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Trade: XRP/USDT/720/PWMA/ALMA/4288

Strategy
XRP/USDT/720/PWMA/ALMA/4288
Pair
XRP_USDT
Interval
12h
Score
543092
Daily Profit
0.151166
Profit Factor
3.589515
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 04:48
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345630.969 383849.98 -38219.011 -7384139.3048 4268670.4736 -11652809.7783
Total P&L (%) 345.631 383.85 -38.219 -7384.1393 4268.6705 -11652.8098
Avg Daily Profit (%) 0.1382 0.1535 -0.0153 0 0.1512 0
Buy And Hold Return (%) 898.5498 898.5498 898.5498 898.5498 898.5498 898.5498
Max Trade Drawdown -203143 -58726 -203143 -13938196 -878372 -13517255
Profit Factor 1.8675 5.7513 0.8797 0.5623 3.5895 0.2344
Total Trades 61 31 30 61 31 30
Winning Trades 41 22 19 40 21 19
Losing Trades 20 9 11 21 10 11
Profitability (%) 67.2131 70.9677 63.3333 65.5738 67.7419 63.3333
Ratio Avg Win / Avg Loss 0.911 2.3528 0.5093 0.2952 1.7093 0.1357
Largest Winning Trade 69472 69472 44541 1511175 1511175 772476
Largest Losing Trade -203143 -40402 -203143 -13517255 -598132 -13517255
Avg Bars in Trades 75 75 75 75 75 75
Avg Bars in Winners 62 61 64 59 54 64
Avg Bars in Losers 101 110 95 106 118 95
Bars Traded 4615 2336 2279 4615 2336 2279
Profit Streak 173.0752 404.0752 0 0 0 0
Trades During Streak 1 2 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -336703 -146567 -579097 -744758 543092 -579097

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552176000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160101499,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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": [
        [
            345630.9690245863,
            383849.9799875984,
            -38219.0109630119,
            -7384139.304772621,
            4268670.473573312,
            -11652809.778345935
        ],
        [
            345.630969,
            383.84998,
            -38.219011,
            -7384.139305,
            4268.670474,
            -11652.809778
        ],
        [
            0.138225,
            0.153509,
            -0.015285,
            0,
            0.151166,
            0
        ],
        [
            898.549791,
            898.549791,
            898.549791,
            898.549791,
            898.549791,
            898.549791
        ],
        [
            -203143,
            -58726,
            -203143,
            -13938196,
            -878372,
            -13517255
        ],
        [
            1.867499,
            5.751267,
            0.879676,
            0.562265,
            3.589515,
            0.234402
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            41,
            22,
            19,
            40,
            21,
            19
        ],
        [
            20,
            9,
            11,
            21,
            10,
            11
        ],
        [
            67.213115,
            70.967742,
            63.333333,
            65.57377,
            67.741935,
            63.333333
        ],
        [
            0.910975,
            2.352791,
            0.509286,
            0.295189,
            1.709293,
            0.135706
        ],
        [
            69472,
            69472,
            44541,
            1511175,
            1511175,
            772476
        ],
        [
            -203143,
            -40402,
            -203143,
            -13517255,
            -598132,
            -13517255
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            62,
            61,
            64,
            59,
            54,
            64
        ],
        [
            101,
            110,
            95,
            106,
            118,
            95
        ],
        [
            4615,
            2336,
            2279,
            4615,
            2336,
            2279
        ],
        [
            173.075249,
            404.075249,
            0,
            0,
            0,
            0
        ],
        [
            1,
            2,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -336703,
            -146567,
            -579097,
            -744758,
            543092,
            -579097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552176000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160101499,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 233,
            "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)