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Trade: XRP/USDT/480/PWMA/MIDPOINT/9487

Strategy
XRP/USDT/480/PWMA/MIDPOINT/9487
Pair
XRP_USDT
Interval
8h
Score
745621
Daily Profit
0.312300
Profit Factor
11.405262
Profitability
70.000000
Streak
121.156281
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-16 06:45
Expiration Time
2025-11-30 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1195989.2908 922111.7281 273877.5626 272758047.9763 243071156.6926 29686891.2837
Total P&L (%) 1195.9893 922.1117 273.8776 272758.048 243071.1567 29686.8913
Avg Daily Profit (%) 0.4783 0.3688 0.1095 0.3169 0.3123 0.2281
Buy And Hold Return (%) 860.0977 860.0977 860.0977 860.0977 860.0977 860.0977
Max Trade Drawdown -45262 -38725 -45262 -35790120 -15041141 -25194422
Profit Factor 5.5256 9.2997 2.7881 6.0003 11.4053 1.9519
Total Trades 81 40 41 81 40 41
Winning Trades 57 28 29 57 28 29
Losing Trades 24 12 12 24 12 12
Profitability (%) 70.3704 70 70.7317 70.3704 70 70.7317
Ratio Avg Win / Avg Loss 2.3266 3.9856 1.1537 2.5265 4.888 0.8077
Largest Winning Trade 339916 339916 46766 136103290 136103290 26829754
Largest Losing Trade -45262 -24264 -45262 -25194422 -7983088 -25194422
Avg Bars in Trades 87 102 72 87 102 72
Avg Bars in Winners 90 98 82 90 98 82
Avg Bars in Losers 81 113 49 81 113 49
Bars Traded 7090 4106 2984 7090 4106 2984
Profit Streak 121.1563 121.1563 208.4896 121.1563 121.1563 208.4896
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37690 -122151 -204242 200084 745621 478443
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757994302706,
    "expiration_time": 1764461664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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": [
        [
            1195989.2907518675,
            922111.7281190916,
            273877.5626327757,
            272758047.9763067,
            243071156.69260842,
            29686891.28369826
        ],
        [
            1195.989291,
            922.111728,
            273.877563,
            272758.047976,
            243071.156693,
            29686.891284
        ],
        [
            0.478333,
            0.368796,
            0.109537,
            0.316921,
            0.3123,
            0.228096
        ],
        [
            860.097746,
            860.097746,
            860.097746,
            860.097746,
            860.097746,
            860.097746
        ],
        [
            -45262,
            -38725,
            -45262,
            -35790120,
            -15041141,
            -25194422
        ],
        [
            5.525643,
            9.299708,
            2.788089,
            6.000349,
            11.405262,
            1.951888
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            70.37037,
            70,
            70.731707,
            70.37037,
            70,
            70.731707
        ],
        [
            2.326586,
            3.985589,
            1.153692,
            2.526463,
            4.887969,
            0.807678
        ],
        [
            339916,
            339916,
            46766,
            136103290,
            136103290,
            26829754
        ],
        [
            -45262,
            -24264,
            -45262,
            -25194422,
            -7983088,
            -25194422
        ],
        [
            87,
            102,
            72,
            87,
            102,
            72
        ],
        [
            90,
            98,
            82,
            90,
            98,
            82
        ],
        [
            81,
            113,
            49,
            81,
            113,
            49
        ],
        [
            7090,
            4106,
            2984,
            7090,
            4106,
            2984
        ],
        [
            121.156281,
            121.156281,
            208.489615,
            121.156281,
            121.156281,
            208.489615
        ],
        [
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            3,
            1,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37690,
            -122151,
            -204242,
            200084,
            745621,
            478443
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757994302706,
    "expiration_time": 1764461664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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)