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Trade: XRP/USDT/720/PWMA/DCM/8986

Strategy
XRP/USDT/720/PWMA/DCM/8986
Pair
XRP_USDT
Interval
12h
Score
628763
Daily Profit
0.155828
Profit Factor
21.843428
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 00:07
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640483.5008 563230.7954 77252.7054 250465.8676 4807968.3562 -4557502.4886
Total P&L (%) 640.4835 563.2308 77.2527 250.4659 4807.9684 -4557.5025
Avg Daily Profit (%) 0.2561 0.2252 0.0309 0.0502 0.1558 0
Buy And Hold Return (%) 870.0879 870.0879 870.0879 870.0879 870.0879 870.0879
Max Trade Drawdown -132398 -36261 -121785 -4633985 -105776 -5422991
Profit Factor 2.8706 7.6589 1.2996 1.0371 21.8434 0.3011
Total Trades 62 31 31 62 31 31
Winning Trades 43 21 22 43 21 22
Losing Trades 19 10 9 19 10 9
Profitability (%) 69.3548 67.7419 70.9677 69.3548 67.7419 70.9677
Ratio Avg Win / Avg Loss 1.2684 3.6471 0.5317 0.4583 10.4016 0.1232
Largest Winning Trade 169948 169948 54829 2838569 2838569 685354
Largest Losing Trade -93148 -20468 -93148 -4595452 -60394 -4595452
Avg Bars in Trades 73 71 75 73 71 75
Avg Bars in Winners 65 64 66 65 64 66
Avg Bars in Losers 90 86 95 90 86 95
Bars Traded 4536 2210 2326 4536 2210 2326
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -308881 -146736 -316297 -629071 628763 -578099

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757624839056,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 175
        }
    }
}
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": [
        [
            640483.5008205028,
            563230.7954190617,
            77252.7054014411,
            250465.86756144,
            4807968.356184336,
            -4557502.488622896
        ],
        [
            640.483501,
            563.230795,
            77.252705,
            250.465868,
            4807.968356,
            -4557.502489
        ],
        [
            0.256142,
            0.225247,
            0.030895,
            0.050166,
            0.155828,
            0
        ],
        [
            870.087939,
            870.087939,
            870.087939,
            870.087939,
            870.087939,
            870.087939
        ],
        [
            -132398,
            -36261,
            -121785,
            -4633985,
            -105776,
            -5422991
        ],
        [
            2.870601,
            7.658857,
            1.299649,
            1.037099,
            21.843428,
            0.301071
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            69.354839,
            67.741935,
            70.967742,
            69.354839,
            67.741935,
            70.967742
        ],
        [
            1.268405,
            3.647075,
            0.531675,
            0.458253,
            10.401633,
            0.123166
        ],
        [
            169948,
            169948,
            54829,
            2838569,
            2838569,
            685354
        ],
        [
            -93148,
            -20468,
            -93148,
            -4595452,
            -60394,
            -4595452
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            90,
            86,
            95,
            90,
            86,
            95
        ],
        [
            4536,
            2210,
            2326,
            4536,
            2210,
            2326
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -308881,
            -146736,
            -316297,
            -629071,
            628763,
            -578099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757624839056,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 51,
            "offset": 175
        }
    }
}

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)