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Trade: XRP/USDT/720/FWMA/ALMA/9375

Strategy
XRP/USDT/720/FWMA/ALMA/9375
Pair
XRP_USDT
Interval
12h
Score
782434
Daily Profit
0.170215
Profit Factor
19.245410
Profitability
80.555556
Streak
1100.137548
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 06:18
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 348632.4033 436052.4124 -87420.009 -22109596.972 6928785.8859 -29038382.8579
Total P&L (%) 348.6324 436.0524 -87.42 -22109.597 6928.7859 -29038.3829
Avg Daily Profit (%) 0.1394 0.1744 -0.035 0 0.1702 0
Buy And Hold Return (%) 819.513 819.513 819.513 819.513 819.513 819.513
Max Trade Drawdown -301173 -64338 -299051 -33783861 -340853 -33783861
Profit Factor 1.6902 6.0591 0.7913 0.3617 19.2454 0.1524
Total Trades 71 36 35 71 36 35
Winning Trades 58 28 30 59 29 30
Losing Trades 13 8 5 12 7 5
Profitability (%) 81.6901 77.7778 85.7143 83.0986 80.5556 85.7143
Ratio Avg Win / Avg Loss 0.3788 1.7312 0.1319 0.0736 4.6454 0.0254
Largest Winning Trade 96170 96170 42254 2225963 2225963 1418837
Largest Losing Trade -299051 -48547 -299051 -33783861 -255508 -33783861
Avg Bars in Trades 64 65 64 64 65 64
Avg Bars in Winners 37 33 41 40 38 41
Avg Bars in Losers 186 177 200 185 174 200
Bars Traded 4598 2354 2244 4598 2354 2244
Profit Streak 0 0 0 178.6375 1100.1375 0
Trades During Streak 0 0 0 1 16 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -259206 -146248 -576343 -667003 782434 -576343

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552780800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758511084109,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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": [
        [
            348632.4033357827,
            436052.4123642166,
            -87420.0090284336,
            -22109596.972035807,
            6928785.8858825965,
            -29038382.857918404
        ],
        [
            348.632403,
            436.052412,
            -87.420009,
            -22109.596972,
            6928.785886,
            -29038.382858
        ],
        [
            0.139425,
            0.174386,
            -0.034961,
            0,
            0.170215,
            0
        ],
        [
            819.512966,
            819.512966,
            819.512966,
            819.512966,
            819.512966,
            819.512966
        ],
        [
            -301173,
            -64338,
            -299051,
            -33783861,
            -340853,
            -33783861
        ],
        [
            1.690169,
            6.059056,
            0.791335,
            0.361744,
            19.24541,
            0.152433
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            58,
            28,
            30,
            59,
            29,
            30
        ],
        [
            13,
            8,
            5,
            12,
            7,
            5
        ],
        [
            81.690141,
            77.777778,
            85.714286,
            83.098592,
            80.555556,
            85.714286
        ],
        [
            0.378831,
            1.731159,
            0.131889,
            0.073575,
            4.645444,
            0.025405
        ],
        [
            96170,
            96170,
            42254,
            2225963,
            2225963,
            1418837
        ],
        [
            -299051,
            -48547,
            -299051,
            -33783861,
            -255508,
            -33783861
        ],
        [
            64,
            65,
            64,
            64,
            65,
            64
        ],
        [
            37,
            33,
            41,
            40,
            38,
            41
        ],
        [
            186,
            177,
            200,
            185,
            174,
            200
        ],
        [
            4598,
            2354,
            2244,
            4598,
            2354,
            2244
        ],
        [
            0,
            0,
            0,
            178.637548,
            1100.137548,
            0
        ],
        [
            0,
            0,
            0,
            1,
            16,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -259206,
            -146248,
            -576343,
            -667003,
            782434,
            -576343
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1552780800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758511084109,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 11,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 239,
            "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)