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Trade: XRP/USDT/720/PWMA/VWMA/8698

Strategy
XRP/USDT/720/PWMA/VWMA/8698
Pair
XRP_USDT
Interval
12h
Score
678346
Daily Profit
0.197217
Profit Factor
6.408003
Profitability
63.636364
Streak
74.966538
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 14:11
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820228.3243 684513.7203 135714.604 11056510.7307 13690243.9298 -2633733.1991
Total P&L (%) 820.2283 684.5137 135.7146 11056.5107 13690.2439 -2633.7332
Avg Daily Profit (%) 0.328 0.2738 0.0543 0.1887 0.1972 0
Buy And Hold Return (%) 869.3035 869.3035 869.3035 869.3035 869.3035 869.3035
Max Trade Drawdown -77755 -53718 -61335 -3360213 -1354875 -3866796
Profit Factor 3.8002 6.9514 1.7629 2.1155 6.408 0.6431
Total Trades 66 33 33 66 33 33
Winning Trades 42 21 21 42 21 21
Losing Trades 24 12 12 24 12 12
Profitability (%) 63.6364 63.6364 63.6364 63.6364 63.6364 63.6364
Ratio Avg Win / Avg Loss 2.1716 3.9722 1.0074 1.2089 3.6617 0.3675
Largest Winning Trade 258717 258717 47864 5923643 5923643 629249
Largest Losing Trade -61335 -40070 -61335 -3045006 -1065687 -3045006
Avg Bars in Trades 69 75 64 69 75 64
Avg Bars in Winners 73 76 71 73 76 71
Avg Bars in Losers 62 72 52 62 72 52
Bars Traded 4611 2481 2130 4611 2481 2130
Profit Streak 74.4665 74.9665 0 74.4665 74.9665 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 -275904 -146280 -282243 -115320 678346 -579035

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757502708910,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 36
        }
    }
}
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": [
        [
            820228.3242763985,
            684513.7202760793,
            135714.6040003189,
            11056510.730738707,
            13690243.929832965,
            -2633733.199094258
        ],
        [
            820.228324,
            684.51372,
            135.714604,
            11056.510731,
            13690.24393,
            -2633.733199
        ],
        [
            0.328026,
            0.273751,
            0.054275,
            0.188724,
            0.197217,
            0
        ],
        [
            869.303539,
            869.303539,
            869.303539,
            869.303539,
            869.303539,
            869.303539
        ],
        [
            -77755,
            -53718,
            -61335,
            -3360213,
            -1354875,
            -3866796
        ],
        [
            3.800236,
            6.951357,
            1.762888,
            2.115512,
            6.408003,
            0.643131
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            63.636364,
            63.636364,
            63.636364,
            63.636364,
            63.636364,
            63.636364
        ],
        [
            2.171564,
            3.972204,
            1.007365,
            1.208864,
            3.661716,
            0.367504
        ],
        [
            258717,
            258717,
            47864,
            5923643,
            5923643,
            629249
        ],
        [
            -61335,
            -40070,
            -61335,
            -3045006,
            -1065687,
            -3045006
        ],
        [
            69,
            75,
            64,
            69,
            75,
            64
        ],
        [
            73,
            76,
            71,
            73,
            76,
            71
        ],
        [
            62,
            72,
            52,
            62,
            72,
            52
        ],
        [
            4611,
            2481,
            2130,
            4611,
            2481,
            2130
        ],
        [
            74.466538,
            74.966538,
            0,
            74.466538,
            74.966538,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -275904,
            -146280,
            -282243,
            -115320,
            678346,
            -579035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757502708910,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 129,
            "offset": 36
        }
    }
}

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)