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Trade: XRP/USDT/720/PWMA/DCM/8214

Strategy
XRP/USDT/720/PWMA/DCM/8214
Pair
XRP_USDT
Interval
12h
Score
554493
Daily Profit
0.205141
Profit Factor
2.469796
Profitability
57.425743
Streak
167.028632
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 15:41
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 997558.6861 860445.7951 137112.891 16722624.5761 17035430.6367 -312806.0606
Total P&L (%) 997.5587 860.4458 137.1129 16722.6246 17035.4306 -312.8061
Avg Daily Profit (%) 0.3989 0.344 0.0548 0.2051 0.2059 0
Buy And Hold Return (%) 944.9352 944.9352 944.9352 944.9352 944.9352 944.9352
Max Trade Drawdown -155144 -106828 -98478 -6978302 -4302644 -2867870
Profit Factor 2.9074 4.1507 1.5487 2.4698 3.6883 0.9379
Total Trades 101 50 51 101 50 51
Winning Trades 58 28 30 58 28 30
Losing Trades 43 22 21 43 22 21
Profitability (%) 57.4257 56 58.8235 57.4257 56 58.8235
Ratio Avg Win / Avg Loss 2.1555 3.2613 1.0841 1.8311 2.8979 0.6566
Largest Winning Trade 328236 328236 60747 10824911 10824911 1337301
Largest Losing Trade -51068 -35546 -51068 -2437622 -2437622 -1474818
Avg Bars in Trades 46 56 37 46 56 37
Avg Bars in Winners 61 71 52 61 71 52
Avg Bars in Losers 27 37 16 27 37 16
Bars Traded 4717 2812 1905 4717 2812 1905
Profit Streak 167.0286 167.5286 167.0286 167.0286 167.5286 167.0286
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130549 -327647 -461827 554493 -163389 -758722

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758458473775,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "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": [
        [
            997558.6860778006,
            860445.79512403,
            137112.8909537703,
            16722624.576109275,
            17035430.636687968,
            -312806.0605786919
        ],
        [
            997.558686,
            860.445795,
            137.112891,
            16722.624576,
            17035.430637,
            -312.806061
        ],
        [
            0.398864,
            0.344041,
            0.054823,
            0.205141,
            0.205879,
            0
        ],
        [
            944.935156,
            944.935156,
            944.935156,
            944.935156,
            944.935156,
            944.935156
        ],
        [
            -155144,
            -106828,
            -98478,
            -6978302,
            -4302644,
            -2867870
        ],
        [
            2.907408,
            4.150717,
            1.548679,
            2.469796,
            3.688262,
            0.937942
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            57.425743,
            56,
            58.823529,
            57.425743,
            56,
            58.823529
        ],
        [
            2.155492,
            3.261278,
            1.084075,
            1.831056,
            2.89792,
            0.656559
        ],
        [
            328236,
            328236,
            60747,
            10824911,
            10824911,
            1337301
        ],
        [
            -51068,
            -35546,
            -51068,
            -2437622,
            -2437622,
            -1474818
        ],
        [
            46,
            56,
            37,
            46,
            56,
            37
        ],
        [
            61,
            71,
            52,
            61,
            71,
            52
        ],
        [
            27,
            37,
            16,
            27,
            37,
            16
        ],
        [
            4717,
            2812,
            1905,
            4717,
            2812,
            1905
        ],
        [
            167.028632,
            167.528632,
            167.028632,
            167.028632,
            167.528632,
            167.028632
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130549,
            -327647,
            -461827,
            554493,
            -163389,
            -758722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758458473775,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "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)