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Trade: XRP/USDT/720/PWMA/T3/5711

Strategy
XRP/USDT/720/PWMA/T3/5711
Pair
XRP_USDT
Interval
12h
Score
465665
Daily Profit
0.204210
Profit Factor
2.095889
Profitability
61.290323
Streak
115.726170
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 20:25
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 873937.1144 779170.7882 94766.3262 6661817.9716 16353124.7465 -9691306.7749
Total P&L (%) 873.9371 779.1708 94.7663 6661.818 16353.1247 -9691.3068
Avg Daily Profit (%) 0.3494 0.3115 0.0379 0.1686 0.2042 0
Buy And Hold Return (%) 776.5534 776.5534 776.5534 776.5534 776.5534 776.5534
Max Trade Drawdown -118924 -50149 -135742 -18294471 -6438178 -19908733
Profit Factor 3.2655 5.9444 1.4153 1.175 2.0959 0.5811
Total Trades 62 31 31 62 31 31
Winning Trades 39 19 20 39 19 20
Losing Trades 23 12 11 23 12 11
Profitability (%) 62.9032 61.2903 64.5161 62.9032 61.2903 64.5161
Ratio Avg Win / Avg Loss 1.9258 3.7543 0.7784 0.693 1.3237 0.3196
Largest Winning Trade 382864 382864 45152 19381189 19381189 2486537
Largest Losing Trade -36893 -25046 -36893 -7531812 -4183408 -7531812
Avg Bars in Trades 77 78 77 77 78 77
Avg Bars in Winners 77 79 74 77 79 74
Avg Bars in Losers 78 76 81 78 76 81
Bars Traded 4823 2435 2388 4823 2435 2388
Profit Streak 73.7262 115.7262 73.7262 73.7262 115.7262 73.7262
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -267067 -145263 -306550 -177735 465665 -578378

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758648341120,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 0,
            "a": 0.90962
        }
    }
}
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": [
        [
            873937.114417899,
            779170.7882164691,
            94766.3262014302,
            6661817.971629969,
            16353124.746525567,
            -9691306.774895595
        ],
        [
            873.937114,
            779.170788,
            94.766326,
            6661.817972,
            16353.124747,
            -9691.306775
        ],
        [
            0.349365,
            0.311481,
            0.037884,
            0.168596,
            0.20421,
            0
        ],
        [
            776.553413,
            776.553413,
            776.553413,
            776.553413,
            776.553413,
            776.553413
        ],
        [
            -118924,
            -50149,
            -135742,
            -18294471,
            -6438178,
            -19908733
        ],
        [
            3.265468,
            5.944378,
            1.415319,
            1.175046,
            2.095889,
            0.581103
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            62.903226,
            61.290323,
            64.516129,
            62.903226,
            61.290323,
            64.516129
        ],
        [
            1.925789,
            3.754344,
            0.778425,
            0.692976,
            1.323719,
            0.319606
        ],
        [
            382864,
            382864,
            45152,
            19381189,
            19381189,
            2486537
        ],
        [
            -36893,
            -25046,
            -36893,
            -7531812,
            -4183408,
            -7531812
        ],
        [
            77,
            78,
            77,
            77,
            78,
            77
        ],
        [
            77,
            79,
            74,
            77,
            79,
            74
        ],
        [
            78,
            76,
            81,
            78,
            76,
            81
        ],
        [
            4823,
            2435,
            2388,
            4823,
            2435,
            2388
        ],
        [
            73.72617,
            115.72617,
            73.72617,
            73.72617,
            115.72617,
            73.72617
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -267067,
            -145263,
            -306550,
            -177735,
            465665,
            -578378
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758648341120,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 0,
            "a": 0.90962
        }
    }
}

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)