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Trade: XRP/USDT/720/WMA/MIDPRICE/2989

Strategy
XRP/USDT/720/WMA/MIDPRICE/2989
Pair
XRP_USDT
Interval
12h
Score
744236
Daily Profit
0.209486
Profit Factor
8.574596
Profitability
70.588235
Streak
444.055905
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-22 04:20
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 890360.7613 712978.0742 177382.6871 23752454.2566 18649539.1249 5102915.1317
Total P&L (%) 890.3608 712.9781 177.3827 23752.4543 18649.5391 5102.9151
Avg Daily Profit (%) 0.356 0.2851 0.0709 0.2191 0.2095 0.1581
Buy And Hold Return (%) 817.7634 817.7634 817.7634 817.7634 817.7634 817.7634
Max Trade Drawdown -88720 -79809 -62277 -1828812 -1240794 -1832646
Profit Factor 3.5028 4.917 2.0211 5.0239 8.5746 2.4831
Total Trades 69 34 35 69 34 35
Winning Trades 47 24 23 47 24 23
Losing Trades 22 10 12 22 10 12
Profitability (%) 68.1159 70.5882 65.7143 68.1159 70.5882 65.7143
Ratio Avg Win / Avg Loss 1.6396 2.0487 1.0545 2.3516 3.5727 1.2955
Largest Winning Trade 187326 187326 55237 7700056 7700056 3870805
Largest Losing Trade -62277 -48737 -62277 -1463597 -591512 -1463597
Avg Bars in Trades 66 80 52 66 80 52
Avg Bars in Winners 75 77 72 75 77 72
Avg Bars in Losers 47 88 13 47 88 13
Bars Traded 4583 2743 1840 4583 2743 1840
Profit Streak 296.5559 444.0559 296.5559 296.5559 444.0559 296.5559
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -224330 -145252 -257912 -86226 744236 510105

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758504030225,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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": [
        [
            890360.7613380855,
            712978.0742277425,
            177382.6871103431,
            23752454.256615937,
            18649539.124895208,
            5102915.131720725
        ],
        [
            890.360761,
            712.978074,
            177.382687,
            23752.454257,
            18649.539125,
            5102.915132
        ],
        [
            0.356002,
            0.285077,
            0.070925,
            0.219131,
            0.209486,
            0.158134
        ],
        [
            817.763365,
            817.763365,
            817.763365,
            817.763365,
            817.763365,
            817.763365
        ],
        [
            -88720,
            -79809,
            -62277,
            -1828812,
            -1240794,
            -1832646
        ],
        [
            3.502826,
            4.916977,
            2.021086,
            5.023876,
            8.574596,
            2.483077
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            68.115942,
            70.588235,
            65.714286,
            68.115942,
            70.588235,
            65.714286
        ],
        [
            1.639621,
            2.04874,
            1.05448,
            2.351602,
            3.572749,
            1.295518
        ],
        [
            187326,
            187326,
            55237,
            7700056,
            7700056,
            3870805
        ],
        [
            -62277,
            -48737,
            -62277,
            -1463597,
            -591512,
            -1463597
        ],
        [
            66,
            80,
            52,
            66,
            80,
            52
        ],
        [
            75,
            77,
            72,
            75,
            77,
            72
        ],
        [
            47,
            88,
            13,
            47,
            88,
            13
        ],
        [
            4583,
            2743,
            1840,
            4583,
            2743,
            1840
        ],
        [
            296.555905,
            444.055905,
            296.555905,
            296.555905,
            444.055905,
            296.555905
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -224330,
            -145252,
            -257912,
            -86226,
            744236,
            510105
        ]
    ]
}
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": 1548158400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758504030225,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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)