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Trade: XRP/USDT/720/PWMA/KCB/5898

Strategy
XRP/USDT/720/PWMA/KCB/5898
Pair
XRP_USDT
Interval
12h
Score
685868
Daily Profit
0.271559
Profit Factor
9.896149
Profitability
53.846154
Streak
172.719775
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 20:16
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1086389.7788 854777.0649 231612.7138 100902161.9325 88005365.8113 12896796.1212
Total P&L (%) 1086.3898 854.7771 231.6127 100902.1619 88005.3658 12896.7961
Avg Daily Profit (%) 0.4345 0.3418 0.0926 0.277 0.2716 0.1948
Buy And Hold Return (%) 800.0884 800.0884 800.0884 800.0884 800.0884 800.0884
Max Trade Drawdown -58464 -40408 -50176 -8067004 -4982435 -7763007
Profit Factor 5.0678 8.3609 2.5344 5.3111 9.8961 1.9544
Total Trades 79 39 40 79 39 40
Winning Trades 49 21 28 49 21 28
Losing Trades 30 18 12 30 18 12
Profitability (%) 62.0253 53.8462 70 62.0253 53.8462 70
Ratio Avg Win / Avg Loss 3.1028 7.1665 1.0862 3.2517 8.4824 0.8376
Largest Winning Trade 330800 330800 45812 41959691 41959691 4367957
Largest Losing Trade -50176 -23651 -50176 -7763007 -4982435 -7763007
Avg Bars in Trades 59 65 53 59 65 53
Avg Bars in Winners 72 89 59 72 89 59
Avg Bars in Losers 38 37 39 38 37 39
Bars Traded 4687 2559 2128 4687 2559 2128
Profit Streak 158.2198 172.7198 158.2198 158.2198 172.7198 158.2198
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64564 -124859 -227387 -11280 685868 464460

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758561388559,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 201,
            "offset": 0,
            "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": [
        [
            1086389.7787628025,
            854777.0649334735,
            231612.713829329,
            100902161.93252598,
            88005365.81132035,
            12896796.121205658
        ],
        [
            1086.389779,
            854.777065,
            231.612714,
            100902.161933,
            88005.365811,
            12896.796121
        ],
        [
            0.434469,
            0.341842,
            0.092627,
            0.277037,
            0.271559,
            0.194842
        ],
        [
            800.088445,
            800.088445,
            800.088445,
            800.088445,
            800.088445,
            800.088445
        ],
        [
            -58464,
            -40408,
            -50176,
            -8067004,
            -4982435,
            -7763007
        ],
        [
            5.06783,
            8.36088,
            2.534425,
            5.311111,
            9.896149,
            1.954426
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            62.025316,
            53.846154,
            70,
            62.025316,
            53.846154,
            70
        ],
        [
            3.102753,
            7.166468,
            1.086182,
            3.2517,
            8.482414,
            0.837611
        ],
        [
            330800,
            330800,
            45812,
            41959691,
            41959691,
            4367957
        ],
        [
            -50176,
            -23651,
            -50176,
            -7763007,
            -4982435,
            -7763007
        ],
        [
            59,
            65,
            53,
            59,
            65,
            53
        ],
        [
            72,
            89,
            59,
            72,
            89,
            59
        ],
        [
            38,
            37,
            39,
            38,
            37,
            39
        ],
        [
            4687,
            2559,
            2128,
            4687,
            2559,
            2128
        ],
        [
            158.219775,
            172.719775,
            158.219775,
            158.219775,
            172.719775,
            158.219775
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64564,
            -124859,
            -227387,
            -11280,
            685868,
            464460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758561388559,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 201,
            "offset": 0,
            "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)