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Trade: XRP/USDT/720/PWMA/RMA/2683

Strategy
XRP/USDT/720/PWMA/RMA/2683
Pair
XRP_USDT
Interval
12h
Score
488847
Daily Profit
0.256300
Profit Factor
1.996555
Profitability
53.271028
Streak
72.269966
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 21:28
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1087765.2287 870068.7854 217696.4433 60119508.9835 63975816.9231 -3856307.9395
Total P&L (%) 1087.7652 870.0688 217.6964 60119.509 63975.8169 -3856.3079
Avg Daily Profit (%) 0.435 0.348 0.0871 0.2563 0.2588 0
Buy And Hold Return (%) 832.501 832.501 832.501 832.501 832.501 832.501
Max Trade Drawdown -79994 -50393 -67030 -15269821 -5441650 -27110812
Profit Factor 3.7661 5.6466 2.0568 1.9966 4.0546 0.9021
Total Trades 107 54 53 107 54 53
Winning Trades 57 28 29 57 28 29
Losing Trades 50 26 24 50 26 24
Profitability (%) 53.271 51.8519 54.717 53.271 51.8519 54.717
Ratio Avg Win / Avg Loss 3.3036 5.2433 1.7021 1.7514 3.765 0.7466
Largest Winning Trade 322030 322030 44075 32617874 32617874 7138002
Largest Losing Trade -67030 -35289 -67030 -14698129 -5441650 -14698129
Avg Bars in Trades 45 50 39 45 50 39
Avg Bars in Winners 55 58 52 55 58 52
Avg Bars in Losers 33 40 24 33 40 24
Bars Traded 4829 2710 2119 4829 2710 2119
Profit Streak 72.27 77.27 0 72.27 77.27 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 -52180 -313424 -418036 488847 -163615 -760221

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757701725085,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "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": [
        [
            1087765.228656935,
            870068.7853917372,
            217696.4432651981,
            60119508.98351685,
            63975816.92306175,
            -3856307.9395449045
        ],
        [
            1087.765229,
            870.068785,
            217.696443,
            60119.508984,
            63975.816923,
            -3856.30794
        ],
        [
            0.435019,
            0.347958,
            0.087061,
            0.2563,
            0.258789,
            0
        ],
        [
            832.500987,
            832.500987,
            832.500987,
            832.500987,
            832.500987,
            832.500987
        ],
        [
            -79994,
            -50393,
            -67030,
            -15269821,
            -5441650,
            -27110812
        ],
        [
            3.766077,
            5.64662,
            2.056757,
            1.996555,
            4.054591,
            0.902082
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            53.271028,
            51.851852,
            54.716981,
            53.271028,
            51.851852,
            54.716981
        ],
        [
            3.303576,
            5.24329,
            1.702143,
            1.751364,
            3.764977,
            0.746551
        ],
        [
            322030,
            322030,
            44075,
            32617874,
            32617874,
            7138002
        ],
        [
            -67030,
            -35289,
            -67030,
            -14698129,
            -5441650,
            -14698129
        ],
        [
            45,
            50,
            39,
            45,
            50,
            39
        ],
        [
            55,
            58,
            52,
            55,
            58,
            52
        ],
        [
            33,
            40,
            24,
            33,
            40,
            24
        ],
        [
            4829,
            2710,
            2119,
            4829,
            2710,
            2119
        ],
        [
            72.269966,
            77.269966,
            0,
            72.269966,
            77.269966,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52180,
            -313424,
            -418036,
            488847,
            -163615,
            -760221
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1545091200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757701725085,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "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)