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Trade: XRP/USDT/720/WMA/KCB/2295

Strategy
XRP/USDT/720/WMA/KCB/2295
Pair
XRP_USDT
Interval
12h
Score
780622
Daily Profit
0.242813
Profit Factor
8.776484
Profitability
76.666667
Streak
357.805398
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 22:19
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958568.7051 758435.5022 200133.2029 35298136.5282 42917024.3064 -7618887.7782
Total P&L (%) 958.5687 758.4355 200.1332 35298.1365 42917.0243 -7618.8878
Avg Daily Profit (%) 0.3834 0.3033 0.08 0.235 0.2428 0
Buy And Hold Return (%) 754.1752 754.1752 754.1752 754.1752 754.1752 754.1752
Max Trade Drawdown -75845 -52427 -78447 -12952601 -3008955 -16497239
Profit Factor 4.21 8.7587 1.9963 2.1401 8.7765 0.7005
Total Trades 61 30 31 61 30 31
Winning Trades 46 23 23 46 23 23
Losing Trades 15 7 8 15 7 8
Profitability (%) 75.4098 76.6667 74.1935 75.4098 76.6667 74.1935
Ratio Avg Win / Avg Loss 1.3728 2.6657 0.6944 0.6979 2.6711 0.2437
Largest Winning Trade 158963 158963 50343 17345477 17345477 3973134
Largest Losing Trade -72483 -38606 -72483 -12952601 -2220040 -12952601
Avg Bars in Trades 79 86 73 79 86 73
Avg Bars in Winners 81 83 79 81 83 79
Avg Bars in Losers 74 95 55 74 95 55
Bars Traded 4859 2592 2267 4859 2592 2267
Profit Streak 210.8054 357.8054 210.8054 210.8054 357.8054 210.8054
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -227074 -141819 -246781 -151692 780622 -576706
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914386408,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            958568.7051129276,
            758435.5022283759,
            200133.2028845519,
            35298136.52824886,
            42917024.30644271,
            -7618887.778193847
        ],
        [
            958.568705,
            758.435502,
            200.133203,
            35298.136528,
            42917.024306,
            -7618.887778
        ],
        [
            0.383351,
            0.303314,
            0.080037,
            0.234999,
            0.242813,
            0
        ],
        [
            754.175212,
            754.175212,
            754.175212,
            754.175212,
            754.175212,
            754.175212
        ],
        [
            -75845,
            -52427,
            -78447,
            -12952601,
            -3008955,
            -16497239
        ],
        [
            4.209985,
            8.758676,
            1.996343,
            2.140125,
            8.776484,
            0.700528
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            15,
            7,
            8,
            15,
            7,
            8
        ],
        [
            75.409836,
            76.666667,
            74.193548,
            75.409836,
            76.666667,
            74.193548
        ],
        [
            1.372821,
            2.665684,
            0.69438,
            0.697867,
            2.671104,
            0.243662
        ],
        [
            158963,
            158963,
            50343,
            17345477,
            17345477,
            3973134
        ],
        [
            -72483,
            -38606,
            -72483,
            -12952601,
            -2220040,
            -12952601
        ],
        [
            79,
            86,
            73,
            79,
            86,
            73
        ],
        [
            81,
            83,
            79,
            81,
            83,
            79
        ],
        [
            74,
            95,
            55,
            74,
            95,
            55
        ],
        [
            4859,
            2592,
            2267,
            4859,
            2592,
            2267
        ],
        [
            210.805398,
            357.805398,
            210.805398,
            210.805398,
            357.805398,
            210.805398
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -227074,
            -141819,
            -246781,
            -151692,
            780622,
            -576706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758914386408,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 66,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)