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Trade: XRP/USDT/480/PWMA/VWMA/4406

Strategy
XRP/USDT/480/PWMA/VWMA/4406
Pair
XRP_USDT
Interval
8h
Score
678727
Daily Profit
0.182942
Profit Factor
8.429381
Profitability
60.975610
Streak
216.284997
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-10-06 09:50
Expiration Time
2025-12-20 02:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 868632.5758 732317.2018 136315.374 6650536.109 9571911.1161 -2921375.007
Total P&L (%) 868.6326 732.3172 136.3154 6650.5361 9571.9111 -2921.375
Avg Daily Profit (%) 0.3473 0.2928 0.0545 0.1685 0.1829 0
Buy And Hold Return (%) 832.8118 832.8118 832.8118 832.8118 832.8118 832.8118
Max Trade Drawdown -135435 -45780 -115187 -2715556 -446563 -4152604
Profit Factor 3.1284 6.053 1.518 1.9145 8.4294 0.5118
Total Trades 83 41 42 83 41 42
Winning Trades 51 25 26 51 25 26
Losing Trades 32 16 16 32 16 16
Profitability (%) 61.4458 60.9756 61.9048 61.4458 60.9756 61.9048
Ratio Avg Win / Avg Loss 1.9629 3.8739 0.9341 1.2013 5.3948 0.3149
Largest Winning Trade 271258 271258 42757 4421104 4421104 564866
Largest Losing Trade -78315 -26914 -78315 -2386089 -446563 -2386089
Avg Bars in Trades 84 94 74 84 94 74
Avg Bars in Winners 97 106 89 97 106 89
Avg Bars in Losers 63 75 51 63 75 51
Bars Traded 7017 3876 3141 7017 3876 3141
Profit Streak 0 216.285 0 0 216.285 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136638 -145985 -284585 387972 678727 -579191
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543622400000,
    "first_datapoint_time": 1550736000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759733423749,
    "expiration_time": 1766192256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "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": [
        [
            868632.5758335231,
            732317.2018042499,
            136315.3740292732,
            6650536.109018207,
            9571911.116058126,
            -2921375.00703992
        ],
        [
            868.632576,
            732.317202,
            136.315374,
            6650.536109,
            9571.911116,
            -2921.375007
        ],
        [
            0.347268,
            0.292771,
            0.054497,
            0.168541,
            0.182942,
            0
        ],
        [
            832.811767,
            832.811767,
            832.811767,
            832.811767,
            832.811767,
            832.811767
        ],
        [
            -135435,
            -45780,
            -115187,
            -2715556,
            -446563,
            -4152604
        ],
        [
            3.12843,
            6.052973,
            1.517952,
            1.914546,
            8.429381,
            0.511767
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            61.445783,
            60.97561,
            61.904762,
            61.445783,
            60.97561,
            61.904762
        ],
        [
            1.962937,
            3.873903,
            0.934124,
            1.201284,
            5.394804,
            0.314934
        ],
        [
            271258,
            271258,
            42757,
            4421104,
            4421104,
            564866
        ],
        [
            -78315,
            -26914,
            -78315,
            -2386089,
            -446563,
            -2386089
        ],
        [
            84,
            94,
            74,
            84,
            94,
            74
        ],
        [
            97,
            106,
            89,
            97,
            106,
            89
        ],
        [
            63,
            75,
            51,
            63,
            75,
            51
        ],
        [
            7017,
            3876,
            3141,
            7017,
            3876,
            3141
        ],
        [
            0,
            216.284997,
            0,
            0,
            216.284997,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136638,
            -145985,
            -284585,
            387972,
            678727,
            -579191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543622400000,
    "first_datapoint_time": 1550736000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759733423749,
    "expiration_time": 1766192256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 248,
            "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)