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Trade: XRP/USDT/480/WMA/MIDPOINT/4751

Strategy
XRP/USDT/480/WMA/MIDPOINT/4751
Pair
XRP_USDT
Interval
8h
Score
675440
Daily Profit
0.248801
Profit Factor
4.957247
Profitability
65.000000
Streak
141.374304
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-24 11:59
Expiration Time
2025-12-08 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1006795.1728 818592.3604 188202.8124 50963121.0209 49992685.2696 970435.7513
Total P&L (%) 1006.7952 818.5924 188.2028 50963.121 49992.6853 970.4358
Avg Daily Profit (%) 0.4024 0.3272 0.0752 0.2496 0.2488 0.0948
Buy And Hold Return (%) 801.6978 801.6978 801.6978 801.6978 801.6978 801.6978
Max Trade Drawdown -84958 -79409 -40943 -12205135 -6374635 -13139252
Profit Factor 3.4663 4.59 2.0444 2.7179 4.9572 1.057
Total Trades 81 40 41 81 40 41
Winning Trades 49 26 23 49 26 23
Losing Trades 32 14 18 32 14 18
Profitability (%) 60.4938 65 56.0976 60.4938 65 56.0976
Ratio Avg Win / Avg Loss 2.2637 2.4715 1.6 1.7749 2.6693 0.8272
Largest Winning Trade 196399 196399 60005 22806902 22806902 7438841
Largest Losing Trade -46882 -46882 -28117 -6374635 -6374635 -5897225
Avg Bars in Trades 87 101 74 87 101 74
Avg Bars in Winners 103 105 101 103 105 101
Avg Bars in Losers 62 93 39 62 93 39
Bars Traded 7106 4062 3044 7106 4062 3044
Profit Streak 104.041 141.3743 104.041 104.041 141.3743 104.041
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83470 -140058 -253002 -34 675440 -324413

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548057600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758704339896,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            1006795.1728137482,
            818592.3604306276,
            188202.8123831205,
            50963121.02087881,
            49992685.26957139,
            970435.7513074232
        ],
        [
            1006.795173,
            818.59236,
            188.202812,
            50963.121021,
            49992.68527,
            970.435751
        ],
        [
            0.402449,
            0.327218,
            0.075231,
            0.24957,
            0.248801,
            0.094808
        ],
        [
            801.697804,
            801.697804,
            801.697804,
            801.697804,
            801.697804,
            801.697804
        ],
        [
            -84958,
            -79409,
            -40943,
            -12205135,
            -6374635,
            -13139252
        ],
        [
            3.466325,
            4.590017,
            2.044425,
            2.717854,
            4.957247,
            1.056972
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            60.493827,
            65,
            56.097561,
            60.493827,
            65,
            56.097561
        ],
        [
            2.263723,
            2.471547,
            1.599985,
            1.774925,
            2.669287,
            0.827196
        ],
        [
            196399,
            196399,
            60005,
            22806902,
            22806902,
            7438841
        ],
        [
            -46882,
            -46882,
            -28117,
            -6374635,
            -6374635,
            -5897225
        ],
        [
            87,
            101,
            74,
            87,
            101,
            74
        ],
        [
            103,
            105,
            101,
            103,
            105,
            101
        ],
        [
            62,
            93,
            39,
            62,
            93,
            39
        ],
        [
            7106,
            4062,
            3044,
            7106,
            4062,
            3044
        ],
        [
            104.040971,
            141.374304,
            104.040971,
            104.040971,
            141.374304,
            104.040971
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83470,
            -140058,
            -253002,
            -34,
            675440,
            -324413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548057600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758704339896,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)