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Trade: XRP/USDT/720/FWMA/MIDPRICE/7792

Strategy
XRP/USDT/720/FWMA/MIDPRICE/7792
Pair
XRP_USDT
Interval
12h
Score
453046
Daily Profit
0.175468
Profit Factor
1.483905
Profitability
87.500000
Streak
135.434552
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-23 01:25
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558316.4474 509401.3297 48915.1177 -56371678.1766 7913744.1442 -64285422.3209
Total P&L (%) 558.3164 509.4013 48.9151 -56371.6782 7913.7441 -64285.4223
Avg Daily Profit (%) 0.2233 0.2037 0.0196 0 0.1755 0
Buy And Hold Return (%) 823.1419 823.1419 823.1419 823.1419 823.1419 823.1419
Max Trade Drawdown -226265 -43310 -240358 -99693961 -12858652 -92923360
Profit Factor 2.5021 9.276 1.1577 0.4943 1.4839 0.3241
Total Trades 80 40 40 80 40 40
Winning Trades 68 36 32 69 35 34
Losing Trades 12 4 8 11 5 6
Profitability (%) 85 90 80 86.25 87.5 85
Ratio Avg Win / Avg Loss 0.4415 1.0307 0.2894 0.0788 0.212 0.0572
Largest Winning Trade 129498 129498 39492 6261807 2787770 6261807
Largest Losing Trade -226265 -43310 -226265 -92923360 -6770600 -92923360
Avg Bars in Trades 56 66 45 56 66 45
Avg Bars in Winners 32 40 24 34 44 24
Avg Bars in Losers 188 301 131 192 222 166
Bars Traded 4498 2664 1834 4498 2664 1834
Profit Streak 0 0 0 135.4346 135.4346 168.9346
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174674 -145401 -377287 -598821 453046 -575407

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758579945312,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 133
        }
    }
}
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": [
        [
            558316.4473959805,
            509401.3297448932,
            48915.1176510872,
            -56371678.17663732,
            7913744.144248705,
            -64285422.320886046
        ],
        [
            558.316447,
            509.40133,
            48.915118,
            -56371.678177,
            7913.744144,
            -64285.422321
        ],
        [
            0.223282,
            0.20372,
            0.019562,
            0,
            0.175468,
            0
        ],
        [
            823.141947,
            823.141947,
            823.141947,
            823.141947,
            823.141947,
            823.141947
        ],
        [
            -226265,
            -43310,
            -240358,
            -99693961,
            -12858652,
            -92923360
        ],
        [
            2.502095,
            9.276023,
            1.157719,
            0.494274,
            1.483905,
            0.324114
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            68,
            36,
            32,
            69,
            35,
            34
        ],
        [
            12,
            4,
            8,
            11,
            5,
            6
        ],
        [
            85,
            90,
            80,
            86.25,
            87.5,
            85
        ],
        [
            0.441546,
            1.030669,
            0.28943,
            0.078797,
            0.211986,
            0.057197
        ],
        [
            129498,
            129498,
            39492,
            6261807,
            2787770,
            6261807
        ],
        [
            -226265,
            -43310,
            -226265,
            -92923360,
            -6770600,
            -92923360
        ],
        [
            56,
            66,
            45,
            56,
            66,
            45
        ],
        [
            32,
            40,
            24,
            34,
            44,
            24
        ],
        [
            188,
            301,
            131,
            192,
            222,
            166
        ],
        [
            4498,
            2664,
            1834,
            4498,
            2664,
            1834
        ],
        [
            0,
            0,
            0,
            135.434552,
            135.434552,
            168.934552
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -174674,
            -145401,
            -377287,
            -598821,
            453046,
            -575407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1556841600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758579945312,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "offset": 133
        }
    }
}

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)