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Trade: XRP/USDT/720/PWMA/SINWMA/8871

Strategy
XRP/USDT/720/PWMA/SINWMA/8871
Pair
XRP_USDT
Interval
12h
Score
584869
Daily Profit
0.167191
Profit Factor
4.299129
Profitability
54.545455
Streak
101.059580
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 04:25
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 869217.5293 756355.7967 112861.7325 6813841.3059 6417711.4845 396129.8214
Total P&L (%) 869.2175 756.3558 112.8617 6813.8413 6417.7115 396.1298
Avg Daily Profit (%) 0.3476 0.3025 0.0451 0.1696 0.1672 0.0641
Buy And Hold Return (%) 840.2206 840.2206 840.2206 840.2206 840.2206 840.2206
Max Trade Drawdown -82044 -46103 -64669 -1192330 -528052 -1088962
Profit Factor 2.9506 5.2453 1.422 2.5958 4.2991 1.1704
Total Trades 88 44 44 88 44 44
Winning Trades 53 24 29 53 24 29
Losing Trades 35 20 15 35 20 15
Profitability (%) 60.2273 54.5455 65.9091 60.2273 54.5455 65.9091
Ratio Avg Win / Avg Loss 1.9485 4.3711 0.7355 1.7142 3.5826 0.6054
Largest Winning Trade 336225 336225 47624 3139352 3139352 378768
Largest Losing Trade -64669 -37291 -64669 -1088962 -452857 -1088962
Avg Bars in Trades 53 57 50 53 57 50
Avg Bars in Winners 60 58 61 60 58 61
Avg Bars in Losers 44 56 28 44 56 28
Bars Traded 4749 2535 2214 4749 2535 2214
Profit Streak 101.0596 101.0596 144.0596 101.0596 101.0596 144.0596
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137587 -147681 -296157 548877 584869 -304804

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294747738,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "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": [
        [
            869217.5292791387,
            756355.7967427876,
            112861.7325363514,
            6813841.305855241,
            6417711.484467695,
            396129.8213875468
        ],
        [
            869.217529,
            756.355797,
            112.861733,
            6813.841306,
            6417.711484,
            396.129821
        ],
        [
            0.347617,
            0.302482,
            0.045136,
            0.169554,
            0.167191,
            0.064074
        ],
        [
            840.220583,
            840.220583,
            840.220583,
            840.220583,
            840.220583,
            840.220583
        ],
        [
            -82044,
            -46103,
            -64669,
            -1192330,
            -528052,
            -1088962
        ],
        [
            2.950586,
            5.245349,
            1.42198,
            2.59584,
            4.299129,
            1.170417
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            60.227273,
            54.545455,
            65.909091,
            60.227273,
            54.545455,
            65.909091
        ],
        [
            1.9485,
            4.371124,
            0.735507,
            1.714234,
            3.582607,
            0.605388
        ],
        [
            336225,
            336225,
            47624,
            3139352,
            3139352,
            378768
        ],
        [
            -64669,
            -37291,
            -64669,
            -1088962,
            -452857,
            -1088962
        ],
        [
            53,
            57,
            50,
            53,
            57,
            50
        ],
        [
            60,
            58,
            61,
            60,
            58,
            61
        ],
        [
            44,
            56,
            28,
            44,
            56,
            28
        ],
        [
            4749,
            2535,
            2214,
            4749,
            2535,
            2214
        ],
        [
            101.05958,
            101.05958,
            144.05958,
            101.05958,
            101.05958,
            144.05958
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137587,
            -147681,
            -296157,
            548877,
            584869,
            -304804
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548590400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294747738,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 170,
            "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)