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Trade: XRP/USDT/720/PWMA/T3/1776

Strategy
XRP/USDT/720/PWMA/T3/1776
Pair
XRP_USDT
Interval
12h
Score
424347
Daily Profit
0.161946
Profit Factor
1.578669
Profitability
51.063830
Streak
110.219774
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 20:16
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 915107.5353 842435.3391 72672.1962 4164109.6829 5617855.8757 -1453746.1928
Total P&L (%) 915.1075 842.4353 72.6722 4164.1097 5617.8559 -1453.7462
Avg Daily Profit (%) 0.366 0.3369 0.0291 0.1502 0.1619 0
Buy And Hold Return (%) 783.4837 783.4837 783.4837 783.4837 783.4837 783.4837
Max Trade Drawdown -167905 -74299 -137051 -9409727 -4986125 -8389712
Profit Factor 2.6773 4.6046 1.233 1.1972 1.5787 0.8726
Total Trades 95 47 48 95 47 48
Winning Trades 49 24 25 49 24 25
Losing Trades 46 23 23 46 23 23
Profitability (%) 51.5789 51.0638 52.0833 51.5789 51.0638 52.0833
Ratio Avg Win / Avg Loss 2.5134 4.4127 1.1344 1.1239 1.5129 0.8028
Largest Winning Trade 402210 402210 48920 4913562 4913562 2532148
Largest Losing Trade -51483 -22712 -51483 -3071821 -1779891 -3071821
Avg Bars in Trades 51 52 50 51 52 50
Avg Bars in Winners 59 62 57 59 62 57
Avg Bars in Losers 42 41 42 42 41 42
Bars Traded 4860 2455 2405 4860 2455 2405
Profit Streak 70.2198 110.2198 70.2198 70.2198 110.2198 70.2198
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97522 -124479 -319241 154908 424347 -579861

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758561388467,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.72221
        }
    }
}
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": [
        [
            915107.5352601251,
            842435.3391012538,
            72672.1961588711,
            4164109.6829493437,
            5617855.875719627,
            -1453746.1927702809
        ],
        [
            915.107535,
            842.435339,
            72.672196,
            4164.109683,
            5617.855876,
            -1453.746193
        ],
        [
            0.36597,
            0.336907,
            0.029063,
            0.150195,
            0.161946,
            0
        ],
        [
            783.483707,
            783.483707,
            783.483707,
            783.483707,
            783.483707,
            783.483707
        ],
        [
            -167905,
            -74299,
            -137051,
            -9409727,
            -4986125,
            -8389712
        ],
        [
            2.677344,
            4.604573,
            1.233031,
            1.197196,
            1.578669,
            0.872572
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            51.578947,
            51.06383,
            52.083333,
            51.578947,
            51.06383,
            52.083333
        ],
        [
            2.513425,
            4.412715,
            1.134389,
            1.123898,
            1.512891,
            0.802767
        ],
        [
            402210,
            402210,
            48920,
            4913562,
            4913562,
            2532148
        ],
        [
            -51483,
            -22712,
            -51483,
            -3071821,
            -1779891,
            -3071821
        ],
        [
            51,
            52,
            50,
            51,
            52,
            50
        ],
        [
            59,
            62,
            57,
            59,
            62,
            57
        ],
        [
            42,
            41,
            42,
            42,
            41,
            42
        ],
        [
            4860,
            2455,
            2405,
            4860,
            2455,
            2405
        ],
        [
            70.219774,
            110.219774,
            70.219774,
            70.219774,
            110.219774,
            70.219774
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97522,
            -124479,
            -319241,
            154908,
            424347,
            -579861
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758561388467,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 107,
            "offset": 0,
            "a": 0.72221
        }
    }
}

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)