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Trade: XRP/USDT/720/PWMA/SWMA/8497

Strategy
XRP/USDT/720/PWMA/SWMA/8497
Pair
XRP_USDT
Interval
12h
Score
313001
Daily Profit
0.192553
Profit Factor
2.201884
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 23:34
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 761213.5165 743610.3776 17603.139 -4948243.2036 -17123241.0852 12174997.8817
Total P&L (%) 761.2135 743.6104 17.6031 -4948.2432 -17123.2411 12174.9979
Avg Daily Profit (%) 0.3044 0.2974 0.007 0 0 0.1926
Buy And Hold Return (%) 849.5089 849.5089 849.5089 849.5089 849.5089 849.5089
Max Trade Drawdown -155306 -61143 -154406 -19277558 -18643832 -6415457
Profit Factor 2.2603 4.496 1.045 0.8638 0.3465 2.2019
Total Trades 77 38 39 77 38 39
Winning Trades 49 24 25 35 19 16
Losing Trades 28 14 14 42 19 23
Profitability (%) 63.6364 63.1579 64.1026 45.4545 50 41.0256
Ratio Avg Win / Avg Loss 1.2916 2.6227 0.5852 1.0366 0.3465 3.1652
Largest Winning Trade 270388 270388 49841 12407189 1776180 12407189
Largest Losing Trade -154406 -39190 -154406 -13716295 -13716295 -1290191
Avg Bars in Trades 62 67 58 62 67 58
Avg Bars in Winners 65 64 66 65 69 59
Avg Bars in Losers 58 71 45 61 64 57
Bars Traded 4840 2552 2288 4840 2552 2288
Profit Streak 152.3572 155.3572 152.3572 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -196506 -146799 -519093 -627156 -580764 313001

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758227659158,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 86
        }
    }
}
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": [
        [
            761213.5165222625,
            743610.377569119,
            17603.1389531435,
            -4948243.203579988,
            -17123241.08523288,
            12174997.881652895
        ],
        [
            761.213517,
            743.610378,
            17.603139,
            -4948.243204,
            -17123.241085,
            12174.997882
        ],
        [
            0.304425,
            0.297385,
            0.00704,
            0,
            0,
            0.192553
        ],
        [
            849.508901,
            849.508901,
            849.508901,
            849.508901,
            849.508901,
            849.508901
        ],
        [
            -155306,
            -61143,
            -154406,
            -19277558,
            -18643832,
            -6415457
        ],
        [
            2.260295,
            4.496045,
            1.044987,
            0.863813,
            0.346546,
            2.201884
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            49,
            24,
            25,
            35,
            19,
            16
        ],
        [
            28,
            14,
            14,
            42,
            19,
            23
        ],
        [
            63.636364,
            63.157895,
            64.102564,
            45.454545,
            50,
            41.025641
        ],
        [
            1.291597,
            2.622693,
            0.585193,
            1.036575,
            0.346546,
            3.165208
        ],
        [
            270388,
            270388,
            49841,
            12407189,
            1776180,
            12407189
        ],
        [
            -154406,
            -39190,
            -154406,
            -13716295,
            -13716295,
            -1290191
        ],
        [
            62,
            67,
            58,
            62,
            67,
            58
        ],
        [
            65,
            64,
            66,
            65,
            69,
            59
        ],
        [
            58,
            71,
            45,
            61,
            64,
            57
        ],
        [
            4840,
            2552,
            2288,
            4840,
            2552,
            2288
        ],
        [
            152.357166,
            155.357166,
            152.357166,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -196506,
            -146799,
            -519093,
            -627156,
            -580764,
            313001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758227659158,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 86
        }
    }
}

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)