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Trade: XRP/USDT/720/PWMA/DEMA/7240

Strategy
XRP/USDT/720/PWMA/DEMA/7240
Pair
XRP_USDT
Interval
12h
Score
611021
Daily Profit
0.206963
Profit Factor
5.422643
Profitability
55.319149
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 06:21
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 824047.4407 702989.6849 121057.7558 8684376.2746 17487109.0429 -8802732.7683
Total P&L (%) 824.0474 702.9897 121.0578 8684.3763 17487.109 -8802.7328
Avg Daily Profit (%) 0.3296 0.2811 0.0484 0.1791 0.207 0
Buy And Hold Return (%) 879.9871 879.9871 879.9871 879.9871 879.9871 879.9871
Max Trade Drawdown -77349 -63563 -78167 -13141403 -1474985 -13125197
Profit Factor 2.7991 5.0426 1.426 1.4377 5.4226 0.4459
Total Trades 95 47 48 95 47 48
Winning Trades 54 26 28 54 26 28
Losing Trades 41 21 20 41 21 20
Profitability (%) 56.8421 55.3191 58.3333 56.8421 55.3191 58.3333
Ratio Avg Win / Avg Loss 2.1252 4.0729 1.0186 1.0916 4.3798 0.3185
Largest Winning Trade 180773 180773 61414 11880932 11880932 953579
Largest Losing Trade -67348 -23104 -67348 -12428014 -965973 -12428014
Avg Bars in Trades 49 50 47 49 50 47
Avg Bars in Winners 50 52 47 50 52 47
Avg Bars in Losers 47 46 48 47 46 48
Bars Traded 4659 2361 2298 4659 2361 2298
Profit Streak 24.1397 0 236.1397 24.1397 0 236.1397
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149605 -148449 -290631 376908 611021 -578230

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": 1552176000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757647270334,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "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": [
        [
            824047.4407095072,
            702989.684932647,
            121057.7557768604,
            8684376.274630591,
            17487109.042920392,
            -8802732.768289806
        ],
        [
            824.047441,
            702.989685,
            121.057756,
            8684.376275,
            17487.109043,
            -8802.732768
        ],
        [
            0.329553,
            0.28114,
            0.048413,
            0.179147,
            0.206963,
            0
        ],
        [
            879.987109,
            879.987109,
            879.987109,
            879.987109,
            879.987109,
            879.987109
        ],
        [
            -77349,
            -63563,
            -78167,
            -13141403,
            -1474985,
            -13125197
        ],
        [
            2.799078,
            5.042601,
            1.426045,
            1.437716,
            5.422643,
            0.445888
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            56.842105,
            55.319149,
            58.333333,
            56.842105,
            55.319149,
            58.333333
        ],
        [
            2.125226,
            4.07287,
            1.018603,
            1.0916,
            4.379827,
            0.318491
        ],
        [
            180773,
            180773,
            61414,
            11880932,
            11880932,
            953579
        ],
        [
            -67348,
            -23104,
            -67348,
            -12428014,
            -965973,
            -12428014
        ],
        [
            49,
            50,
            47,
            49,
            50,
            47
        ],
        [
            50,
            52,
            47,
            50,
            52,
            47
        ],
        [
            47,
            46,
            48,
            47,
            46,
            48
        ],
        [
            4659,
            2361,
            2298,
            4659,
            2361,
            2298
        ],
        [
            24.139703,
            0,
            236.139703,
            24.139703,
            0,
            236.139703
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149605,
            -148449,
            -290631,
            376908,
            611021,
            -578230
        ]
    ]
}
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": 1552176000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757647270334,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 245,
            "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)