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Trade: XRP/USDT/720/PWMA/KCB/4236

Strategy
XRP/USDT/720/PWMA/KCB/4236
Pair
XRP_USDT
Interval
12h
Score
380981
Daily Profit
0.206258
Profit Factor
1.506877
Profitability
61.946903
Streak
84.701207
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 07:49
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859134.4499 706694.8181 152439.6319 17180730.7402 32726358.2576 -15545627.5174
Total P&L (%) 859.1345 706.6948 152.4396 17180.7307 32726.3583 -15545.6275
Avg Daily Profit (%) 0.3436 0.2826 0.061 0.2063 0.232 0
Buy And Hold Return (%) 834.1007 834.1007 834.1007 834.1007 834.1007 834.1007
Max Trade Drawdown -79278 -72231 -66078 -24109286 -2893911 -21374279
Profit Factor 2.8593 4.3634 1.605 1.5069 4.5397 0.3693
Total Trades 113 56 57 113 56 57
Winning Trades 70 32 38 70 32 38
Losing Trades 43 24 19 43 24 19
Profitability (%) 61.9469 57.1429 66.6667 61.9469 57.1429 66.6667
Ratio Avg Win / Avg Loss 1.7564 3.2726 0.8025 0.9257 3.4048 0.1847
Largest Winning Trade 198569 198569 47413 23518779 23518779 1416016
Largest Losing Trade -58477 -37372 -58477 -20679185 -2365449 -20679185
Avg Bars in Trades 42 47 38 42 47 38
Avg Bars in Winners 48 51 45 48 51 45
Avg Bars in Losers 34 42 23 34 42 23
Bars Traded 4855 2679 2176 4855 2679 2176
Profit Streak 84.7012 88.7012 84.7012 84.7012 88.7012 84.7012
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138906 -328276 -454375 380981 -162802 -758114

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758257384248,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 116,
            "offset": 167,
            "scalar": 2
        }
    }
}
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": [
        [
            859134.449918998,
            706694.8180632659,
            152439.6318557319,
            17180730.740201052,
            32726358.257645816,
            -15545627.51744476
        ],
        [
            859.13445,
            706.694818,
            152.439632,
            17180.73074,
            32726.358258,
            -15545.627517
        ],
        [
            0.343585,
            0.282621,
            0.060964,
            0.206258,
            0.231975,
            0
        ],
        [
            834.100675,
            834.100675,
            834.100675,
            834.100675,
            834.100675,
            834.100675
        ],
        [
            -79278,
            -72231,
            -66078,
            -24109286,
            -2893911,
            -21374279
        ],
        [
            2.859311,
            4.363432,
            1.605015,
            1.506877,
            4.539685,
            0.369338
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            61.946903,
            57.142857,
            66.666667,
            61.946903,
            57.142857,
            66.666667
        ],
        [
            1.756434,
            3.272574,
            0.802507,
            0.925653,
            3.404763,
            0.184669
        ],
        [
            198569,
            198569,
            47413,
            23518779,
            23518779,
            1416016
        ],
        [
            -58477,
            -37372,
            -58477,
            -20679185,
            -2365449,
            -20679185
        ],
        [
            42,
            47,
            38,
            42,
            47,
            38
        ],
        [
            48,
            51,
            45,
            48,
            51,
            45
        ],
        [
            34,
            42,
            23,
            34,
            42,
            23
        ],
        [
            4855,
            2679,
            2176,
            4855,
            2679,
            2176
        ],
        [
            84.701206,
            88.701206,
            84.701206,
            84.701207,
            88.701207,
            84.701207
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138906,
            -328276,
            -454375,
            380981,
            -162802,
            -758114
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758257384248,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 116,
            "offset": 167,
            "scalar": 2
        }
    }
}

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)