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Trade: XRP/USDT/720/PWMA/MIDPOINT/3302

Strategy
XRP/USDT/720/PWMA/MIDPOINT/3302
Pair
XRP_USDT
Interval
12h
Score
678291
Daily Profit
0.304254
Profit Factor
7.648730
Profitability
56.097561
Streak
85.392979
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 00:25
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1139840.1332 879759.5752 260080.558 185805160.7455 198985919.8689 -13180759.1235
Total P&L (%) 1139.8401 879.7596 260.0806 185805.1607 198985.9199 -13180.7591
Avg Daily Profit (%) 0.4558 0.3518 0.104 0.3015 0.3043 0
Buy And Hold Return (%) 854.2381 854.2381 854.2381 854.2381 854.2381 854.2381
Max Trade Drawdown -67162 -48107 -67162 -46213668 -21828162 -34835735
Profit Factor 5.0292 6.8154 2.9761 3.3398 7.6487 0.7336
Total Trades 82 41 41 82 41 41
Winning Trades 51 23 28 51 23 28
Losing Trades 31 18 13 31 18 13
Profitability (%) 62.1951 56.0976 68.2927 62.1951 56.0976 68.2927
Ratio Avg Win / Avg Loss 3.057 5.3338 1.3817 2.0301 5.986 0.3406
Largest Winning Trade 180619 180619 64868 90905682 90905682 8285537
Largest Losing Trade -67162 -39077 -67162 -18894653 -6792464 -18894653
Avg Bars in Trades 55 67 44 55 67 44
Avg Bars in Winners 65 84 49 65 84 49
Avg Bars in Losers 40 45 34 40 45 34
Bars Traded 4588 2764 1823 4588 2764 1823
Profit Streak 77.893 85.393 0 77.893 85.393 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50082 -137234 -212922 321483 678291 -578370

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757539553350,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "offset": 0
        }
    }
}
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": [
        [
            1139840.1331682012,
            879759.5752163975,
            260080.5579518038,
            185805160.7454557,
            198985919.86893535,
            -13180759.123479672
        ],
        [
            1139.840133,
            879.759575,
            260.080558,
            185805.160745,
            198985.919869,
            -13180.759123
        ],
        [
            0.455845,
            0.351833,
            0.104011,
            0.301506,
            0.304254,
            0
        ],
        [
            854.238103,
            854.238103,
            854.238103,
            854.238103,
            854.238103,
            854.238103
        ],
        [
            -67162,
            -48107,
            -67162,
            -46213668,
            -21828162,
            -34835735
        ],
        [
            5.029204,
            6.815444,
            2.976075,
            3.339833,
            7.64873,
            0.733621
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            31,
            18,
            13,
            31,
            18,
            13
        ],
        [
            62.195122,
            56.097561,
            68.292683,
            62.195122,
            56.097561,
            68.292683
        ],
        [
            3.056967,
            5.333826,
            1.381749,
            2.030094,
            5.985962,
            0.34061
        ],
        [
            180619,
            180619,
            64868,
            90905682,
            90905682,
            8285537
        ],
        [
            -67162,
            -39077,
            -67162,
            -18894653,
            -6792464,
            -18894653
        ],
        [
            55,
            67,
            44,
            55,
            67,
            44
        ],
        [
            65,
            84,
            49,
            65,
            84,
            49
        ],
        [
            40,
            45,
            34,
            40,
            45,
            34
        ],
        [
            4588,
            2764,
            1823,
            4588,
            2764,
            1823
        ],
        [
            77.892978,
            85.392978,
            0,
            77.892979,
            85.392979,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50082,
            -137234,
            -212922,
            321483,
            678291,
            -578370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757539553350,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "offset": 0
        }
    }
}

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)