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Trade: XRP/USDT/720/T3/PWMA/3831

Strategy
XRP/USDT/720/T3/PWMA/3831
Pair
XRP_USDT
Interval
12h
Score
511367
Daily Profit
0.182759
Profit Factor
2.603151
Profitability
60.606061
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 15:24
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 637441.8688 567657.6364 69784.2323 -9996051.0133 9521857.6404 -19517908.6537
Total P&L (%) 637.4419 567.6576 69.7842 -9996.051 9521.8576 -19517.9087
Avg Daily Profit (%) 0.2549 0.227 0.0279 0 0.1828 0
Buy And Hold Return (%) 905.0341 905.0341 905.0341 905.0341 905.0341 905.0341
Max Trade Drawdown -148372 -65650 -138892 -23849603 -3111274 -22204097
Profit Factor 2.6383 6.2436 1.2485 0.6856 2.6032 0.2451
Total Trades 67 33 34 67 33 34
Winning Trades 44 20 24 42 20 22
Losing Trades 23 13 10 25 13 12
Profitability (%) 65.6716 60.6061 70.5882 62.6866 60.6061 64.7059
Ratio Avg Win / Avg Loss 1.3791 4.0583 0.5202 0.4081 1.692 0.1337
Largest Winning Trade 111596 111596 36215 7359132 7359132 1038593
Largest Losing Trade -138855 -39487 -138855 -19375217 -3111274 -19375217
Avg Bars in Trades 70 72 68 70 72 68
Avg Bars in Winners 69 72 67 71 77 65
Avg Bars in Losers 72 72 72 69 64 74
Bars Traded 4726 2385 2341 4726 2385 2341
Profit Streak 121.5172 121.5172 197.5172 0 0 0
Trades During Streak 3 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -270966 -147065 -319650 -700133 511367 -578888

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025483906,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.50795
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "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": [
        [
            637441.8687531247,
            567657.6364127822,
            69784.2323403427,
            -9996051.013331756,
            9521857.640405089,
            -19517908.65373685
        ],
        [
            637.441869,
            567.657636,
            69.784232,
            -9996.051013,
            9521.85764,
            -19517.908654
        ],
        [
            0.254875,
            0.226972,
            0.027903,
            0,
            0.182759,
            0
        ],
        [
            905.034113,
            905.034113,
            905.034113,
            905.034113,
            905.034113,
            905.034113
        ],
        [
            -148372,
            -65650,
            -138892,
            -23849603,
            -3111274,
            -22204097
        ],
        [
            2.638252,
            6.24361,
            1.248482,
            0.685618,
            2.603151,
            0.245142
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            44,
            20,
            24,
            42,
            20,
            22
        ],
        [
            23,
            13,
            10,
            25,
            13,
            12
        ],
        [
            65.671642,
            60.606061,
            70.588235,
            62.686567,
            60.606061,
            64.705882
        ],
        [
            1.379086,
            4.058347,
            0.520201,
            0.408106,
            1.692048,
            0.133714
        ],
        [
            111596,
            111596,
            36215,
            7359132,
            7359132,
            1038593
        ],
        [
            -138855,
            -39487,
            -138855,
            -19375217,
            -3111274,
            -19375217
        ],
        [
            70,
            72,
            68,
            70,
            72,
            68
        ],
        [
            69,
            72,
            67,
            71,
            77,
            65
        ],
        [
            72,
            72,
            72,
            69,
            64,
            74
        ],
        [
            4726,
            2385,
            2341,
            4726,
            2385,
            2341
        ],
        [
            121.517175,
            121.517175,
            197.517175,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -270966,
            -147065,
            -319650,
            -700133,
            511367,
            -578888
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025483906,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 56,
            "offset": 0,
            "a": 0.50795
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 192,
            "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)