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Trade: XRP/USDT/720/PWMA/TEMA/5913

Strategy
XRP/USDT/720/PWMA/TEMA/5913
Pair
XRP_USDT
Interval
12h
Score
363685
Daily Profit
0.153952
Profit Factor
1.791087
Profitability
48.598131
Streak
25.255689
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 09:08
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848069.1491 771459.3792 76609.7699 4583403.6721 4808960.9921 -225557.32
Total P&L (%) 848.0691 771.4594 76.6098 4583.4037 4808.961 -225.5573
Avg Daily Profit (%) 0.3392 0.3085 0.0306 0.154 0.1558 0
Buy And Hold Return (%) 886.8298 886.8298 886.8298 886.8298 886.8298 886.8298
Max Trade Drawdown -57694 -70869 -43255 -2299863 -1467411 -876431
Profit Factor 2.6932 4.2956 1.2871 1.7911 2.5425 0.9157
Total Trades 107 53 54 107 53 54
Winning Trades 52 25 27 52 25 27
Losing Trades 55 28 27 55 28 27
Profitability (%) 48.5981 47.1698 50 48.5981 47.1698 50
Ratio Avg Win / Avg Loss 2.8485 4.8111 1.2871 1.8944 2.8476 0.9157
Largest Winning Trade 363704 363704 44790 4066765 4066765 272507
Largest Losing Trade -34215 -34215 -26180 -1388894 -1388894 -861230
Avg Bars in Trades 43 43 43 43 43 43
Avg Bars in Winners 52 55 49 52 55 49
Avg Bars in Losers 34 32 37 34 32 37
Bars Traded 4658 2314 2344 4658 2314 2344
Profit Streak 25.2557 0 33.2557 25.2557 0 33.2557
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151130 -330690 -497242 363685 -169700 -760292

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175691522,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 242,
            "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": [
        [
            848069.1490925656,
            771459.3792348742,
            76609.7698576913,
            4583403.672133509,
            4808960.992091061,
            -225557.3199575515
        ],
        [
            848.069149,
            771.459379,
            76.60977,
            4583.403672,
            4808.960992,
            -225.55732
        ],
        [
            0.33916,
            0.308522,
            0.030638,
            0.153952,
            0.155836,
            0
        ],
        [
            886.829848,
            886.829848,
            886.829848,
            886.829848,
            886.829848,
            886.829848
        ],
        [
            -57694,
            -70869,
            -43255,
            -2299863,
            -1467411,
            -876431
        ],
        [
            2.693157,
            4.295632,
            1.287148,
            1.791087,
            2.542464,
            0.915714
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            48.598131,
            47.169811,
            50,
            48.598131,
            47.169811,
            50
        ],
        [
            2.848531,
            4.811108,
            1.287148,
            1.894419,
            2.847559,
            0.915714
        ],
        [
            363704,
            363704,
            44790,
            4066765,
            4066765,
            272507
        ],
        [
            -34215,
            -34215,
            -26180,
            -1388894,
            -1388894,
            -861230
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            52,
            55,
            49,
            52,
            55,
            49
        ],
        [
            34,
            32,
            37,
            34,
            32,
            37
        ],
        [
            4658,
            2314,
            2344,
            4658,
            2314,
            2344
        ],
        [
            25.255689,
            0,
            33.255689,
            25.255689,
            0,
            33.255689
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151130,
            -330690,
            -497242,
            363685,
            -169700,
            -760292
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175691522,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 242,
            "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)