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Trade: XRP/USDT/720/PWMA/SINWMA/4720

Strategy
XRP/USDT/720/PWMA/SINWMA/4720
Pair
XRP_USDT
Interval
12h
Score
627958
Daily Profit
0.228482
Profit Factor
4.970845
Profitability
56.097561
Streak
110.396792
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 12:31
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 924369.9872 756366.1285 168003.8588 26453116.296 29986824.5445 -3533708.2485
Total P&L (%) 924.37 756.3661 168.0039 26453.1163 29986.8245 -3533.7082
Avg Daily Profit (%) 0.3697 0.3025 0.0672 0.2235 0.2285 0
Buy And Hold Return (%) 1008.4472 1008.4472 1008.4472 1008.4472 1008.4472 1008.4472
Max Trade Drawdown -69807 -63622 -62197 -8791543 -3094352 -11661505
Profit Factor 3.5985 5.8636 1.8391 2.1172 4.9708 0.7809
Total Trades 83 41 42 83 41 42
Winning Trades 49 23 26 49 23 26
Losing Trades 34 18 16 34 18 16
Profitability (%) 59.0361 56.0976 61.9048 59.0361 56.0976 61.9048
Ratio Avg Win / Avg Loss 2.497 4.5889 1.1318 1.4691 3.8902 0.4805
Largest Winning Trade 254288 254288 48572 15413172 15413172 1345250
Largest Losing Trade -62197 -42246 -62197 -7749700 -2104239 -7749700
Avg Bars in Trades 57 59 55 57 59 55
Avg Bars in Winners 63 67 60 63 67 60
Avg Bars in Losers 48 48 47 48 48 47
Bars Traded 4748 2423 2325 4748 2423 2325
Profit Streak 110.3968 110.3968 201.8968 110.3968 110.3968 201.8968
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147997 -147047 -263648 456433 627958 -577805

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757755882829,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "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": [
        [
            924369.9872456476,
            756366.1284522166,
            168003.8587934308,
            26453116.295975965,
            29986824.544508174,
            -3533708.2485322063
        ],
        [
            924.369987,
            756.366128,
            168.003859,
            26453.116296,
            29986.824545,
            -3533.708249
        ],
        [
            0.369674,
            0.302486,
            0.067188,
            0.223474,
            0.228482,
            0
        ],
        [
            1008.447249,
            1008.447249,
            1008.447249,
            1008.447249,
            1008.447249,
            1008.447249
        ],
        [
            -69807,
            -63622,
            -62197,
            -8791543,
            -3094352,
            -11661505
        ],
        [
            3.598545,
            5.863557,
            1.839143,
            2.117211,
            4.970845,
            0.78087
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49,
            23,
            26,
            49,
            23,
            26
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            59.036145,
            56.097561,
            61.904762,
            59.036145,
            56.097561,
            61.904762
        ],
        [
            2.49695,
            4.588871,
            1.13178,
            1.469085,
            3.890227,
            0.480535
        ],
        [
            254288,
            254288,
            48572,
            15413172,
            15413172,
            1345250
        ],
        [
            -62197,
            -42246,
            -62197,
            -7749700,
            -2104239,
            -7749700
        ],
        [
            57,
            59,
            55,
            57,
            59,
            55
        ],
        [
            63,
            67,
            60,
            63,
            67,
            60
        ],
        [
            48,
            48,
            47,
            48,
            48,
            47
        ],
        [
            4748,
            2423,
            2325,
            4748,
            2423,
            2325
        ],
        [
            110.396792,
            110.396792,
            201.896792,
            110.396792,
            110.396792,
            201.896792
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147997,
            -147047,
            -263648,
            456433,
            627958,
            -577805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757755882829,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 163,
            "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)