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Trade: XRP/USDT/480/WMA/MIDPRICE/5539

Strategy
XRP/USDT/480/WMA/MIDPRICE/5539
Pair
XRP_USDT
Interval
8h
Score
633706
Daily Profit
0.193404
Profit Factor
5.944644
Profitability
54.545455
Streak
135.982615
Best Strategy
Training Data Length
2504.000000
Evaluation Time
2025-10-02 10:34
Expiration Time
2025-12-16 04:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905879.5922 746070.8621 159808.7301 14569389.116 12523548.263 2045840.8529
Total P&L (%) 905.8796 746.0709 159.8087 14569.3891 12523.5483 2045.8409
Avg Daily Profit (%) 0.3618 0.298 0.0638 0.1994 0.1934 0.1225
Buy And Hold Return (%) 857.0291 857.0291 857.0291 857.0291 857.0291 857.0291
Max Trade Drawdown -74476 -85329 -70296 -1871393 -1265602 -935786
Profit Factor 3.8264 5.1618 2.1315 4.1441 5.9446 1.9737
Total Trades 67 33 34 67 33 34
Winning Trades 40 18 22 40 18 22
Losing Trades 27 15 12 27 15 12
Profitability (%) 59.7015 54.5455 64.7059 59.7015 54.5455 64.7059
Ratio Avg Win / Avg Loss 2.5828 4.3015 1.1626 2.7972 4.9539 1.0765
Largest Winning Trade 340428 340428 43326 7123601 7123601 1367045
Largest Losing Trade -67199 -29621 -67199 -899454 -605533 -899454
Avg Bars in Trades 102 134 72 102 134 72
Avg Bars in Winners 117 146 93 117 146 93
Avg Bars in Losers 81 119 33 81 119 33
Bars Traded 6896 4437 2459 6896 4437 2459
Profit Streak 135.9826 135.9826 210.9826 135.9826 135.9826 210.9826
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -250080 -147855 -267682 -103191 633706 -27829
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390497908,
    "expiration_time": 1765853568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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": [
        [
            905879.592236878,
            746070.8621413014,
            159808.7300955767,
            14569389.11595279,
            12523548.263009496,
            2045840.8529432938
        ],
        [
            905.879592,
            746.070862,
            159.80873,
            14569.389116,
            12523.548263,
            2045.840853
        ],
        [
            0.361773,
            0.297952,
            0.063821,
            0.199414,
            0.193404,
            0.122524
        ],
        [
            857.029109,
            857.029109,
            857.029109,
            857.029109,
            857.029109,
            857.029109
        ],
        [
            -74476,
            -85329,
            -70296,
            -1871393,
            -1265602,
            -935786
        ],
        [
            3.826403,
            5.161799,
            2.131471,
            4.144064,
            5.944644,
            1.97366
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            59.701493,
            54.545455,
            64.705882,
            59.701493,
            54.545455,
            64.705882
        ],
        [
            2.582822,
            4.3015,
            1.162621,
            2.797243,
            4.95387,
            1.076542
        ],
        [
            340428,
            340428,
            43326,
            7123601,
            7123601,
            1367045
        ],
        [
            -67199,
            -29621,
            -67199,
            -899454,
            -605533,
            -899454
        ],
        [
            102,
            134,
            72,
            102,
            134,
            72
        ],
        [
            117,
            146,
            93,
            117,
            146,
            93
        ],
        [
            81,
            119,
            33,
            81,
            119,
            33
        ],
        [
            6896,
            4437,
            2459,
            6896,
            4437,
            2459
        ],
        [
            135.982615,
            135.982615,
            210.982615,
            135.982615,
            135.982615,
            210.982615
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -250080,
            -147855,
            -267682,
            -103191,
            633706,
            -27829
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7512,
    "evaluation_days": 2504,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390497908,
    "expiration_time": 1765853568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 232,
            "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)