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Trade: XRP/USDT/720/PWMA/SMA/4122

Strategy
XRP/USDT/720/PWMA/SMA/4122
Pair
XRP_USDT
Interval
12h
Score
477938
Daily Profit
0.227981
Profit Factor
5.356390
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-11 04:27
Expiration Time
2025-11-25 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 185622.4457 363999.1884 -178376.7426 24193132.0934 -5453803.2947 29646935.3882
Total P&L (%) 185.6224 363.9992 -178.3767 24193.1321 -5453.8033 29646.9354
Avg Daily Profit (%) 0.0742 0.1455 -0.0713 0.2199 0 0.228
Buy And Hold Return (%) 841.5983 841.5983 841.5983 841.5983 841.5983 841.5983
Max Trade Drawdown -321693 -61382 -309967 -10792258 -8626536 -5034023
Profit Factor 1.3016 4.4062 0.6492 2.4669 0.437 5.3564
Total Trades 76 38 38 76 38 38
Winning Trades 54 27 27 32 16 16
Losing Trades 22 11 11 44 22 22
Profitability (%) 71.0526 71.0526 71.0526 42.1053 42.1053 42.1053
Ratio Avg Win / Avg Loss 0.5303 1.7951 0.2645 3.3919 0.6009 7.365
Largest Winning Trade 59639 59639 36357 30456598 2156252 30456598
Largest Losing Trade -309967 -49709 -309967 -2575051 -2575051 -1498410
Avg Bars in Trades 60 63 56 60 63 56
Avg Bars in Winners 51 51 51 57 65 49
Avg Bars in Losers 81 92 70 61 61 62
Bars Traded 4568 2403 2165 4568 2403 2165
Profit Streak 87.061 89.561 0 87.061 89.561 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 -311410 -153869 -578035 -43380 -583276 477938

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757554073476,
    "expiration_time": 1764031392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 230,
            "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": [
        [
            185622.4457294709,
            363999.1883760481,
            -178376.7426465774,
            24193132.093443397,
            -5453803.2947205845,
            29646935.388163988
        ],
        [
            185.622446,
            363.999188,
            -178.376743,
            24193.132093,
            -5453.803295,
            29646.935388
        ],
        [
            0.074219,
            0.145541,
            -0.071322,
            0.219865,
            0,
            0.227981
        ],
        [
            841.598264,
            841.598264,
            841.598264,
            841.598264,
            841.598264,
            841.598264
        ],
        [
            -321693,
            -61382,
            -309967,
            -10792258,
            -8626536,
            -5034023
        ],
        [
            1.301635,
            4.406165,
            0.649225,
            2.46687,
            0.437035,
            5.35639
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            54,
            27,
            27,
            32,
            16,
            16
        ],
        [
            22,
            11,
            11,
            44,
            22,
            22
        ],
        [
            71.052632,
            71.052632,
            71.052632,
            42.105263,
            42.105263,
            42.105263
        ],
        [
            0.530296,
            1.795104,
            0.264499,
            3.391946,
            0.600923,
            7.365036
        ],
        [
            59639,
            59639,
            36357,
            30456598,
            2156252,
            30456598
        ],
        [
            -309967,
            -49709,
            -309967,
            -2575051,
            -2575051,
            -1498410
        ],
        [
            60,
            63,
            56,
            60,
            63,
            56
        ],
        [
            51,
            51,
            51,
            57,
            65,
            49
        ],
        [
            81,
            92,
            70,
            61,
            61,
            62
        ],
        [
            4568,
            2403,
            2165,
            4568,
            2403,
            2165
        ],
        [
            87.061036,
            89.561036,
            0,
            87.061036,
            89.561036,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -311410,
            -153869,
            -578035,
            -43380,
            -583276,
            477938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757554073476,
    "expiration_time": 1764031392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 230,
            "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)