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Trade: XRP/USDT/720/PWMA/HWMA/6708

Strategy
XRP/USDT/720/PWMA/HWMA/6708
Pair
XRP_USDT
Interval
12h
Score
542653
Daily Profit
0.232335
Profit Factor
2.943995
Profitability
54.032258
Streak
54.955531
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 13:55
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 837065.1774 691667.3011 145397.8762 12334780.3054 33022669.0191 -20687888.7137
Total P&L (%) 837.0652 691.6673 145.3979 12334.7803 33022.669 -20687.8887
Avg Daily Profit (%) 0.3348 0.2766 0.0581 0.1931 0.2323 0
Buy And Hold Return (%) 708.1765 708.1765 708.1765 708.1765 708.1765 708.1765
Max Trade Drawdown -80081 -75248 -92784 -26227177 -4386685 -30311315
Profit Factor 2.1512 2.9135 1.3977 1.2193 2.944 0.4729
Total Trades 249 124 125 249 124 125
Winning Trades 132 67 65 132 67 65
Losing Trades 117 57 60 117 57 60
Profitability (%) 53.012 54.0323 52 53.012 54.0323 52
Ratio Avg Win / Avg Loss 1.9068 2.4787 1.2902 1.0808 2.5046 0.4366
Largest Winning Trade 130621 130621 57448 11420353 11420353 2360355
Largest Losing Trade -75956 -48004 -75956 -25560252 -3538813 -25560252
Avg Bars in Trades 19 20 18 19 20 18
Avg Bars in Winners 22 22 23 22 22 23
Avg Bars in Losers 15 17 14 15 17 14
Bars Traded 4887 2519 2368 4887 2519 2368
Profit Streak 0 54.9555 0 0 54.9555 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93902 -150384 -280058 343455 542653 -580463

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106557863,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 87,
            "na": 0.65211,
            "nb": 0.48693,
            "nc": 0.1
        }
    }
}
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": [
        [
            837065.1773576154,
            691667.3011169208,
            145397.8762406951,
            12334780.305409975,
            33022669.019140076,
            -20687888.713730082
        ],
        [
            837.065177,
            691.667301,
            145.397876,
            12334.780305,
            33022.669019,
            -20687.888714
        ],
        [
            0.334759,
            0.276612,
            0.058148,
            0.193071,
            0.232335,
            0
        ],
        [
            708.176523,
            708.176523,
            708.176523,
            708.176523,
            708.176523,
            708.176523
        ],
        [
            -80081,
            -75248,
            -92784,
            -26227177,
            -4386685,
            -30311315
        ],
        [
            2.151245,
            2.913516,
            1.397662,
            1.219329,
            2.943995,
            0.472942
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            132,
            67,
            65,
            132,
            67,
            65
        ],
        [
            117,
            57,
            60,
            117,
            57,
            60
        ],
        [
            53.012048,
            54.032258,
            52,
            53.012048,
            54.032258,
            52
        ],
        [
            1.906785,
            2.478663,
            1.29015,
            1.080769,
            2.504592,
            0.436562
        ],
        [
            130621,
            130621,
            57448,
            11420353,
            11420353,
            2360355
        ],
        [
            -75956,
            -48004,
            -75956,
            -25560252,
            -3538813,
            -25560252
        ],
        [
            19,
            20,
            18,
            19,
            20,
            18
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            15,
            17,
            14,
            15,
            17,
            14
        ],
        [
            4887,
            2519,
            2368,
            4887,
            2519,
            2368
        ],
        [
            0,
            54.955531,
            0,
            0,
            54.955531,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93902,
            -150384,
            -280058,
            343455,
            542653,
            -580463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106557863,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 87,
            "na": 0.65211,
            "nb": 0.48693,
            "nc": 0.1
        }
    }
}

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)