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Trade: XRP/USDT/720/PWMA/MIDPRICE/2632

Strategy
XRP/USDT/720/PWMA/MIDPRICE/2632
Pair
XRP_USDT
Interval
12h
Score
711946
Daily Profit
0.282081
Profit Factor
5.777004
Profitability
62.790698
Streak
151.432376
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 01:22
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1224443.0633 971488.9509 252954.1123 116153127.6714 114279652.4574 1873475.2141
Total P&L (%) 1224.4431 971.489 252.9541 116153.1277 114279.6525 1873.4752
Avg Daily Profit (%) 0.4898 0.3886 0.1012 0.2827 0.2821 0.1194
Buy And Hold Return (%) 822.2022 822.2022 822.2022 822.2022 822.2022 822.2022
Max Trade Drawdown -101609 -23281 -83536 -49159394 -9731629 -46882948
Profit Factor 5.1753 9.0567 2.4649 2.4276 5.777 1.0326
Total Trades 86 43 43 86 43 43
Winning Trades 55 27 28 55 27 28
Losing Trades 31 16 15 31 16 15
Profitability (%) 63.9535 62.7907 65.1163 63.9535 62.7907 65.1163
Ratio Avg Win / Avg Loss 2.917 5.3669 1.3205 1.3683 3.4234 0.5532
Largest Winning Trade 365211 365211 38806 52274487 52274487 10983423
Largest Losing Trade -74032 -21333 -74032 -41044662 -7093877 -41044662
Avg Bars in Trades 53 63 43 53 63 43
Avg Bars in Winners 61 68 54 61 68 54
Avg Bars in Losers 39 55 22 39 55 22
Bars Traded 4586 2724 1862 4586 2724 1862
Profit Streak 145.4324 151.4324 145.4324 145.4324 151.4324 145.4324
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307113 -88439 -217505 573369 711946 -221999

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757283757295,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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": [
        [
            1224443.0632700175,
            971488.9509281418,
            252954.1123418761,
            116153127.67144582,
            114279652.45739071,
            1873475.2140550837
        ],
        [
            1224.443063,
            971.488951,
            252.954112,
            116153.127671,
            114279.652457,
            1873.475214
        ],
        [
            0.489777,
            0.388596,
            0.101182,
            0.282733,
            0.282081,
            0.119366
        ],
        [
            822.202236,
            822.202236,
            822.202236,
            822.202236,
            822.202236,
            822.202236
        ],
        [
            -101609,
            -23281,
            -83536,
            -49159394,
            -9731629,
            -46882948
        ],
        [
            5.175271,
            9.056659,
            2.464884,
            2.427575,
            5.777004,
            1.032616
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            63.953488,
            62.790698,
            65.116279,
            63.953488,
            62.790698,
            65.116279
        ],
        [
            2.916971,
            5.366909,
            1.320473,
            1.36827,
            3.42341,
            0.553187
        ],
        [
            365211,
            365211,
            38806,
            52274487,
            52274487,
            10983423
        ],
        [
            -74032,
            -21333,
            -74032,
            -41044662,
            -7093877,
            -41044662
        ],
        [
            53,
            63,
            43,
            53,
            63,
            43
        ],
        [
            61,
            68,
            54,
            61,
            68,
            54
        ],
        [
            39,
            55,
            22,
            39,
            55,
            22
        ],
        [
            4586,
            2724,
            1862,
            4586,
            2724,
            1862
        ],
        [
            145.432376,
            151.432376,
            145.432376,
            145.432376,
            151.432376,
            145.432376
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307113,
            -88439,
            -217505,
            573369,
            711946,
            -221999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757283757295,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "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)