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Trade: XRP/USDT/720/PWMA/SINWMA/4501

Strategy
XRP/USDT/720/PWMA/SINWMA/4501
Pair
XRP_USDT
Interval
12h
Score
605368
Daily Profit
0.183409
Profit Factor
4.480486
Profitability
56.818182
Streak
115.338788
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 11:07
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 918824.6921 792854.4997 125970.1923 9947432.9709 9670346.5148 277086.4561
Total P&L (%) 918.8247 792.8545 125.9702 9947.433 9670.3465 277.0865
Avg Daily Profit (%) 0.3675 0.3171 0.0504 0.1845 0.1834 0.0531
Buy And Hold Return (%) 797.7407 797.7407 797.7407 797.7407 797.7407 797.7407
Max Trade Drawdown -82044 -53391 -64669 -2224699 -1043655 -2031831
Profit Factor 3.2689 5.6129 1.5405 2.5965 4.4805 1.0803
Total Trades 89 44 45 89 44 45
Winning Trades 53 25 28 53 25 28
Losing Trades 36 19 17 36 19 17
Profitability (%) 59.5506 56.8182 62.2222 59.5506 56.8182 62.2222
Ratio Avg Win / Avg Loss 2.2204 4.2658 0.9353 1.7636 3.4052 0.6559
Largest Winning Trade 335546 335546 45495 4706087 4706087 517135
Largest Losing Trade -64669 -38219 -64669 -2031831 -771626 -2031831
Avg Bars in Trades 53 55 51 53 55 51
Avg Bars in Winners 60 58 62 60 58 62
Avg Bars in Losers 42 51 32 42 51 32
Bars Traded 4748 2447 2301 4748 2447 2301
Profit Streak 0 115.3388 0 0 115.3388 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101362 -146989 -289876 515965 605368 -420051

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": 1549627200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528471249,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "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": [
        [
            918824.6920711478,
            792854.4997307674,
            125970.1923403801,
            9947432.97090762,
            9670346.514798135,
            277086.4561094865
        ],
        [
            918.824692,
            792.8545,
            125.970192,
            9947.432971,
            9670.346515,
            277.086456
        ],
        [
            0.367456,
            0.317078,
            0.050378,
            0.184529,
            0.183409,
            0.053096
        ],
        [
            797.740747,
            797.740747,
            797.740747,
            797.740747,
            797.740747,
            797.740747
        ],
        [
            -82044,
            -53391,
            -64669,
            -2224699,
            -1043655,
            -2031831
        ],
        [
            3.268949,
            5.612921,
            1.540461,
            2.596452,
            4.480486,
            1.080256
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            59.550562,
            56.818182,
            62.222222,
            59.550562,
            56.818182,
            62.222222
        ],
        [
            2.220418,
            4.26582,
            0.93528,
            1.763628,
            3.405169,
            0.65587
        ],
        [
            335546,
            335546,
            45495,
            4706087,
            4706087,
            517135
        ],
        [
            -64669,
            -38219,
            -64669,
            -2031831,
            -771626,
            -2031831
        ],
        [
            53,
            55,
            51,
            53,
            55,
            51
        ],
        [
            60,
            58,
            62,
            60,
            58,
            62
        ],
        [
            42,
            51,
            32,
            42,
            51,
            32
        ],
        [
            4748,
            2447,
            2301,
            4748,
            2447,
            2301
        ],
        [
            0,
            115.338788,
            0,
            0,
            115.338788,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101362,
            -146989,
            -289876,
            515965,
            605368,
            -420051
        ]
    ]
}
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": 1549627200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528471249,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 166,
            "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)