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Trade: XRP/USDT/720/PWMA/WMA/9037

Strategy
XRP/USDT/720/PWMA/WMA/9037
Pair
XRP_USDT
Interval
12h
Score
715472
Daily Profit
0.298248
Profit Factor
5.631193
Profitability
66.666667
Streak
79.008728
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 15:12
Expiration Time
2025-11-28 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1130483.2899 879609.1442 250874.1457 176385215.6165 171556612.5331 4828603.0833
Total P&L (%) 1130.4833 879.6091 250.8741 176385.2156 171556.6125 4828.6031
Avg Daily Profit (%) 0.452 0.3517 0.1003 0.2994 0.2982 0.156
Buy And Hold Return (%) 882.7653 882.7653 882.7653 882.7653 882.7653 882.7653
Max Trade Drawdown -54596 -35045 -50197 -31246549 -22892029 -17770099
Profit Factor 5.5669 9.5667 2.7318 3.2424 5.6312 1.116
Total Trades 78 39 39 78 39 39
Winning Trades 48 26 22 48 26 22
Losing Trades 30 13 17 30 13 17
Profitability (%) 61.5385 66.6667 56.4103 61.5385 66.6667 56.4103
Ratio Avg Win / Avg Loss 3.4793 4.7833 2.111 2.0265 2.8156 0.8624
Largest Winning Trade 325151 325151 48163 100992065 100992065 7392633
Largest Losing Trade -50197 -16738 -50197 -22892029 -22892029 -17770099
Avg Bars in Trades 59 66 52 59 66 52
Avg Bars in Winners 69 73 63 69 73 63
Avg Bars in Losers 45 53 38 45 53 38
Bars Traded 4666 2602 2064 4666 2602 2064
Profit Streak 74.0087 79.0087 0 74.0087 79.0087 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 -96518 -145176 -218773 -21361 715472 -87070

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757851954128,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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": [
        [
            1130483.2898782084,
            879609.1441794714,
            250874.1456987372,
            176385215.616472,
            171556612.53312665,
            4828603.0833453555
        ],
        [
            1130.48329,
            879.609144,
            250.874146,
            176385.215616,
            171556.612533,
            4828.603083
        ],
        [
            0.452013,
            0.351703,
            0.10031,
            0.299361,
            0.298248,
            0.155965
        ],
        [
            882.765261,
            882.765261,
            882.765261,
            882.765261,
            882.765261,
            882.765261
        ],
        [
            -54596,
            -35045,
            -50197,
            -31246549,
            -22892029,
            -17770099
        ],
        [
            5.566913,
            9.566651,
            2.731845,
            3.242383,
            5.631193,
            1.116028
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            61.538462,
            66.666667,
            56.410256,
            61.538462,
            66.666667,
            56.410256
        ],
        [
            3.479321,
            4.783326,
            2.110971,
            2.026489,
            2.815596,
            0.862385
        ],
        [
            325151,
            325151,
            48163,
            100992065,
            100992065,
            7392633
        ],
        [
            -50197,
            -16738,
            -50197,
            -22892029,
            -22892029,
            -17770099
        ],
        [
            59,
            66,
            52,
            59,
            66,
            52
        ],
        [
            69,
            73,
            63,
            69,
            73,
            63
        ],
        [
            45,
            53,
            38,
            45,
            53,
            38
        ],
        [
            4666,
            2602,
            2064,
            4666,
            2602,
            2064
        ],
        [
            74.008728,
            79.008728,
            0,
            74.008728,
            79.008728,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96518,
            -145176,
            -218773,
            -21361,
            715472,
            -87070
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1757851200000,
    "evaluation_time": 1757851954128,
    "expiration_time": 1764333792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "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)