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Trade: XRP/USDT/720/PWMA/VWMA/3978

Strategy
XRP/USDT/720/PWMA/VWMA/3978
Pair
XRP_USDT
Interval
12h
Score
717672
Daily Profit
0.215603
Profit Factor
16.639224
Profitability
70.967742
Streak
80.306462
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 10:21
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884093.4594 741469.3424 142624.117 11481626.6621 21718723.2596 -10237096.5975
Total P&L (%) 884.0935 741.4693 142.6241 11481.6267 21718.7233 -10237.0966
Avg Daily Profit (%) 0.3536 0.2965 0.057 0.1902 0.2156 0
Buy And Hold Return (%) 798.5525 798.5525 798.5525 798.5525 798.5525 798.5525
Max Trade Drawdown -96899 -73004 -79672 -11284007 -753602 -11284007
Profit Factor 3.9116 7.099 1.7833 1.682 16.6392 0.3372
Total Trades 62 31 31 62 31 31
Winning Trades 44 22 22 44 22 22
Losing Trades 18 9 9 18 9 9
Profitability (%) 70.9677 70.9677 70.9677 70.9677 70.9677 70.9677
Ratio Avg Win / Avg Loss 1.6002 2.9041 0.7295 0.6881 6.807 0.138
Largest Winning Trade 160277 160277 63132 11299404 11299404 1385848
Largest Losing Trade -79672 -45171 -79672 -11284007 -458776 -11284007
Avg Bars in Trades 73 82 65 73 82 65
Avg Bars in Winners 74 83 66 74 83 66
Avg Bars in Losers 71 78 63 71 78 63
Bars Traded 4580 2551 2029 4580 2551 2029
Profit Streak 75.3065 80.3065 0 75.3065 80.3065 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -271328 -145150 -279251 -146860 717672 -578099

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550491200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757316078295,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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": [
        [
            884093.4594184848,
            741469.3424405241,
            142624.1169779608,
            11481626.66213654,
            21718723.259590335,
            -10237096.597453794
        ],
        [
            884.093459,
            741.469342,
            142.624117,
            11481.626662,
            21718.72326,
            -10237.096597
        ],
        [
            0.353567,
            0.296528,
            0.057038,
            0.190223,
            0.215603,
            0
        ],
        [
            798.552525,
            798.552525,
            798.552525,
            798.552525,
            798.552525,
            798.552525
        ],
        [
            -96899,
            -73004,
            -79672,
            -11284007,
            -753602,
            -11284007
        ],
        [
            3.911592,
            7.099022,
            1.78333,
            1.682039,
            16.639224,
            0.337213
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742
        ],
        [
            1.600197,
            2.904145,
            0.729544,
            0.688107,
            6.806955,
            0.137951
        ],
        [
            160277,
            160277,
            63132,
            11299404,
            11299404,
            1385848
        ],
        [
            -79672,
            -45171,
            -79672,
            -11284007,
            -458776,
            -11284007
        ],
        [
            73,
            82,
            65,
            73,
            82,
            65
        ],
        [
            74,
            83,
            66,
            74,
            83,
            66
        ],
        [
            71,
            78,
            63,
            71,
            78,
            63
        ],
        [
            4580,
            2551,
            2029,
            4580,
            2551,
            2029
        ],
        [
            75.306462,
            80.306462,
            0,
            75.306462,
            80.306462,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -271328,
            -145150,
            -279251,
            -146860,
            717672,
            -578099
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550491200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757316078295,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "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)