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Trade: XRP/USDT/720/PWMA/MIDPRICE/7701

Strategy
XRP/USDT/720/PWMA/MIDPRICE/7701
Pair
XRP_USDT
Interval
12h
Score
671932
Daily Profit
0.258279
Profit Factor
4.471859
Profitability
66.666667
Streak
112.553903
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-20 04:17
Expiration Time
2025-12-04 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1069521.9337 860349.6856 209172.2481 56572941.0905 63247836.8386 -6674895.7482
Total P&L (%) 1069.5219 860.3497 209.1722 56572.9411 63247.8368 -6674.8957
Avg Daily Profit (%) 0.4276 0.344 0.0836 0.2538 0.2583 0
Buy And Hold Return (%) 895.012 895.012 895.012 895.012 895.012 895.012
Max Trade Drawdown -93987 -35207 -72378 -26837876 -6909285 -25587375
Profit Factor 4.6011 7.7256 2.2372 1.9208 4.4719 0.8456
Total Trades 72 36 36 72 36 36
Winning Trades 45 24 21 45 24 21
Losing Trades 27 12 15 27 12 15
Profitability (%) 62.5 66.6667 58.3333 62.5 66.6667 58.3333
Ratio Avg Win / Avg Loss 2.7607 3.8628 1.598 1.1525 2.2359 0.604
Largest Winning Trade 291072 291072 45520 30291198 30291198 5703858
Largest Losing Trade -70793 -23193 -70793 -24494079 -4887130 -24494079
Avg Bars in Trades 63 75 51 63 75 51
Avg Bars in Winners 65 68 63 65 68 63
Avg Bars in Losers 60 90 36 60 90 36
Bars Traded 4587 2720 1867 4587 2720 1867
Profit Streak 75.0539 112.5539 0 75.0539 112.5539 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 -168952 -145259 -241734 -70287 671932 -579699

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1550102400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758331057260,
    "expiration_time": 1764808992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "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": [
        [
            1069521.9337106482,
            860349.6855974181,
            209172.2481132305,
            56572941.090450466,
            63247836.838609025,
            -6674895.748158576
        ],
        [
            1069.521934,
            860.349686,
            209.172248,
            56572.94109,
            63247.836839,
            -6674.895748
        ],
        [
            0.427638,
            0.344002,
            0.083635,
            0.253815,
            0.258279,
            0
        ],
        [
            895.011971,
            895.011971,
            895.011971,
            895.011971,
            895.011971,
            895.011971
        ],
        [
            -93987,
            -35207,
            -72378,
            -26837876,
            -6909285,
            -25587375
        ],
        [
            4.601116,
            7.72561,
            2.23715,
            1.920827,
            4.471859,
            0.845559
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            62.5,
            66.666667,
            58.333333,
            62.5,
            66.666667,
            58.333333
        ],
        [
            2.76067,
            3.862805,
            1.597964,
            1.152496,
            2.235929,
            0.603971
        ],
        [
            291072,
            291072,
            45520,
            30291198,
            30291198,
            5703858
        ],
        [
            -70793,
            -23193,
            -70793,
            -24494079,
            -4887130,
            -24494079
        ],
        [
            63,
            75,
            51,
            63,
            75,
            51
        ],
        [
            65,
            68,
            63,
            65,
            68,
            63
        ],
        [
            60,
            90,
            36,
            60,
            90,
            36
        ],
        [
            4587,
            2720,
            1867,
            4587,
            2720,
            1867
        ],
        [
            75.053903,
            112.553903,
            0,
            75.053903,
            112.553903,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168952,
            -145259,
            -241734,
            -70287,
            671932,
            -579699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1550102400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758331057260,
    "expiration_time": 1764808992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 86,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 182,
            "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)