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Trade: XRP/USDT/720/PWMA/MIDPRICE/4390

Strategy
XRP/USDT/720/PWMA/MIDPRICE/4390
Pair
XRP_USDT
Interval
12h
Score
619708
Daily Profit
0.250873
Profit Factor
4.075633
Profitability
58.620690
Streak
108.955466
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 13:55
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1072258.2234 879194.9772 193063.2462 39443829.069 52496193.176 -13052364.1069
Total P&L (%) 1072.2582 879.195 193.0632 39443.8291 52496.1932 -13052.3641
Avg Daily Profit (%) 0.4288 0.3516 0.0772 0.2394 0.2509 0
Buy And Hold Return (%) 790.0813 790.0813 790.0813 790.0813 790.0813 790.0813
Max Trade Drawdown -96795 -46203 -82011 -21782596 -8747082 -30445129
Profit Factor 5.2511 9.2624 2.324 1.6955 4.0756 0.6708
Total Trades 58 29 29 58 29 29
Winning Trades 37 17 20 37 17 20
Losing Trades 21 12 9 21 12 9
Profitability (%) 63.7931 58.6207 68.9655 63.7931 58.6207 68.9655
Ratio Avg Win / Avg Loss 2.9804 6.5381 1.0458 0.9623 2.8769 0.3019
Largest Winning Trade 348449 348449 49843 39076922 39076922 4708717
Largest Losing Trade -72306 -23597 -72306 -18672984 -3603127 -18672984
Avg Bars in Trades 79 93 64 79 93 64
Avg Bars in Winners 77 85 70 77 85 70
Avg Bars in Losers 82 105 52 82 105 52
Bars Traded 4587 2712 1875 4587 2712 1875
Profit Streak 67.9555 108.9555 0 67.9555 108.9555 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 -213845 -111201 -249919 -168343 619708 -578374

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106552300,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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": [
        [
            1072258.223418722,
            879194.9772131763,
            193063.2462055459,
            39443829.069023326,
            52496193.17595068,
            -13052364.106927369
        ],
        [
            1072.258223,
            879.194977,
            193.063246,
            39443.829069,
            52496.193176,
            -13052.364107
        ],
        [
            0.428818,
            0.351608,
            0.07721,
            0.239438,
            0.250873,
            0
        ],
        [
            790.081301,
            790.081301,
            790.081301,
            790.081301,
            790.081301,
            790.081301
        ],
        [
            -96795,
            -46203,
            -82011,
            -21782596,
            -8747082,
            -30445129
        ],
        [
            5.251108,
            9.262353,
            2.323979,
            1.695465,
            4.075633,
            0.670788
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            63.793103,
            58.62069,
            68.965517,
            63.793103,
            58.62069,
            68.965517
        ],
        [
            2.980359,
            6.538131,
            1.04579,
            0.962291,
            2.876917,
            0.301855
        ],
        [
            348449,
            348449,
            49843,
            39076922,
            39076922,
            4708717
        ],
        [
            -72306,
            -23597,
            -72306,
            -18672984,
            -3603127,
            -18672984
        ],
        [
            79,
            93,
            64,
            79,
            93,
            64
        ],
        [
            77,
            85,
            70,
            77,
            85,
            70
        ],
        [
            82,
            105,
            52,
            82,
            105,
            52
        ],
        [
            4587,
            2712,
            1875,
            4587,
            2712,
            1875
        ],
        [
            67.955466,
            108.955466,
            0,
            67.955466,
            108.955466,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -213845,
            -111201,
            -249919,
            -168343,
            619708,
            -578374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106552300,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "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)