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Trade: XRP/USDT/720/PWMA/DCM/1114

Strategy
XRP/USDT/720/PWMA/DCM/1114
Pair
XRP_USDT
Interval
12h
Score
690283
Daily Profit
0.209174
Profit Factor
5.691248
Profitability
63.888889
Streak
101.404287
Best Strategy
Training Data Length
2503.000000
Evaluation Time
2025-10-06 12:42
Expiration Time
2025-12-20 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937166.8836 800639.8164 136527.0672 14186464.4311 18582190.2914 -4395725.8603
Total P&L (%) 937.1669 800.6398 136.5271 14186.4644 18582.1903 -4395.7259
Avg Daily Profit (%) 0.3744 0.3199 0.0545 0.1984 0.2092 0
Buy And Hold Return (%) 877.4679 877.4679 877.4679 877.4679 877.4679 877.4679
Max Trade Drawdown -84084 -75458 -86167 -6997237 -2404121 -5250058
Profit Factor 3.8132 6.398 1.7388 2.187 5.6912 0.4499
Total Trades 72 36 36 72 36 36
Winning Trades 47 23 24 47 23 24
Losing Trades 25 13 12 25 13 12
Profitability (%) 65.2778 63.8889 66.6667 65.2778 63.8889 66.6667
Ratio Avg Win / Avg Loss 2.0283 3.6163 0.8694 1.1633 3.2168 0.2249
Largest Winning Trade 354937 354937 62570 15194253 15194253 664498
Largest Losing Trade -67495 -40801 -67495 -2994035 -1864655 -2994035
Avg Bars in Trades 63 77 49 63 77 49
Avg Bars in Winners 73 90 57 73 90 57
Avg Bars in Losers 44 54 33 44 54 33
Bars Traded 4577 2792 1785 4577 2792 1785
Profit Streak 86.9043 101.4043 0 86.9043 101.4043 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -209119 -145430 -283180 -69886 690283 -578619
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743730416,
    "expiration_time": 1766196576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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": [
        [
            937166.8835896715,
            800639.8163953549,
            136527.0671943163,
            14186464.431109596,
            18582190.29140803,
            -4395725.860298436
        ],
        [
            937.166884,
            800.639816,
            136.527067,
            14186.464431,
            18582.190291,
            -4395.72586
        ],
        [
            0.374417,
            0.319872,
            0.054545,
            0.198435,
            0.209174,
            0
        ],
        [
            877.467916,
            877.467916,
            877.467916,
            877.467916,
            877.467916,
            877.467916
        ],
        [
            -84084,
            -75458,
            -86167,
            -6997237,
            -2404121,
            -5250058
        ],
        [
            3.813243,
            6.398013,
            1.73876,
            2.187033,
            5.691248,
            0.449858
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            65.277778,
            63.888889,
            66.666667,
            65.277778,
            63.888889,
            66.666667
        ],
        [
            2.028321,
            3.616268,
            0.86938,
            1.163316,
            3.216792,
            0.224929
        ],
        [
            354937,
            354937,
            62570,
            15194253,
            15194253,
            664498
        ],
        [
            -67495,
            -40801,
            -67495,
            -2994035,
            -1864655,
            -2994035
        ],
        [
            63,
            77,
            49,
            63,
            77,
            49
        ],
        [
            73,
            90,
            57,
            73,
            90,
            57
        ],
        [
            44,
            54,
            33,
            44,
            54,
            33
        ],
        [
            4577,
            2792,
            1785,
            4577,
            2792,
            1785
        ],
        [
            86.904287,
            101.404287,
            0,
            86.904287,
            101.404287,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -209119,
            -145430,
            -283180,
            -69886,
            690283,
            -578619
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5006,
    "evaluation_days": 2503,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759743730416,
    "expiration_time": 1766196576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 232,
            "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)