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Trade: XRP/USDT/720/BBM/PWMA/5201

Strategy
XRP/USDT/720/BBM/PWMA/5201
Pair
XRP_USDT
Interval
12h
Score
703459
Daily Profit
0.193930
Profit Factor
5.630400
Profitability
75.862069
Streak
0.000000
Best Strategy
Training Data Length
2508.000000
Evaluation Time
2025-10-11 13:54
Expiration Time
2025-12-25 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612859.1827 529135.8535 83723.3292 -5543165.2199 12790336.874 -18333502.0939
Total P&L (%) 612.8592 529.1359 83.7233 -5543.1652 12790.3369 -18333.5021
Avg Daily Profit (%) 0.2444 0.211 0.0334 0 0.1939 0
Buy And Hold Return (%) 702.502 702.502 702.502 702.502 702.502 702.502
Max Trade Drawdown -126147 -72435 -120665 -23098445 -1456251 -21842210
Profit Factor 3.0244 6.0385 1.4234 0.7828 5.6304 0.1944
Total Trades 59 29 30 59 29 30
Winning Trades 44 22 22 42 22 20
Losing Trades 15 7 8 17 7 10
Profitability (%) 74.5763 75.8621 73.3333 71.1864 75.8621 66.6667
Ratio Avg Win / Avg Loss 1.031 1.9213 0.5176 0.3168 1.7915 0.0972
Largest Winning Trade 118126 118126 38213 9561238 9561238 708633
Largest Losing Trade -120665 -38936 -120665 -21303763 -1456251 -21303763
Avg Bars in Trades 80 80 80 80 80 80
Avg Bars in Winners 71 70 73 73 75 71
Avg Bars in Losers 105 111 100 96 95 97
Bars Traded 4726 2320 2406 4726 2320 2406
Profit Streak 145.4545 145.4545 220.9545 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 -327657 -145247 -310950 -757531 703459 -578665
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760180070401,
    "expiration_time": 1766641536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 93,
            "offset": 0,
            "std": 3.4134
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 199,
            "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": [
        [
            612859.182660902,
            529135.8534683031,
            83723.3291925992,
            -5543165.219873437,
            12790336.873988483,
            -18333502.09386192
        ],
        [
            612.859183,
            529.135853,
            83.723329,
            -5543.16522,
            12790.336874,
            -18333.502094
        ],
        [
            0.244362,
            0.210979,
            0.033383,
            0,
            0.19393,
            0
        ],
        [
            702.502031,
            702.502031,
            702.502031,
            702.502031,
            702.502031,
            702.502031
        ],
        [
            -126147,
            -72435,
            -120665,
            -23098445,
            -1456251,
            -21842210
        ],
        [
            3.024381,
            6.038493,
            1.423443,
            0.782781,
            5.6304,
            0.194361
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            44,
            22,
            22,
            42,
            22,
            20
        ],
        [
            15,
            7,
            8,
            17,
            7,
            10
        ],
        [
            74.576271,
            75.862069,
            73.333333,
            71.186441,
            75.862069,
            66.666667
        ],
        [
            1.031039,
            1.921339,
            0.517616,
            0.31684,
            1.791491,
            0.097181
        ],
        [
            118126,
            118126,
            38213,
            9561238,
            9561238,
            708633
        ],
        [
            -120665,
            -38936,
            -120665,
            -21303763,
            -1456251,
            -21303763
        ],
        [
            80,
            80,
            80,
            80,
            80,
            80
        ],
        [
            71,
            70,
            73,
            73,
            75,
            71
        ],
        [
            105,
            111,
            100,
            96,
            95,
            97
        ],
        [
            4726,
            2320,
            2406,
            4726,
            2320,
            2406
        ],
        [
            145.454518,
            145.454518,
            220.954518,
            0,
            0,
            0
        ],
        [
            3,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -327657,
            -145247,
            -310950,
            -757531,
            703459,
            -578665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552046400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760180070401,
    "expiration_time": 1766641536000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 93,
            "offset": 0,
            "std": 3.4134
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 199,
            "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)