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Trade: XRP/USDT/720/PWMA/VWMA/8360

Strategy
XRP/USDT/720/PWMA/VWMA/8360
Pair
XRP_USDT
Interval
12h
Score
700575
Daily Profit
0.160987
Profit Factor
11.705321
Profitability
66.666667
Streak
95.708012
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 19:59
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 817594.5162 708554.0586 109040.4576 823878.9462 5487166.17 -4663287.2239
Total P&L (%) 817.5945 708.5541 109.0405 823.8789 5487.1662 -4663.2872
Avg Daily Profit (%) 0.3269 0.2833 0.0436 0.0889 0.161 0
Buy And Hold Return (%) 835.5929 835.5929 835.5929 835.5929 835.5929 835.5929
Max Trade Drawdown -95403 -66299 -95403 -3555428 -207435 -5539967
Profit Factor 3.0885 5.7853 1.448 1.1191 11.7053 0.2721
Total Trades 72 36 36 72 36 36
Winning Trades 48 24 24 48 24 24
Losing Trades 24 12 12 24 12 12
Profitability (%) 66.6667 66.6667 66.6667 66.6667 66.6667 66.6667
Ratio Avg Win / Avg Loss 1.5442 2.8926 0.724 0.5595 5.8527 0.1361
Largest Winning Trade 169302 169302 63427 2103226 2103226 621033
Largest Losing Trade -95403 -44328 -95403 -3533141 -137752 -3533141
Avg Bars in Trades 65 71 59 65 71 59
Avg Bars in Winners 65 70 60 65 70 60
Avg Bars in Losers 65 72 57 65 72 57
Bars Traded 4702 2569 2133 4702 2569 2133
Profit Streak 72.208 95.708 72.208 72.208 95.708 72.208
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -230718 -145140 -298414 -410763 700575 -578061

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473972232,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "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": [
        [
            817594.5162191046,
            708554.0586363492,
            109040.457582756,
            823878.9461613517,
            5487166.170019157,
            -4663287.223857806
        ],
        [
            817.594516,
            708.554059,
            109.040458,
            823.878946,
            5487.16617,
            -4663.287224
        ],
        [
            0.326907,
            0.283308,
            0.043599,
            0.08894,
            0.160987,
            0
        ],
        [
            835.592899,
            835.592899,
            835.592899,
            835.592899,
            835.592899,
            835.592899
        ],
        [
            -95403,
            -66299,
            -95403,
            -3555428,
            -207435,
            -5539967
        ],
        [
            3.088468,
            5.785252,
            1.44797,
            1.119068,
            11.705321,
            0.272141
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667,
            66.666667
        ],
        [
            1.544234,
            2.892626,
            0.723985,
            0.559534,
            5.852661,
            0.136071
        ],
        [
            169302,
            169302,
            63427,
            2103226,
            2103226,
            621033
        ],
        [
            -95403,
            -44328,
            -95403,
            -3533141,
            -137752,
            -3533141
        ],
        [
            65,
            71,
            59,
            65,
            71,
            59
        ],
        [
            65,
            70,
            60,
            65,
            70,
            60
        ],
        [
            65,
            72,
            57,
            65,
            72,
            57
        ],
        [
            4702,
            2569,
            2133,
            4702,
            2569,
            2133
        ],
        [
            72.208012,
            95.708012,
            72.208012,
            72.208012,
            95.708012,
            72.208012
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -230718,
            -145140,
            -298414,
            -410763,
            700575,
            -578061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473972232,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 204,
            "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)