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Trade: XRP/USDT/720/T3/PWMA/4934

Strategy
XRP/USDT/720/T3/PWMA/4934
Pair
XRP_USDT
Interval
12h
Score
676891
Daily Profit
0.216267
Profit Factor
4.483373
Profitability
70.588235
Streak
71.519905
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-22 03:28
Expiration Time
2025-12-06 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 720082.7011 624020.2004 96062.5007 -4284454.2618 22107025.2514 -26391479.5132
Total P&L (%) 720.0827 624.0202 96.0625 -4284.4543 22107.0253 -26391.4795
Avg Daily Profit (%) 0.2879 0.2495 0.0384 0 0.2163 0
Buy And Hold Return (%) 919.2898 919.2898 919.2898 919.2898 919.2898 919.2898
Max Trade Drawdown -112400 -46899 -137275 -34562460 -3731901 -36030199
Profit Factor 3.0008 7.1849 1.3709 0.9036 4.4834 0.3075
Total Trades 69 34 35 69 34 35
Winning Trades 46 26 20 46 24 22
Losing Trades 23 8 15 23 10 13
Profitability (%) 66.6667 76.4706 57.1429 66.6667 70.5882 62.8571
Ratio Avg Win / Avg Loss 1.5004 2.2108 1.0282 0.4518 1.8681 0.1817
Largest Winning Trade 129002 129002 61578 14140418 14140418 2620922
Largest Losing Trade -112400 -46899 -112400 -32723353 -2372464 -32723353
Avg Bars in Trades 68 71 64 68 71 64
Avg Bars in Winners 66 65 68 64 63 65
Avg Bars in Losers 71 94 58 75 92 62
Bars Traded 4698 2443 2255 4698 2443 2255
Profit Streak 0 0 0 71.5199 71.5199 96.5199
Trades During Streak 0 0 0 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -255096 -145374 -305937 -683240 676891 -578162

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758500919787,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.78722
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "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": [
        [
            720082.7011224875,
            624020.2003873166,
            96062.5007351708,
            -4284454.261776062,
            22107025.25142433,
            -26391479.5132004
        ],
        [
            720.082701,
            624.0202,
            96.062501,
            -4284.454262,
            22107.025251,
            -26391.479513
        ],
        [
            0.287918,
            0.249508,
            0.03841,
            0,
            0.216267,
            0
        ],
        [
            919.289831,
            919.289831,
            919.289831,
            919.289831,
            919.289831,
            919.289831
        ],
        [
            -112400,
            -46899,
            -137275,
            -34562460,
            -3731901,
            -36030199
        ],
        [
            3.000756,
            7.184948,
            1.370881,
            0.903627,
            4.483373,
            0.307505
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            46,
            26,
            20,
            46,
            24,
            22
        ],
        [
            23,
            8,
            15,
            23,
            10,
            13
        ],
        [
            66.666667,
            76.470588,
            57.142857,
            66.666667,
            70.588235,
            62.857143
        ],
        [
            1.500378,
            2.210753,
            1.02816,
            0.451814,
            1.868072,
            0.181708
        ],
        [
            129002,
            129002,
            61578,
            14140418,
            14140418,
            2620922
        ],
        [
            -112400,
            -46899,
            -112400,
            -32723353,
            -2372464,
            -32723353
        ],
        [
            68,
            71,
            64,
            68,
            71,
            64
        ],
        [
            66,
            65,
            68,
            64,
            63,
            65
        ],
        [
            71,
            94,
            58,
            75,
            92,
            62
        ],
        [
            4698,
            2443,
            2255,
            4698,
            2443,
            2255
        ],
        [
            0,
            0,
            0,
            71.519905,
            71.519905,
            96.519905
        ],
        [
            0,
            0,
            0,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -255096,
            -145374,
            -305937,
            -683240,
            676891,
            -578162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758500919787,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.78722
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 162,
            "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)