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Trade: XRP/USDT/720/PWMA/KCU/3982

Strategy
XRP/USDT/720/PWMA/KCU/3982
Pair
XRP_USDT
Interval
12h
Score
746904
Daily Profit
0.224546
Profit Factor
5.819674
Profitability
74.285714
Streak
160.027402
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-10 15:39
Expiration Time
2025-11-24 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 812828.3484 652705.7 160122.6484 20104699.8392 27203806.865 -7099107.0258
Total P&L (%) 812.8283 652.7057 160.1226 20104.6998 27203.8069 -7099.107
Avg Daily Profit (%) 0.325 0.261 0.064 0.2125 0.2245 0
Buy And Hold Return (%) 898.4681 898.4681 898.4681 898.4681 898.4681 898.4681
Max Trade Drawdown -85879 -74604 -66155 -10832319 -1986584 -11002348
Profit Factor 4.0428 6.2987 2.1123 2.0293 5.8197 0.4889
Total Trades 70 35 35 70 35 35
Winning Trades 52 26 26 52 26 26
Losing Trades 18 9 9 18 9 9
Profitability (%) 74.2857 74.2857 74.2857 74.2857 74.2857 74.2857
Ratio Avg Win / Avg Loss 1.3994 2.1803 0.7312 0.7024 2.0145 0.1692
Largest Winning Trade 178537 178537 38805 14820198 14820198 1099908
Largest Losing Trade -64098 -36446 -64098 -9487039 -1986584 -9487039
Avg Bars in Trades 65 88 42 65 88 42
Avg Bars in Winners 59 75 43 59 75 43
Avg Bars in Losers 83 126 39 83 126 39
Bars Traded 4576 3092 1484 4576 3092 1484
Profit Streak 160.0274 160.0274 172.5274 160.0274 160.0274 172.5274
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -244659 -144586 -267873 -84746 746904 -576670

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507967499,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 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": [
        [
            812828.3483539755,
            652705.6999862572,
            160122.648367718,
            20104699.839198653,
            27203806.865044784,
            -7099107.025846133
        ],
        [
            812.828348,
            652.7057,
            160.122648,
            20104.699839,
            27203.806865,
            -7099.107026
        ],
        [
            0.325001,
            0.260978,
            0.064023,
            0.212481,
            0.224546,
            0
        ],
        [
            898.468147,
            898.468147,
            898.468147,
            898.468147,
            898.468147,
            898.468147
        ],
        [
            -85879,
            -74604,
            -66155,
            -10832319,
            -1986584,
            -11002348
        ],
        [
            4.042757,
            6.298661,
            2.112331,
            2.029261,
            5.819674,
            0.488862
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            74.285714,
            74.285714,
            74.285714,
            74.285714,
            74.285714,
            74.285714
        ],
        [
            1.399416,
            2.180306,
            0.731191,
            0.702436,
            2.014503,
            0.169221
        ],
        [
            178537,
            178537,
            38805,
            14820198,
            14820198,
            1099908
        ],
        [
            -64098,
            -36446,
            -64098,
            -9487039,
            -1986584,
            -9487039
        ],
        [
            65,
            88,
            42,
            65,
            88,
            42
        ],
        [
            59,
            75,
            43,
            59,
            75,
            43
        ],
        [
            83,
            126,
            39,
            83,
            126,
            39
        ],
        [
            4576,
            3092,
            1484,
            4576,
            3092,
            1484
        ],
        [
            160.027401,
            160.027402,
            172.527402,
            160.027402,
            160.027402,
            172.527402
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -244659,
            -144586,
            -267873,
            -84746,
            746904,
            -576670
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507967499,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 223,
            "offset": 0,
            "scalar": 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)