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Trade: XRP/USDT/720/BBL/PWMA/1944

Strategy
XRP/USDT/720/BBL/PWMA/1944
Pair
XRP_USDT
Interval
12h
Score
784961
Daily Profit
0.277986
Profit Factor
16.404442
Profitability
74.418605
Streak
230.059626
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 04:25
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024041.3512 796739.2327 227302.1185 58809157.4629 103320088.0388 -44510930.5759
Total P&L (%) 1024.0414 796.7392 227.3021 58809.1575 103320.088 -44510.9306
Avg Daily Profit (%) 0.4095 0.3186 0.0909 0.2554 0.278 0
Buy And Hold Return (%) 801.0006 801.0006 801.0006 801.0006 801.0006 801.0006
Max Trade Drawdown -105188 -84238 -111109 -82467568 -5227877 -85483501
Profit Factor 4.3121 6.9994 2.2887 1.6281 16.4044 0.4879
Total Trades 87 43 44 87 43 44
Winning Trades 65 32 33 65 32 33
Losing Trades 22 11 11 22 11 11
Profitability (%) 74.7126 74.4186 75 74.7126 74.4186 75
Ratio Avg Win / Avg Loss 1.4595 2.406 0.7629 0.5511 5.639 0.1626
Largest Winning Trade 161846 161846 47399 54165817 54165817 10222396
Largest Losing Trade -72407 -56029 -72407 -73166985 -2977293 -73166985
Avg Bars in Trades 53 79 28 53 79 28
Avg Bars in Winners 52 73 31 52 73 31
Avg Bars in Losers 58 96 21 58 96 21
Bars Traded 4673 3399 1274 4673 3399 1274
Profit Streak 230.0596 230.0596 234.5596 230.0596 230.0596 234.5596
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57974 -143625 -230844 503331 784961 -575822

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550707200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294751679,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 4.3158
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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": [
        [
            1024041.3511902664,
            796739.2327219672,
            227302.1184682997,
            58809157.46286094,
            103320088.03878483,
            -44510930.5759239
        ],
        [
            1024.041351,
            796.739233,
            227.302118,
            58809.157463,
            103320.088039,
            -44510.930576
        ],
        [
            0.409535,
            0.318632,
            0.090903,
            0.255418,
            0.277986,
            0
        ],
        [
            801.000625,
            801.000625,
            801.000625,
            801.000625,
            801.000625,
            801.000625
        ],
        [
            -105188,
            -84238,
            -111109,
            -82467568,
            -5227877,
            -85483501
        ],
        [
            4.312105,
            6.999371,
            2.288724,
            1.628133,
            16.404442,
            0.487899
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            74.712644,
            74.418605,
            75,
            74.712644,
            74.418605,
            75
        ],
        [
            1.459482,
            2.406034,
            0.762908,
            0.55106,
            5.639027,
            0.162633
        ],
        [
            161846,
            161846,
            47399,
            54165817,
            54165817,
            10222396
        ],
        [
            -72407,
            -56029,
            -72407,
            -73166985,
            -2977293,
            -73166985
        ],
        [
            53,
            79,
            28,
            53,
            79,
            28
        ],
        [
            52,
            73,
            31,
            52,
            73,
            31
        ],
        [
            58,
            96,
            21,
            58,
            96,
            21
        ],
        [
            4673,
            3399,
            1274,
            4673,
            3399,
            1274
        ],
        [
            230.059626,
            230.059626,
            234.559626,
            230.059626,
            230.059626,
            234.559626
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57974,
            -143625,
            -230844,
            503331,
            784961,
            -575822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550707200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294751679,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 4.3158
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "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)