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Trade: XRP/USDT/720/PWMA/MIDPRICE/4903

Strategy
XRP/USDT/720/PWMA/MIDPRICE/4903
Pair
XRP_USDT
Interval
12h
Score
718466
Daily Profit
0.324262
Profit Factor
8.349064
Profitability
60.000000
Streak
166.760052
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 09:14
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1294683.9732 1006071.3594 288612.6138 390758119.3554 327717962.0313 63040157.324
Total P&L (%) 1294.684 1006.0714 288.6126 390758.1194 327717.962 63040.1573
Avg Daily Profit (%) 0.5178 0.4023 0.1154 0.3313 0.3243 0.2582
Buy And Hold Return (%) 859.8777 859.8777 859.8777 859.8777 859.8777 859.8777
Max Trade Drawdown -74759 -74614 -18548 -64459411 -30181442 -34277968
Profit Factor 5.5728 7.6291 3.1971 4.6612 8.3491 2.0145
Total Trades 91 45 46 91 45 46
Winning Trades 55 27 28 55 27 28
Losing Trades 36 18 18 36 18 18
Profitability (%) 60.4396 60 60.8696 60.4396 60 60.8696
Ratio Avg Win / Avg Loss 3.6476 5.0861 2.0553 3.051 5.566 1.2951
Largest Winning Trade 346863 346863 42594 156112192 156112192 63225913
Largest Losing Trade -22693 -22693 -18548 -34277968 -30181442 -34277968
Avg Bars in Trades 51 62 41 51 62 41
Avg Bars in Winners 60 71 50 60 71 50
Avg Bars in Losers 38 48 28 38 48 28
Bars Traded 4715 2798 1916 4715 2798 1916
Profit Streak 0 166.7601 0 0 166.7601 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 373691 -92258 -197095 658896 718466 458457

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521668535,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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": [
        [
            1294683.9731817576,
            1006071.3593879021,
            288612.6137938564,
            390758119.3553584,
            327717962.0313271,
            63040157.32403126
        ],
        [
            1294.683973,
            1006.071359,
            288.612614,
            390758.119355,
            327717.962031,
            63040.157324
        ],
        [
            0.51777,
            0.402348,
            0.115422,
            0.331319,
            0.324262,
            0.258199
        ],
        [
            859.877709,
            859.877709,
            859.877709,
            859.877709,
            859.877709,
            859.877709
        ],
        [
            -74759,
            -74614,
            -18548,
            -64459411,
            -30181442,
            -34277968
        ],
        [
            5.572779,
            7.629098,
            3.19707,
            4.661181,
            8.349064,
            2.014536
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            60.43956,
            60,
            60.869565,
            60.43956,
            60,
            60.869565
        ],
        [
            3.647637,
            5.086066,
            2.055259,
            3.050955,
            5.566043,
            1.295059
        ],
        [
            346863,
            346863,
            42594,
            156112192,
            156112192,
            63225913
        ],
        [
            -22693,
            -22693,
            -18548,
            -34277968,
            -30181442,
            -34277968
        ],
        [
            51,
            62,
            41,
            51,
            62,
            41
        ],
        [
            60,
            71,
            50,
            60,
            71,
            50
        ],
        [
            38,
            48,
            28,
            38,
            48,
            28
        ],
        [
            4715,
            2798,
            1916,
            4715,
            2798,
            1916
        ],
        [
            0,
            166.760052,
            0,
            0,
            166.760052,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373691,
            -92258,
            -197095,
            658896,
            718466,
            458457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521668535,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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)