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Trade: XRP/USDT/720/FWMA/HWMA/2132

Strategy
XRP/USDT/720/FWMA/HWMA/2132
Pair
XRP_USDT
Interval
12h
Score
391922
Daily Profit
0.156775
Profit Factor
1.498402
Profitability
58.974359
Streak
273.598813
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 17:22
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 294638.0333 462585.8101 -167947.7767 -343414.4453 4925414.2508 -5268828.6961
Total P&L (%) 294.638 462.5858 -167.9478 -343.4144 4925.4143 -5268.8287
Avg Daily Profit (%) 0.1178 0.185 -0.0672 0 0.1568 0
Buy And Hold Return (%) 814.2053 814.2053 814.2053 814.2053 814.2053 814.2053
Max Trade Drawdown -440670 -71189 -381916 -13633806 -3687875 -11609858
Profit Factor 1.4038 2.6729 0.6293 0.9858 1.4984 0.6326
Total Trades 78 39 39 78 39 39
Winning Trades 42 20 22 47 23 24
Losing Trades 36 19 17 31 16 15
Profitability (%) 53.8462 51.2821 56.4103 60.2564 58.9744 61.5385
Ratio Avg Win / Avg Loss 1.2033 2.5392 0.4863 0.6502 1.0424 0.3954
Largest Winning Trade 211047 211047 46506 3768967 3768967 2465501
Largest Losing Trade -174990 -35788 -174990 -7917068 -2230957 -7917068
Avg Bars in Trades 61 61 61 61 61 61
Avg Bars in Winners 61 61 61 61 61 61
Avg Bars in Losers 61 61 61 61 61 61
Bars Traded 4789 2395 2394 4789 2395 2394
Profit Streak 0 0 0 181.5988 273.5988 181.5988
Trades During Streak 0 0 0 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -239035 -152999 -579926 -616537 391922 -578290

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758550937434,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01713,
            "nb": 0.1,
            "nc": 0.06792
        }
    }
}
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": [
        [
            294638.0333499894,
            462585.8100657503,
            -167947.7767157611,
            -343414.4452757078,
            4925414.250787016,
            -5268828.696062723
        ],
        [
            294.638033,
            462.58581,
            -167.947777,
            -343.414445,
            4925.414251,
            -5268.828696
        ],
        [
            0.117832,
            0.184997,
            -0.067166,
            0,
            0.156775,
            0
        ],
        [
            814.205345,
            814.205345,
            814.205345,
            814.205345,
            814.205345,
            814.205345
        ],
        [
            -440670,
            -71189,
            -381916,
            -13633806,
            -3687875,
            -11609858
        ],
        [
            1.403831,
            2.672852,
            0.629321,
            0.985824,
            1.498402,
            0.63263
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            42,
            20,
            22,
            47,
            23,
            24
        ],
        [
            36,
            19,
            17,
            31,
            16,
            15
        ],
        [
            53.846154,
            51.282051,
            56.410256,
            60.25641,
            58.974359,
            61.538462
        ],
        [
            1.203284,
            2.53921,
            0.486294,
            0.650224,
            1.042366,
            0.395393
        ],
        [
            211047,
            211047,
            46506,
            3768967,
            3768967,
            2465501
        ],
        [
            -174990,
            -35788,
            -174990,
            -7917068,
            -2230957,
            -7917068
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            4789,
            2395,
            2394,
            4789,
            2395,
            2394
        ],
        [
            0,
            0,
            0,
            181.598813,
            273.598813,
            181.598813
        ],
        [
            0,
            0,
            0,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -239035,
            -152999,
            -579926,
            -616537,
            391922,
            -578290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758550937434,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01713,
            "nb": 0.1,
            "nc": 0.06792
        }
    }
}

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)