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Trade: XRP/USDT/720/PWMA/MIDPRICE/5869

Strategy
XRP/USDT/720/PWMA/MIDPRICE/5869
Pair
XRP_USDT
Interval
12h
Score
631711
Daily Profit
0.271452
Profit Factor
4.214426
Profitability
55.555556
Streak
146.176050
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 19:13
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 1121304.5057 903370.3403 217934.1654 92902303.448 87651683.5879 5250619.8602
Total P&L (%) 1121.3045 903.3703 217.9342 92902.3034 87651.6836 5250.6199
Avg Daily Profit (%) 0.4485 0.3613 0.0872 0.2738 0.2715 0.1593
Buy And Hold Return (%) 802.5471 802.5471 802.5471 802.5471 802.5471 802.5471
Max Trade Drawdown -80702 -53027 -52418 -25465686 -11557896 -20442266
Profit Factor 4.9915 6.9396 2.6916 2.7095 4.2144 1.1939
Total Trades 72 36 36 72 36 36
Winning Trades 44 20 24 44 20 24
Losing Trades 28 16 12 28 16 12
Profitability (%) 61.1111 55.5556 66.6667 61.1111 55.5556 66.6667
Ratio Avg Win / Avg Loss 3.1764 5.5517 1.3458 1.7242 3.3715 0.597
Largest Winning Trade 327809 327809 50061 54744796 54744796 5340381
Largest Losing Trade -39135 -23867 -39135 -12444503 -4810695 -12444503
Avg Bars in Trades 63 75 51 63 75 51
Avg Bars in Winners 76 93 61 76 93 61
Avg Bars in Losers 44 53 31 44 53 31
Bars Traded 4586 2727 1859 4586 2727 1859
Profit Streak 146.1761 146.1761 173.6761 146.1761 146.1761 173.6761
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104936 -107067 -235200 -66839 631711 58296

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757261610723,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "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": [
        [
            1121304.505715643,
            903370.3403326187,
            217934.1653830244,
            92902303.44802652,
            87651683.58786541,
            5250619.860161136
        ],
        [
            1121.304506,
            903.37034,
            217.934165,
            92902.303448,
            87651.683588,
            5250.61986
        ],
        [
            0.448522,
            0.361348,
            0.087174,
            0.273782,
            0.271452,
            0.159319
        ],
        [
            802.547134,
            802.547134,
            802.547134,
            802.547134,
            802.547134,
            802.547134
        ],
        [
            -80702,
            -53027,
            -52418,
            -25465686,
            -11557896,
            -20442266
        ],
        [
            4.99152,
            6.939631,
            2.691646,
            2.709464,
            4.214426,
            1.19391
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            61.111111,
            55.555556,
            66.666667,
            61.111111,
            55.555556,
            66.666667
        ],
        [
            3.176422,
            5.551705,
            1.345823,
            1.724204,
            3.371541,
            0.596955
        ],
        [
            327809,
            327809,
            50061,
            54744796,
            54744796,
            5340381
        ],
        [
            -39135,
            -23867,
            -39135,
            -12444503,
            -4810695,
            -12444503
        ],
        [
            63,
            75,
            51,
            63,
            75,
            51
        ],
        [
            76,
            93,
            61,
            76,
            93,
            61
        ],
        [
            44,
            53,
            31,
            44,
            53,
            31
        ],
        [
            4586,
            2727,
            1859,
            4586,
            2727,
            1859
        ],
        [
            146.17605,
            146.17605,
            173.67605,
            146.17605,
            146.17605,
            173.67605
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104936,
            -107067,
            -235200,
            -66839,
            631711,
            58296
        ]
    ]
}
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": 1547812800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757261610723,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 152,
            "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)