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Trade: XRP/USDT/720/WMA/PWMA/7258

Strategy
XRP/USDT/720/WMA/PWMA/7258
Pair
XRP_USDT
Interval
12h
Score
355363
Daily Profit
0.151504
Profit Factor
2.031844
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 08:19
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 509176.9965 521925.3886 -12748.3921 -8546602.9137 4309112.1243 -12855715.0379
Total P&L (%) 509.177 521.9254 -12.7484 -8546.6029 4309.1121 -12855.715
Avg Daily Profit (%) 0.2036 0.2087 -0.0051 0 0.1515 0
Buy And Hold Return (%) 804.5153 804.5153 804.5153 804.5153 804.5153 804.5153
Max Trade Drawdown -219226 -94564 -189082 -15214582 -2813516 -14012801
Profit Factor 2.1097 4.3445 0.9579 0.5649 2.0318 0.1689
Total Trades 63 31 32 63 31 32
Winning Trades 43 20 23 43 21 22
Losing Trades 20 11 9 20 10 10
Profitability (%) 68.254 64.5161 71.875 68.254 67.7419 68.75
Ratio Avg Win / Avg Loss 0.9812 2.3895 0.3748 0.2628 0.9675 0.0768
Largest Winning Trade 136658 136658 35723 3667816 3667816 364691
Largest Losing Trade -183888 -43720 -183888 -12445502 -2813516 -12445502
Avg Bars in Trades 75 72 77 75 72 77
Avg Bars in Winners 65 56 73 65 60 71
Avg Bars in Losers 96 101 89 95 98 92
Bars Traded 4731 2243 2488 4731 2243 2488
Profit Streak 126.2216 126.2216 201.7216 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 -303757 -147943 -576998 -729411 355363 -578379

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758604750160,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "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": [
        [
            509176.9964607758,
            521925.3885641578,
            -12748.3921033821,
            -8546602.913656395,
            4309112.124285394,
            -12855715.037941787
        ],
        [
            509.176996,
            521.925389,
            -12.748392,
            -8546.602914,
            4309.112124,
            -12855.715038
        ],
        [
            0.203589,
            0.208687,
            -0.005097,
            0,
            0.151504,
            0
        ],
        [
            804.515268,
            804.515268,
            804.515268,
            804.515268,
            804.515268,
            804.515268
        ],
        [
            -219226,
            -94564,
            -189082,
            -15214582,
            -2813516,
            -14012801
        ],
        [
            2.109666,
            4.344502,
            0.957898,
            0.564929,
            2.031844,
            0.168884
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            43,
            20,
            23,
            43,
            21,
            22
        ],
        [
            20,
            11,
            9,
            20,
            10,
            10
        ],
        [
            68.253968,
            64.516129,
            71.875,
            68.253968,
            67.741935,
            68.75
        ],
        [
            0.98124,
            2.389476,
            0.37483,
            0.262758,
            0.967545,
            0.076766
        ],
        [
            136658,
            136658,
            35723,
            3667816,
            3667816,
            364691
        ],
        [
            -183888,
            -43720,
            -183888,
            -12445502,
            -2813516,
            -12445502
        ],
        [
            75,
            72,
            77,
            75,
            72,
            77
        ],
        [
            65,
            56,
            73,
            65,
            60,
            71
        ],
        [
            96,
            101,
            89,
            95,
            98,
            92
        ],
        [
            4731,
            2243,
            2488,
            4731,
            2243,
            2488
        ],
        [
            126.221645,
            126.221645,
            201.721645,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -303757,
            -147943,
            -576998,
            -729411,
            355363,
            -578379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758604750160,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "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)