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Trade: XRP/USDT/720/FWMA/ALMA/6958

Strategy
XRP/USDT/720/FWMA/ALMA/6958
Pair
XRP_USDT
Interval
12h
Score
779271
Daily Profit
0.161770
Profit Factor
10.611172
Profitability
84.375000
Streak
1099.415018
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 00:57
Expiration Time
2025-12-04 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 299227.6089 412622.4774 -113394.8685 -15929958.1753 5592751.1774 -21522709.3527
Total P&L (%) 299.2276 412.6225 -113.3949 -15929.9582 5592.7512 -21522.7094
Avg Daily Profit (%) 0.1197 0.165 -0.0453 0 0.1618 0
Buy And Hold Return (%) 861.5062 861.5062 861.5062 861.5062 861.5062 861.5062
Max Trade Drawdown -305589 -64414 -300465 -25007716 -543795 -25007716
Profit Factor 1.6098 6.0031 0.7222 0.3884 10.6112 0.1548
Total Trades 63 32 31 63 32 31
Winning Trades 51 26 25 52 27 25
Losing Trades 12 6 6 11 5 6
Profitability (%) 80.9524 81.25 80.6452 82.5397 84.375 80.6452
Ratio Avg Win / Avg Loss 0.3788 1.3853 0.1733 0.0822 1.965 0.0372
Largest Winning Trade 127988 127988 38877 1679244 1679244 1070356
Largest Losing Trade -300465 -47694 -300465 -25007716 -397886 -25007716
Avg Bars in Trades 73 73 72 73 73 72
Avg Bars in Winners 47 45 49 50 51 49
Avg Bars in Losers 183 194 172 182 194 172
Bars Traded 4608 2351 2257 4608 2351 2257
Profit Streak 0 0 0 178.415 1099.415 0
Trades During Streak 0 0 0 1 14 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -345776 -147060 -576866 -727057 779271 -576866

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758405457591,
    "expiration_time": 1764850896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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": [
        [
            299227.6088976135,
            412622.4773818243,
            -113394.8684842106,
            -15929958.17534788,
            5592751.177378968,
            -21522709.352726847
        ],
        [
            299.227609,
            412.622477,
            -113.394868,
            -15929.958175,
            5592.751177,
            -21522.709353
        ],
        [
            0.119667,
            0.165016,
            -0.045349,
            0,
            0.16177,
            0
        ],
        [
            861.506195,
            861.506195,
            861.506195,
            861.506195,
            861.506195,
            861.506195
        ],
        [
            -305589,
            -64414,
            -300465,
            -25007716,
            -543795,
            -25007716
        ],
        [
            1.609822,
            6.00314,
            0.722213,
            0.388409,
            10.611172,
            0.154808
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            51,
            26,
            25,
            52,
            27,
            25
        ],
        [
            12,
            6,
            6,
            11,
            5,
            6
        ],
        [
            80.952381,
            81.25,
            80.645161,
            82.539683,
            84.375,
            80.645161
        ],
        [
            0.378782,
            1.38534,
            0.173331,
            0.082164,
            1.965032,
            0.037154
        ],
        [
            127988,
            127988,
            38877,
            1679244,
            1679244,
            1070356
        ],
        [
            -300465,
            -47694,
            -300465,
            -25007716,
            -397886,
            -25007716
        ],
        [
            73,
            73,
            72,
            73,
            73,
            72
        ],
        [
            47,
            45,
            49,
            50,
            51,
            49
        ],
        [
            183,
            194,
            172,
            182,
            194,
            172
        ],
        [
            4608,
            2351,
            2257,
            4608,
            2351,
            2257
        ],
        [
            0,
            0,
            0,
            178.415018,
            1099.415018,
            0
        ],
        [
            0,
            0,
            0,
            1,
            14,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -345776,
            -147060,
            -576866,
            -727057,
            779271,
            -576866
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1552305600000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758405457591,
    "expiration_time": 1764850896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 231,
            "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)