.15081,
            0.139849,
            0.097262
        ],
        [
            781.614683,
            781.614683,
            781.614683,
            781.614683,
            781.614683,
            781.614683
        ],
        [
            -124547,
            -66938,
            -167921,
            -851599,
            -879389,
            -316418
        ],
        [
            1.947453,
            2.893419,
            1.166001,
            2.475869,
            2.75203,
            1.993532
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            113,
            55,
            58,
            113,
            55,
            58
        ],
        [
            98,
            50,
            48,
            98,
            50,
            48
        ],
        [
            53.554502,
            52.380952,
            54.716981,
            53.554502,
            52.380952,
            54.716981
        ],
        [
            1.688941,
            2.630381,
            0.964966,
            2.147214,
            2.501846,
            1.64982
        ],
        [
            348342,
            348342,
            50387,
            1382181,
            1382181,
            284729
        ],
        [
            -47726,
            -26051,
            -47726,
            -543317,
            -543317,
            -166889
        ],
        [
            34,
            37,
            32,
            34,
            37,
            32
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            29,
            34,
            24,
            29,
            34,
            24
        ],
        [
            7302,
            3886,
            3416,
            7302,
            3886,
            3416
        ],
        [
            20.38732,
            0,
            75.053987,
            20.38732,
            0,
            75.053987
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107460,
            -142000,
            -350935,
            482309,
            -2783,
            -121311
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545148800000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757841464451,
    "expiration_time": 1764318528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 117,
            "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)