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Trade: XRP/USDT/480/LINREG/FWMA/9934

Strategy
XRP/USDT/480/LINREG/FWMA/9934
Pair
XRP_USDT
Interval
8h
Score
330305
Daily Profit
0.218636
Profit Factor
1.556430
Profitability
38.245614
Streak
26.099728
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-24 05:23
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 941581.4579 787678.7777 153902.6802 23494302.2592 24925240.6453 -1430938.3862
Total P&L (%) 941.5815 787.6788 153.9027 23494.3023 24925.2406 -1430.9384
Avg Daily Profit (%) 0.3764 0.3149 0.0615 0.2186 0.221 0
Buy And Hold Return (%) 679.0624 679.0624 679.0624 679.0624 679.0624 679.0624
Max Trade Drawdown -85685 -55308 -43942 -11047451 -5299371 -6475698
Profit Factor 2.0806 2.6138 1.4016 1.5564 2.1135 0.9279
Total Trades 285 143 142 285 143 142
Winning Trades 109 52 57 109 52 57
Losing Trades 176 91 85 176 91 85
Profitability (%) 38.2456 36.3636 40.1408 38.2456 36.3636 40.1408
Ratio Avg Win / Avg Loss 3.3596 4.5742 2.0901 2.5131 3.6986 1.3837
Largest Winning Trade 170866 170866 48842 9393680 9393680 4790814
Largest Losing Trade -27302 -25809 -27302 -5385072 -5185211 -5385072
Avg Bars in Trades 25 27 24 25 27 24
Avg Bars in Winners 42 47 38 42 47 38
Avg Bars in Losers 14 15 14 14 15 14
Bars Traded 7311 3902 3409 7311 3902 3409
Profit Streak 26.0997 26.0997 47.4331 26.0997 26.0997 47.4331
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33788 -106669 -277487 330305 272796 -581856

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": 1546473600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758680616489,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "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": [
        [
            941581.4578964842,
            787678.7776864566,
            153902.6802100276,
            23494302.259174548,
            24925240.645346276,
            -1430938.3861717414
        ],
        [
            941.581458,
            787.678778,
            153.90268,
            23494.302259,
            24925.240645,
            -1430.938386
        ],
        [
            0.376381,
            0.314861,
            0.06152,
            0.218636,
            0.220995,
            0
        ],
        [
            679.062423,
            679.062423,
            679.062423,
            679.062423,
            679.062423,
            679.062423
        ],
        [
            -85685,
            -55308,
            -43942,
            -11047451,
            -5299371,
            -6475698
        ],
        [
            2.080641,
            2.613841,
            1.401582,
            1.55643,
            2.113476,
            0.92787
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            109,
            52,
            57,
            109,
            52,
            57
        ],
        [
            176,
            91,
            85,
            176,
            91,
            85
        ],
        [
            38.245614,
            36.363636,
            40.140845,
            38.245614,
            36.363636,
            40.140845
        ],
        [
            3.359566,
            4.574221,
            2.090079,
            2.513134,
            3.698583,
            1.383665
        ],
        [
            170866,
            170866,
            48842,
            9393680,
            9393680,
            4790814
        ],
        [
            -27302,
            -25809,
            -27302,
            -5385072,
            -5185211,
            -5385072
        ],
        [
            25,
            27,
            24,
            25,
            27,
            24
        ],
        [
            42,
            47,
            38,
            42,
            47,
            38
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            7311,
            3902,
            3409,
            7311,
            3902,
            3409
        ],
        [
            26.099728,
            26.099728,
            47.433061,
            26.099728,
            26.099728,
            47.433061
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33788,
            -106669,
            -277487,
            330305,
            272796,
            -581856
        ]
    ]
}
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": 1546473600000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758680616489,
    "expiration_time": 1765156320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 137,
            "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)