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Trade: XRP/USDT/720/WMA/FWMA/8560

Strategy
XRP/USDT/720/WMA/FWMA/8560
Pair
XRP_USDT
Interval
12h
Score
475541
Daily Profit
0.161159
Profit Factor
2.623004
Profitability
55.000000
Streak
103.087825
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 17:06
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484574.2627 483521.3535 1052.9092 -4267765.1277 5506618.9999 -9774384.1276
Total P&L (%) 484.5743 483.5214 1.0529 -4267.7651 5506.619 -9774.3841
Avg Daily Profit (%) 0.1938 0.1934 0.0004 0 0.1612 0
Buy And Hold Return (%) 933.9348 933.9348 933.9348 933.9348 933.9348 933.9348
Max Trade Drawdown -187385 -69288 -183055 -10873890 -1488739 -11650973
Profit Factor 2.0633 3.8382 1.0037 0.7432 2.623 0.2611
Total Trades 79 40 39 79 40 39
Winning Trades 45 22 23 42 22 20
Losing Trades 34 18 16 37 18 19
Profitability (%) 56.962 55 58.9744 53.1646 55 51.2821
Ratio Avg Win / Avg Loss 1.5589 3.1404 0.6982 0.6547 2.1461 0.248
Largest Winning Trade 186616 186616 37228 2929325 2929325 609620
Largest Losing Trade -167497 -37956 -167497 -10314260 -777362 -10314260
Avg Bars in Trades 56 49 63 56 49 63
Avg Bars in Winners 58 47 69 59 44 75
Avg Bars in Losers 53 51 56 53 55 51
Bars Traded 4458 1970 2488 4458 1970 2488
Profit Streak 0 0 0 103.0878 103.0878 110.5878
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -184384 -150594 -574973 -610687 475541 -580028

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758204388103,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 160,
            "offset": 179
        }
    }
}
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": [
        [
            484574.2626956063,
            483521.3534816378,
            1052.9092139687,
            -4267765.127733061,
            5506618.999885808,
            -9774384.12761887
        ],
        [
            484.574263,
            483.521353,
            1.052909,
            -4267.765128,
            5506.619,
            -9774.384128
        ],
        [
            0.193791,
            0.19337,
            0.000421,
            0,
            0.161159,
            0
        ],
        [
            933.934779,
            933.934779,
            933.934779,
            933.934779,
            933.934779,
            933.934779
        ],
        [
            -187385,
            -69288,
            -183055,
            -10873890,
            -1488739,
            -11650973
        ],
        [
            2.063306,
            3.83822,
            1.00369,
            0.743219,
            2.623004,
            0.261051
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            45,
            22,
            23,
            42,
            22,
            20
        ],
        [
            34,
            18,
            16,
            37,
            18,
            19
        ],
        [
            56.962025,
            55,
            58.974359,
            53.164557,
            55,
            51.282051
        ],
        [
            1.558942,
            3.140362,
            0.698219,
            0.654741,
            2.146094,
            0.247998
        ],
        [
            186616,
            186616,
            37228,
            2929325,
            2929325,
            609620
        ],
        [
            -167497,
            -37956,
            -167497,
            -10314260,
            -777362,
            -10314260
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            58,
            47,
            69,
            59,
            44,
            75
        ],
        [
            53,
            51,
            56,
            53,
            55,
            51
        ],
        [
            4458,
            1970,
            2488,
            4458,
            1970,
            2488
        ],
        [
            0,
            0,
            0,
            103.087825,
            103.087825,
            110.587825
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -184384,
            -150594,
            -574973,
            -610687,
            475541,
            -580028
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758204388103,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 160,
            "offset": 179
        }
    }
}

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)