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Trade: XRP/USDT/720/HWMA/ALMA/3366

Strategy
XRP/USDT/720/HWMA/ALMA/3366
Pair
XRP_USDT
Interval
12h
Score
649445
Daily Profit
0.164772
Profit Factor
12.894272
Profitability
54.736842
Streak
87.768639
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 21:26
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 310267.7067 399469.1245 -89201.4178 1106463.3206 6035793.7198 -4929330.3992
Total P&L (%) 310.2677 399.4691 -89.2014 1106.4633 6035.7937 -4929.3304
Avg Daily Profit (%) 0.1241 0.1598 -0.0357 0.0996 0.1648 0
Buy And Hold Return (%) 914.2696 914.2696 914.2696 914.2696 914.2696 914.2696
Max Trade Drawdown -317715 -67830 -350364 -10381085 -215831 -10310783
Profit Factor 1.515 4.4853 0.8171 1.1001 12.8943 0.5327
Total Trades 189 95 94 189 95 94
Winning Trades 157 78 79 109 52 57
Losing Trades 32 17 15 80 43 37
Profitability (%) 83.0688 82.1053 84.0426 57.672 54.7368 60.6383
Ratio Avg Win / Avg Loss 0.3088 0.9776 0.1552 0.8074 10.6626 0.3458
Largest Winning Trade 49353 49353 27470 1714520 1714520 1226434
Largest Losing Trade -289028 -48179 -289028 -10228662 -215831 -10228662
Avg Bars in Trades 24 25 24 24 25 24
Avg Bars in Winners 12 15 10 25 25 26
Avg Bars in Losers 84 70 100 23 24 22
Bars Traded 4699 2375 2324 4699 2375 2324
Profit Streak 87.7686 87.7686 89.2686 87.7686 87.7686 89.2686
Trades During Streak 10 5 5 10 5 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -186039 -148062 -574796 -268115 649445 -577976

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442410389,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63703,
            "nb": 0.77827,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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": [
        [
            310267.7067238181,
            399469.1245014413,
            -89201.4177776235,
            1106463.3206127754,
            6035793.719807345,
            -4929330.399194566
        ],
        [
            310.267707,
            399.469125,
            -89.201418,
            1106.463321,
            6035.79372,
            -4929.330399
        ],
        [
            0.124082,
            0.159756,
            -0.035673,
            0.099641,
            0.164772,
            0
        ],
        [
            914.269582,
            914.269582,
            914.269582,
            914.269582,
            914.269582,
            914.269582
        ],
        [
            -317715,
            -67830,
            -350364,
            -10381085,
            -215831,
            -10310783
        ],
        [
            1.515019,
            4.485264,
            0.817144,
            1.100082,
            12.894272,
            0.532682
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            157,
            78,
            79,
            109,
            52,
            57
        ],
        [
            32,
            17,
            15,
            80,
            43,
            37
        ],
        [
            83.068783,
            82.105263,
            84.042553,
            57.671958,
            54.736842,
            60.638298
        ],
        [
            0.308794,
            0.977558,
            0.155154,
            0.807399,
            10.662571,
            0.345776
        ],
        [
            49353,
            49353,
            27470,
            1714520,
            1714520,
            1226434
        ],
        [
            -289028,
            -48179,
            -289028,
            -10228662,
            -215831,
            -10228662
        ],
        [
            24,
            25,
            24,
            24,
            25,
            24
        ],
        [
            12,
            15,
            10,
            25,
            25,
            26
        ],
        [
            84,
            70,
            100,
            23,
            24,
            22
        ],
        [
            4699,
            2375,
            2324,
            4699,
            2375,
            2324
        ],
        [
            87.768639,
            87.768639,
            89.268639,
            87.768639,
            87.768639,
            89.268639
        ],
        [
            10,
            5,
            5,
            10,
            5,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -186039,
            -148062,
            -574796,
            -268115,
            649445,
            -577976
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1548676800000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442410389,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.63703,
            "nb": 0.77827,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 169,
            "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)