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Trade: XRP/USDT/720/PWMA/SWMA/3258

Strategy
XRP/USDT/720/PWMA/SWMA/3258
Pair
XRP_USDT
Interval
12h
Score
746899
Daily Profit
0.229470
Profit Factor
14.683907
Profitability
70.000000
Streak
339.011384
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-08 15:16
Expiration Time
2025-11-22 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 959541.0655 776412.5688 183128.4967 30703879.2705 30773095.9932 -69216.7227
Total P&L (%) 959.5411 776.4126 183.1285 30703.8793 30773.096 -69.2167
Avg Daily Profit (%) 0.3837 0.3104 0.0732 0.2294 0.2295 -0.0471
Buy And Hold Return (%) 811.3469 811.3469 811.3469 811.3469 811.3469 811.3469
Max Trade Drawdown -73299 -44575 -66010 -3817344 -1293783 -4281049
Profit Factor 4.6059 9.6737 2.037 3.7038 14.6839 0.9924
Total Trades 60 30 30 60 30 30
Winning Trades 42 21 21 42 21 21
Losing Trades 18 9 9 18 9 9
Profitability (%) 70 70 70 70 70 70
Ratio Avg Win / Avg Loss 1.9739 4.1459 0.873 1.5873 6.2931 0.4253
Largest Winning Trade 270317 270317 49356 12047500 12047500 2308339
Largest Losing Trade -62786 -39009 -62786 -3593425 -1175505 -3593425
Avg Bars in Trades 76 80 73 76 80 73
Avg Bars in Winners 76 82 69 76 82 69
Avg Bars in Losers 78 75 81 78 75 81
Bars Traded 4607 2414 2193 4607 2414 2193
Profit Streak 68.0114 339.0114 0 68.0114 339.0114 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -262188 -144338 -257315 -155215 746899 -578232

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550577600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333783540,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 216,
            "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": [
        [
            959541.0654790113,
            776412.5688146378,
            183128.4966643736,
            30703879.27046706,
            30773095.99321479,
            -69216.7227477268
        ],
        [
            959.541065,
            776.412569,
            183.128497,
            30703.87927,
            30773.095993,
            -69.216723
        ],
        [
            0.383663,
            0.310441,
            0.073222,
            0.22938,
            0.22947,
            -0.047098
        ],
        [
            811.346858,
            811.346858,
            811.346858,
            811.346858,
            811.346858,
            811.346858
        ],
        [
            -73299,
            -44575,
            -66010,
            -3817344,
            -1293783,
            -4281049
        ],
        [
            4.605866,
            9.673711,
            2.037013,
            3.703811,
            14.683907,
            0.9924
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            70,
            70,
            70,
            70,
            70,
            70
        ],
        [
            1.973943,
            4.145876,
            0.873006,
            1.587348,
            6.293103,
            0.425314
        ],
        [
            270317,
            270317,
            49356,
            12047500,
            12047500,
            2308339
        ],
        [
            -62786,
            -39009,
            -62786,
            -3593425,
            -1175505,
            -3593425
        ],
        [
            76,
            80,
            73,
            76,
            80,
            73
        ],
        [
            76,
            82,
            69,
            76,
            82,
            69
        ],
        [
            78,
            75,
            81,
            78,
            75,
            81
        ],
        [
            4607,
            2414,
            2193,
            4607,
            2414,
            2193
        ],
        [
            68.011383,
            339.011383,
            0,
            68.011384,
            339.011384,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -262188,
            -144338,
            -257315,
            -155215,
            746899,
            -578232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550577600000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333783540,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 216,
            "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)