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Trade: XRP/USDT/720/PWMA/DCM/9676

Strategy
XRP/USDT/720/PWMA/DCM/9676
Pair
XRP_USDT
Interval
12h
Score
649444
Daily Profit
0.254016
Profit Factor
3.018766
Profitability
65.714286
Streak
280.884539
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 12:13
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1015158.4981 818753.4434 196405.0548 56784504.388 50945467.5489 5839036.8392
Total P&L (%) 1015.1585 818.7534 196.4051 56784.5044 50945.4675 5839.0368
Avg Daily Profit (%) 0.406 0.3274 0.0785 0.254 0.2497 0.1635
Buy And Hold Return (%) 790.5591 790.5591 790.5591 790.5591 790.5591 790.5591
Max Trade Drawdown -72510 -71075 -80198 -13019751 -4694718 -13789311
Profit Factor 3.4104 4.8715 1.9367 3.0188 6.2519 1.3169
Total Trades 105 52 53 105 52 53
Winning Trades 69 36 33 69 36 33
Losing Trades 36 16 20 36 16 20
Profitability (%) 65.7143 69.2308 62.2642 65.7143 69.2308 62.2642
Ratio Avg Win / Avg Loss 1.7793 2.1651 1.1738 1.575 2.7786 0.7981
Largest Winning Trade 176103 176103 65001 20624361 20624361 8996218
Largest Losing Trade -58426 -51168 -58426 -9465009 -3077738 -9465009
Avg Bars in Trades 44 53 36 44 53 36
Avg Bars in Winners 52 54 50 52 54 50
Avg Bars in Losers 30 52 12 30 52 12
Bars Traded 4717 2796 1921 4717 2796 1921
Profit Streak 280.8845 352.3845 280.8845 280.8845 352.3845 280.8845
Trades During Streak 8 6 4 8 6 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57295 -314014 -428383 649444 -159169 -170848

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322824202,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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": [
        [
            1015158.4981251839,
            818753.4433631294,
            196405.0547620542,
            56784504.38803355,
            50945467.5488694,
            5839036.839164145
        ],
        [
            1015.158498,
            818.753443,
            196.405055,
            56784.504388,
            50945.467549,
            5839.036839
        ],
        [
            0.405982,
            0.327436,
            0.078546,
            0.254016,
            0.249673,
            0.163466
        ],
        [
            790.55912,
            790.55912,
            790.55912,
            790.55912,
            790.55912,
            790.55912
        ],
        [
            -72510,
            -71075,
            -80198,
            -13019751,
            -4694718,
            -13789311
        ],
        [
            3.410417,
            4.871479,
            1.936728,
            3.018766,
            6.25188,
            1.316859
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            69,
            36,
            33,
            69,
            36,
            33
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            65.714286,
            69.230769,
            62.264151,
            65.714286,
            69.230769,
            62.264151
        ],
        [
            1.779348,
            2.165102,
            1.173775,
            1.575008,
            2.778613,
            0.798096
        ],
        [
            176103,
            176103,
            65001,
            20624361,
            20624361,
            8996218
        ],
        [
            -58426,
            -51168,
            -58426,
            -9465009,
            -3077738,
            -9465009
        ],
        [
            44,
            53,
            36,
            44,
            53,
            36
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            30,
            52,
            12,
            30,
            52,
            12
        ],
        [
            4717,
            2796,
            1921,
            4717,
            2796,
            1921
        ],
        [
            280.884539,
            352.384539,
            280.884539,
            280.884539,
            352.384539,
            280.884539
        ],
        [
            8,
            6,
            4,
            8,
            6,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57295,
            -314014,
            -428383,
            649444,
            -159169,
            -170848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757322824202,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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)