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Trade: XRP/USDT/720/FWMA/ALMA/4137

Strategy
XRP/USDT/720/FWMA/ALMA/4137
Pair
XRP_USDT
Interval
12h
Score
351892
Daily Profit
0.161433
Profit Factor
1.271487
Profitability
81.818182
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 05:16
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 547193.472 517552.5952 29640.8768 -76405867.8394 5545078.4879 -81950946.3272
Total P&L (%) 547.1935 517.5526 29.6409 -76405.8678 5545.0785 -81950.9463
Avg Daily Profit (%) 0.2188 0.207 0.0119 0 0.1614 0
Buy And Hold Return (%) 846.6481 846.6481 846.6481 846.6481 846.6481 846.6481
Max Trade Drawdown -244604 -70535 -244604 -111784049 -16605008 -97040914
Profit Factor 2.343 7.4419 1.0906 0.3557 1.2715 0.1652
Total Trades 87 44 43 87 44 43
Winning Trades 77 39 38 70 36 34
Losing Trades 10 5 5 17 8 9
Profitability (%) 88.5057 88.6364 88.3721 80.4598 81.8182 79.0698
Ratio Avg Win / Avg Loss 0.3043 0.9541 0.1435 0.0864 0.2826 0.0437
Largest Winning Trade 111146 111146 38717 7393544 7393544 4062599
Largest Losing Trade -244604 -49462 -244604 -86781358 -8376911 -86781358
Avg Bars in Trades 53 53 53 53 53 53
Avg Bars in Winners 33 31 36 39 38 40
Avg Bars in Losers 202 224 179 109 119 101
Bars Traded 4628 2342 2286 4628 2342 2286
Profit Streak 77.595 77.595 189.595 0 0 0
Trades During Streak 2 1 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149704 -146585 -459150 -576334 351892 -576958

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757989010076,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 220,
            "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": [
        [
            547193.47197227,
            517552.5951529946,
            29640.8768192752,
            -76405867.83937965,
            5545078.487857432,
            -81950946.32723707
        ],
        [
            547.193472,
            517.552595,
            29.640877,
            -76405.867839,
            5545.078488,
            -81950.946327
        ],
        [
            0.218834,
            0.20698,
            0.011854,
            0,
            0.161433,
            0
        ],
        [
            846.64808,
            846.64808,
            846.64808,
            846.64808,
            846.64808,
            846.64808
        ],
        [
            -244604,
            -70535,
            -244604,
            -111784049,
            -16605008,
            -97040914
        ],
        [
            2.343047,
            7.441903,
            1.090621,
            0.355716,
            1.271487,
            0.165175
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            77,
            39,
            38,
            70,
            36,
            34
        ],
        [
            10,
            5,
            5,
            17,
            8,
            9
        ],
        [
            88.505747,
            88.636364,
            88.372093,
            80.45977,
            81.818182,
            79.069767
        ],
        [
            0.304292,
            0.95409,
            0.143503,
            0.086388,
            0.282553,
            0.043723
        ],
        [
            111146,
            111146,
            38717,
            7393544,
            7393544,
            4062599
        ],
        [
            -244604,
            -49462,
            -244604,
            -86781358,
            -8376911,
            -86781358
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            33,
            31,
            36,
            39,
            38,
            40
        ],
        [
            202,
            224,
            179,
            109,
            119,
            101
        ],
        [
            4628,
            2342,
            2286,
            4628,
            2342,
            2286
        ],
        [
            77.595024,
            77.595024,
            189.595024,
            0,
            0,
            0
        ],
        [
            2,
            1,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149704,
            -146585,
            -459150,
            -576334,
            351892,
            -576958
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757989010076,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 220,
            "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)