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Trade: XRP/USDT/720/PWMA/EMA/4457

Strategy
XRP/USDT/720/PWMA/EMA/4457
Pair
XRP_USDT
Interval
12h
Score
470196
Daily Profit
0.161545
Profit Factor
2.592366
Profitability
47.826087
Streak
167.645462
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 18:29
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 850672.7331 766743.2186 83929.5146 5118525.091 5565481.6508 -446956.5598
Total P&L (%) 850.6727 766.7432 83.9295 5118.5251 5565.4817 -446.9566
Avg Daily Profit (%) 0.3401 0.3066 0.0336 0.1583 0.1615 0
Buy And Hold Return (%) 825.8152 825.8152 825.8152 825.8152 825.8152 825.8152
Max Trade Drawdown -58547 -58458 -48610 -1770660 -1252367 -1424804
Profit Factor 2.7521 4.4469 1.319 1.7248 2.5924 0.8747
Total Trades 92 46 46 92 46 46
Winning Trades 46 22 24 46 22 24
Losing Trades 46 24 22 46 24 22
Profitability (%) 50 47.8261 52.1739 50 47.8261 52.1739
Ratio Avg Win / Avg Loss 2.7521 4.8512 1.2091 1.7248 2.828 0.8018
Largest Winning Trade 374841 374841 43013 4328711 4328711 579734
Largest Losing Trade -46906 -26466 -46906 -1040744 -1040744 -982064
Avg Bars in Trades 52 58 47 52 58 47
Avg Bars in Winners 65 74 57 65 74 57
Avg Bars in Losers 39 44 35 39 44 35
Bars Traded 4848 2685 2163 4848 2685 2163
Profit Streak 0 167.6455 0 0 167.6455 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141680 -148857 -313284 383795 470196 -580422

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468567910,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 150,
            "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": [
        [
            850672.7331467273,
            766743.2185572812,
            83929.5145894459,
            5118525.091012723,
            5565481.650844653,
            -446956.5598319306
        ],
        [
            850.672733,
            766.743219,
            83.929515,
            5118.525091,
            5565.481651,
            -446.95656
        ],
        [
            0.340133,
            0.306575,
            0.033558,
            0.158254,
            0.161545,
            0
        ],
        [
            825.815192,
            825.815192,
            825.815192,
            825.815192,
            825.815192,
            825.815192
        ],
        [
            -58547,
            -58458,
            -48610,
            -1770660,
            -1252367,
            -1424804
        ],
        [
            2.752078,
            4.446906,
            1.319029,
            1.724831,
            2.592366,
            0.874682
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            50,
            47.826087,
            52.173913,
            50,
            47.826087,
            52.173913
        ],
        [
            2.752078,
            4.85117,
            1.20911,
            1.724831,
            2.828035,
            0.801792
        ],
        [
            374841,
            374841,
            43013,
            4328711,
            4328711,
            579734
        ],
        [
            -46906,
            -26466,
            -46906,
            -1040744,
            -1040744,
            -982064
        ],
        [
            52,
            58,
            47,
            52,
            58,
            47
        ],
        [
            65,
            74,
            57,
            65,
            74,
            57
        ],
        [
            39,
            44,
            35,
            39,
            44,
            35
        ],
        [
            4848,
            2685,
            2163,
            4848,
            2685,
            2163
        ],
        [
            0,
            167.645462,
            0,
            0,
            167.645462,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141680,
            -148857,
            -313284,
            383795,
            470196,
            -580422
        ]
    ]
}
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": 1548849600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468567910,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 150,
            "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)