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Trade: XRP/USDT/720/PWMA/PWMA/1190

Strategy
XRP/USDT/720/PWMA/PWMA/1190
Pair
XRP_USDT
Interval
12h
Score
404955
Daily Profit
0.147336
Profit Factor
3.683133
Profitability
57.575758
Streak
228.896306
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 12:30
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 598305.1631 648638.3035 -50333.1404 3750030.832 3873187.4654 -123156.6333
Total P&L (%) 598.3052 648.6383 -50.3331 3750.0308 3873.1875 -123.1566
Avg Daily Profit (%) 0.2392 0.2594 -0.0201 0.1461 0.1473 0
Buy And Hold Return (%) 818.1109 818.1109 818.1109 818.1109 818.1109 818.1109
Max Trade Drawdown -179585 -45081 -237672 -1208110 -511219 -1044925
Profit Factor 2.1012 5.9175 0.8777 2.0106 3.6831 0.9457
Total Trades 67 33 34 67 33 34
Winning Trades 44 21 23 42 19 23
Losing Trades 23 12 11 25 14 11
Profitability (%) 65.6716 63.6364 67.6471 62.6866 57.5758 67.6471
Ratio Avg Win / Avg Loss 1.0984 3.3814 0.4197 1.1968 2.7139 0.4523
Largest Winning Trade 353312 353312 51925 2918021 2918021 834249
Largest Losing Trade -164842 -36181 -164842 -690602 -511219 -690602
Avg Bars in Trades 70 74 67 70 74 67
Avg Bars in Winners 72 71 73 73 74 72
Avg Bars in Losers 67 79 54 65 74 55
Bars Traded 4737 2450 2287 4737 2450 2287
Profit Streak 198.8963 228.8963 198.8963 198.8963 228.8963 198.8963
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -272101 -146048 -577531 -114585 404955 -577531

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552521600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758619840838,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "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": [
        [
            598305.163082072,
            648638.3034757217,
            -50333.1403936498,
            3750030.8320404277,
            3873187.465358884,
            -123156.6333184555
        ],
        [
            598.305163,
            648.638303,
            -50.33314,
            3750.030832,
            3873.187465,
            -123.156633
        ],
        [
            0.239226,
            0.259352,
            -0.020125,
            0.146075,
            0.147336,
            0
        ],
        [
            818.110891,
            818.110891,
            818.110891,
            818.110891,
            818.110891,
            818.110891
        ],
        [
            -179585,
            -45081,
            -237672,
            -1208110,
            -511219,
            -1044925
        ],
        [
            2.101222,
            5.917456,
            0.877655,
            2.01061,
            3.683133,
            0.945677
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            44,
            21,
            23,
            42,
            19,
            23
        ],
        [
            23,
            12,
            11,
            25,
            14,
            11
        ],
        [
            65.671642,
            63.636364,
            67.647059,
            62.686567,
            57.575758,
            67.647059
        ],
        [
            1.098366,
            3.381403,
            0.419748,
            1.196792,
            2.713888,
            0.45228
        ],
        [
            353312,
            353312,
            51925,
            2918021,
            2918021,
            834249
        ],
        [
            -164842,
            -36181,
            -164842,
            -690602,
            -511219,
            -690602
        ],
        [
            70,
            74,
            67,
            70,
            74,
            67
        ],
        [
            72,
            71,
            73,
            73,
            74,
            72
        ],
        [
            67,
            79,
            54,
            65,
            74,
            55
        ],
        [
            4737,
            2450,
            2287,
            4737,
            2450,
            2287
        ],
        [
            198.896306,
            228.896306,
            198.896306,
            198.896306,
            228.896306,
            198.896306
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -272101,
            -146048,
            -577531,
            -114585,
            404955,
            -577531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1552521600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758619840838,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "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)