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Trade: XRP/USDT/720/PWMA/DEMA/3698

Strategy
XRP/USDT/720/PWMA/DEMA/3698
Pair
XRP_USDT
Interval
12h
Score
533430
Daily Profit
0.166233
Profit Factor
3.429228
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 20:51
Expiration Time
2025-12-01 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 845788.5405 760662.1189 85126.4216 6235393.7485 6263718.7952 -28325.0467
Total P&L (%) 845.7885 760.6621 85.1264 6235.3937 6263.7188 -28.325
Avg Daily Profit (%) 0.3382 0.3042 0.034 0.1661 0.1662 -0.0133
Buy And Hold Return (%) 805.6559 805.6559 805.6559 805.6559 805.6559 805.6559
Max Trade Drawdown -75476 -68899 -37823 -991159 -751271 -972719
Profit Factor 2.8687 4.5642 1.3559 2.2676 3.4292 0.9879
Total Trades 83 41 42 83 41 42
Winning Trades 47 22 25 47 22 25
Losing Trades 36 19 17 36 19 17
Profitability (%) 56.6265 53.6585 59.5238 56.6265 53.6585 59.5238
Ratio Avg Win / Avg Loss 2.1973 3.9418 0.922 1.7369 2.9616 0.6718
Largest Winning Trade 294817 294817 52283 4058730 4058730 334407
Largest Losing Trade -37440 -35462 -37440 -497044 -497044 -494114
Avg Bars in Trades 56 57 55 56 57 55
Avg Bars in Winners 64 71 58 64 71 58
Avg Bars in Losers 45 40 51 45 40 51
Bars Traded 4662 2339 2323 4662 2339 2323
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 -136002 -148864 -313155 419243 533430 -579500

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758131502020,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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": [
        [
            845788.5405112042,
            760662.118931675,
            85126.4215795294,
            6235393.748506861,
            6263718.795186887,
            -28325.0466800263
        ],
        [
            845.788541,
            760.662119,
            85.126422,
            6235.393749,
            6263.718795,
            -28.325047
        ],
        [
            0.338248,
            0.304204,
            0.034044,
            0.166054,
            0.166233,
            -0.013318
        ],
        [
            805.655886,
            805.655886,
            805.655886,
            805.655886,
            805.655886,
            805.655886
        ],
        [
            -75476,
            -68899,
            -37823,
            -991159,
            -751271,
            -972719
        ],
        [
            2.868727,
            4.564245,
            1.355899,
            2.267583,
            3.429228,
            0.987899
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            56.626506,
            53.658537,
            59.52381,
            56.626506,
            53.658537,
            59.52381
        ],
        [
            2.197323,
            3.941848,
            0.922012,
            1.736872,
            2.961606,
            0.671771
        ],
        [
            294817,
            294817,
            52283,
            4058730,
            4058730,
            334407
        ],
        [
            -37440,
            -35462,
            -37440,
            -497044,
            -497044,
            -494114
        ],
        [
            56,
            57,
            55,
            56,
            57,
            55
        ],
        [
            64,
            71,
            58,
            64,
            71,
            58
        ],
        [
            45,
            40,
            51,
            45,
            40,
            51
        ],
        [
            4662,
            2339,
            2323,
            4662,
            2339,
            2323
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136002,
            -148864,
            -313155,
            419243,
            533430,
            -579500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1550966400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758131502020,
    "expiration_time": 1764591696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 206,
            "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)