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Trade: XRP/USDT/720/PWMA/DCM/5561

Strategy
XRP/USDT/720/PWMA/DCM/5561
Pair
XRP_USDT
Interval
12h
Score
502165
Daily Profit
0.233891
Profit Factor
1.861989
Profitability
62.135922
Streak
122.708645
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 08:00
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 984242.3798 799765.1694 184477.2103 34333178.2664 41625003.5061 -7291825.2397
Total P&L (%) 984.2424 799.7652 184.4772 34333.1783 41625.0035 -7291.8252
Avg Daily Profit (%) 0.3936 0.3198 0.0738 0.2339 0.2416 0
Buy And Hold Return (%) 843.1288 843.1288 843.1288 843.1288 843.1288 843.1288
Max Trade Drawdown -72346 -65597 -72673 -20724120 -5595480 -21147540
Profit Factor 3.3472 4.6709 1.9157 1.862 4.3153 0.7327
Total Trades 103 51 52 103 51 52
Winning Trades 64 32 32 64 32 32
Losing Trades 39 19 20 39 19 20
Profitability (%) 62.1359 62.7451 61.5385 62.1359 62.7451 61.5385
Ratio Avg Win / Avg Loss 2.0397 2.7733 1.1973 1.1347 2.5622 0.4579
Largest Winning Trade 165017 165017 64547 21356256 21356256 5587857
Largest Losing Trade -62277 -52739 -62277 -20724120 -3510170 -20724120
Avg Bars in Trades 45 54 37 45 54 37
Avg Bars in Winners 51 53 48 51 53 48
Avg Bars in Losers 36 56 18 36 56 18
Bars Traded 4717 2791 1926 4717 2791 1926
Profit Streak 122.7086 122.7086 193.2086 122.7086 122.7086 193.2086
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94415 -326999 -435274 502165 -162151 -758362

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653226906,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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": [
        [
            984242.3797570348,
            799765.1694120255,
            184477.2103450093,
            34333178.26640859,
            41625003.50611393,
            -7291825.239705344
        ],
        [
            984.24238,
            799.765169,
            184.47721,
            34333.178266,
            41625.003506,
            -7291.82524
        ],
        [
            0.393618,
            0.319842,
            0.073776,
            0.233891,
            0.241591,
            0
        ],
        [
            843.12884,
            843.12884,
            843.12884,
            843.12884,
            843.12884,
            843.12884
        ],
        [
            -72346,
            -65597,
            -72673,
            -20724120,
            -5595480,
            -21147540
        ],
        [
            3.347221,
            4.670867,
            1.915728,
            1.861989,
            4.315332,
            0.732654
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            62.135922,
            62.745098,
            61.538462,
            62.135922,
            62.745098,
            61.538462
        ],
        [
            2.039713,
            2.773327,
            1.19733,
            1.13465,
            2.562228,
            0.457909
        ],
        [
            165017,
            165017,
            64547,
            21356256,
            21356256,
            5587857
        ],
        [
            -62277,
            -52739,
            -62277,
            -20724120,
            -3510170,
            -20724120
        ],
        [
            45,
            54,
            37,
            45,
            54,
            37
        ],
        [
            51,
            53,
            48,
            51,
            53,
            48
        ],
        [
            36,
            56,
            18,
            36,
            56,
            18
        ],
        [
            4717,
            2791,
            1926,
            4717,
            2791,
            1926
        ],
        [
            122.708645,
            122.708645,
            193.208645,
            122.708645,
            122.708645,
            193.208645
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94415,
            -326999,
            -435274,
            502165,
            -162151,
            -758362
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757653226906,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 141,
            "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)