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Trade: XRP/USDT/720/BBM/PWMA/5217

Strategy
XRP/USDT/720/BBM/PWMA/5217
Pair
XRP_USDT
Interval
12h
Score
577389
Daily Profit
0.187206
Profit Factor
3.451206
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 13:21
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 686780.9577 583204.1651 103576.7926 -3792211.498 10641529.4361 -14433740.9341
Total P&L (%) 686.781 583.2042 103.5768 -3792.2115 10641.5294 -14433.7409
Avg Daily Profit (%) 0.2747 0.2332 0.0414 0 0.1872 0
Buy And Hold Return (%) 858.6038 858.6038 858.6038 858.6038 858.6038 858.6038
Max Trade Drawdown -110815 -74837 -112949 -19263069 -1853002 -18175263
Profit Factor 3.0861 6.4815 1.4648 0.8409 3.4512 0.2596
Total Trades 59 29 30 59 29 30
Winning Trades 40 20 20 36 18 18
Losing Trades 19 9 10 23 11 12
Profitability (%) 67.7966 68.9655 66.6667 61.0169 62.069 60
Ratio Avg Win / Avg Loss 1.4659 2.9167 0.7324 0.5372 2.1091 0.1731
Largest Winning Trade 115651 115651 45248 8312879 8312879 892025
Largest Losing Trade -110815 -39720 -110815 -17254966 -1165585 -17254966
Avg Bars in Trades 80 79 80 80 79 80
Avg Bars in Winners 75 76 74 73 74 72
Avg Bars in Losers 90 85 94 90 87 93
Bars Traded 4726 2299 2427 4726 2299 2427
Profit Streak 196.4319 329.9319 196.4319 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -328123 -145179 -300841 -758849 577389 -579529

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758363716148,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 125,
            "offset": 0,
            "std": 2.61447
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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": [
        [
            686780.9576647091,
            583204.1650738406,
            103576.7925908685,
            -3792211.498030192,
            10641529.436107598,
            -14433740.934137791
        ],
        [
            686.780958,
            583.204165,
            103.576793,
            -3792.211498,
            10641.529436,
            -14433.740934
        ],
        [
            0.274657,
            0.233235,
            0.041422,
            0,
            0.187206,
            0
        ],
        [
            858.603844,
            858.603844,
            858.603844,
            858.603844,
            858.603844,
            858.603844
        ],
        [
            -110815,
            -74837,
            -112949,
            -19263069,
            -1853002,
            -18175263
        ],
        [
            3.086108,
            6.481522,
            1.464841,
            0.840907,
            3.451206,
            0.259623
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            40,
            20,
            20,
            36,
            18,
            18
        ],
        [
            19,
            9,
            10,
            23,
            11,
            12
        ],
        [
            67.79661,
            68.965517,
            66.666667,
            61.016949,
            62.068966,
            60
        ],
        [
            1.465901,
            2.916685,
            0.732421,
            0.537246,
            2.10907,
            0.173082
        ],
        [
            115651,
            115651,
            45248,
            8312879,
            8312879,
            892025
        ],
        [
            -110815,
            -39720,
            -110815,
            -17254966,
            -1165585,
            -17254966
        ],
        [
            80,
            79,
            80,
            80,
            79,
            80
        ],
        [
            75,
            76,
            74,
            73,
            74,
            72
        ],
        [
            90,
            85,
            94,
            90,
            87,
            93
        ],
        [
            4726,
            2299,
            2427,
            4726,
            2299,
            2427
        ],
        [
            196.4319,
            329.9319,
            196.4319,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328123,
            -145179,
            -300841,
            -758849,
            577389,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758363716148,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 125,
            "offset": 0,
            "std": 2.61447
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 216,
            "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)