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Trade: XRP/USDT/720/PWMA/KCB/3116

Strategy
XRP/USDT/720/PWMA/KCB/3116
Pair
XRP_USDT
Interval
12h
Score
385912
Daily Profit
0.207782
Profit Factor
1.852532
Profitability
47.777778
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:28
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1019432.3488 889315.1616 130117.1872 16272219.5881 17887573.8442 -1615354.2562
Total P&L (%) 1019.4323 889.3152 130.1172 16272.2196 17887.5738 -1615.3543
Avg Daily Profit (%) 0.4075 0.3555 0.052 0.204 0.2078 0
Buy And Hold Return (%) 893.2362 893.2362 893.2362 893.2362 893.2362 893.2362
Max Trade Drawdown -89233 -74741 -46296 -15703455 -10100815 -5793413
Profit Factor 2.2942 2.9305 1.3979 1.4807 1.8525 0.8745
Total Trades 179 90 89 179 90 89
Winning Trades 84 43 41 84 43 41
Losing Trades 95 47 48 95 47 48
Profitability (%) 46.9274 47.7778 46.0674 46.9274 47.7778 46.0674
Ratio Avg Win / Avg Loss 2.5946 3.2031 1.6365 1.6746 2.0249 1.0238
Largest Winning Trade 336091 336091 57380 16175968 16175968 2369173
Largest Losing Trade -36221 -36221 -27434 -5725333 -5725333 -3761646
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 37 37 36 37 37 36
Avg Bars in Losers 19 20 17 19 20 17
Bars Traded 4945 2602 2343 4945 2602 2343
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 -107624 -151715 -289004 374098 385912 -580679

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670114396,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            1019432.3487866055,
            889315.1616233343,
            130117.1871632716,
            16272219.588062473,
            17887573.844212566,
            -1615354.2561500976
        ],
        [
            1019.432349,
            889.315162,
            130.117187,
            16272.219588,
            17887.573844,
            -1615.354256
        ],
        [
            0.407528,
            0.355513,
            0.052016,
            0.204012,
            0.207782,
            0
        ],
        [
            893.236176,
            893.236176,
            893.236176,
            893.236176,
            893.236176,
            893.236176
        ],
        [
            -89233,
            -74741,
            -46296,
            -15703455,
            -10100815,
            -5793413
        ],
        [
            2.294193,
            2.93051,
            1.397871,
            1.480703,
            1.852532,
            0.874479
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            46.927374,
            47.777778,
            46.067416,
            46.927374,
            47.777778,
            46.067416
        ],
        [
            2.594623,
            3.203115,
            1.636532,
            1.674605,
            2.024861,
            1.02378
        ],
        [
            336091,
            336091,
            57380,
            16175968,
            16175968,
            2369173
        ],
        [
            -36221,
            -36221,
            -27434,
            -5725333,
            -5725333,
            -3761646
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            19,
            20,
            17,
            19,
            20,
            17
        ],
        [
            4945,
            2602,
            2343,
            4945,
            2602,
            2343
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107624,
            -151715,
            -289004,
            374098,
            385912,
            -580679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670114396,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)