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Trade: XRP/USDT/720/BBL/PWMA/8283

Strategy
XRP/USDT/720/BBL/PWMA/8283
Pair
XRP_USDT
Interval
12h
Score
467954
Daily Profit
0.234191
Profit Factor
2.071440
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-19 15:04
Expiration Time
2025-12-03 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 974162.1135 811965.9204 162196.193 -73796005.2072 34632844.1416 -108428849.3488
Total P&L (%) 974.1621 811.9659 162.1962 -73796.0052 34632.8441 -108428.8493
Avg Daily Profit (%) 0.3895 0.3247 0.0649 0 0.2342 0
Buy And Hold Return (%) 905.0319 905.0319 905.0319 905.0319 905.0319 905.0319
Max Trade Drawdown -141414 -78085 -144379 -145385932 -25391792 -123156545
Profit Factor 3.7534 6.9403 1.7471 0.548 2.0714 0.172
Total Trades 63 31 32 63 31 32
Winning Trades 45 21 24 41 20 21
Losing Trades 18 10 8 22 11 11
Profitability (%) 71.4286 67.7419 75 65.0794 64.5161 65.625
Ratio Avg Win / Avg Loss 1.5014 3.3049 0.5824 0.2941 1.1393 0.0901
Largest Winning Trade 210522 210522 52190 39275816 39275816 4095622
Largest Losing Trade -138341 -45554 -138341 -99176798 -23286661 -99176798
Avg Bars in Trades 74 96 54 74 96 54
Avg Bars in Winners 71 85 58 68 77 59
Avg Bars in Losers 84 118 40 86 130 43
Bars Traded 4717 2986 1731 4717 2986 1731
Profit Streak 211.0029 211.0029 212.0029 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -272288 -144910 -267011 -729823 467954 -578784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283448417,
    "expiration_time": 1764765792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 1.56235
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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": [
        [
            974162.1134595831,
            811965.9204259039,
            162196.1930336793,
            -73796005.20720938,
            34632844.14158043,
            -108428849.3487898
        ],
        [
            974.162113,
            811.96592,
            162.196193,
            -73796.005207,
            34632.844142,
            -108428.849349
        ],
        [
            0.389509,
            0.324657,
            0.064853,
            0,
            0.234191,
            0
        ],
        [
            905.031946,
            905.031946,
            905.031946,
            905.031946,
            905.031946,
            905.031946
        ],
        [
            -141414,
            -78085,
            -144379,
            -145385932,
            -25391792,
            -123156545
        ],
        [
            3.753448,
            6.940298,
            1.747071,
            0.548009,
            2.07144,
            0.171953
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            45,
            21,
            24,
            41,
            20,
            21
        ],
        [
            18,
            10,
            8,
            22,
            11,
            11
        ],
        [
            71.428571,
            67.741935,
            75,
            65.079365,
            64.516129,
            65.625
        ],
        [
            1.501379,
            3.304904,
            0.582357,
            0.294054,
            1.139292,
            0.090071
        ],
        [
            210522,
            210522,
            52190,
            39275816,
            39275816,
            4095622
        ],
        [
            -138341,
            -45554,
            -138341,
            -99176798,
            -23286661,
            -99176798
        ],
        [
            74,
            96,
            54,
            74,
            96,
            54
        ],
        [
            71,
            85,
            58,
            68,
            77,
            59
        ],
        [
            84,
            118,
            40,
            86,
            130,
            43
        ],
        [
            4717,
            2986,
            1731,
            4717,
            2986,
            1731
        ],
        [
            211.002875,
            211.002875,
            212.002875,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -272288,
            -144910,
            -267011,
            -729823,
            467954,
            -578784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758283448417,
    "expiration_time": 1764765792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 1.56235
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 189,
            "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)