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Trade: XRP/USDT/720/WMA/MIDPRICE/1038

Strategy
XRP/USDT/720/WMA/MIDPRICE/1038
Pair
XRP_USDT
Interval
12h
Score
729529
Daily Profit
0.271342
Profit Factor
7.087739
Profitability
69.444444
Streak
138.982342
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 14:34
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1118293.2811 880859.3731 237433.9079 104460438.38 87529783.167 16930655.2131
Total P&L (%) 1118.2933 880.8594 237.4339 104460.4384 87529.7832 16930.6552
Avg Daily Profit (%) 0.4472 0.3523 0.095 0.2784 0.2713 0.2057
Buy And Hold Return (%) 788.4154 788.4154 788.4154 788.4154 788.4154 788.4154
Max Trade Drawdown -70573 -69753 -38509 -13532060 -7611407 -6172902
Profit Factor 5.091 6.2653 3.2387 5.4954 7.0877 2.9111
Total Trades 73 36 37 73 36 37
Winning Trades 47 25 22 47 25 22
Losing Trades 26 11 15 26 11 15
Profitability (%) 64.3836 69.4444 59.4595 64.3836 69.4444 59.4595
Ratio Avg Win / Avg Loss 2.8163 2.7567 2.2082 3.04 3.1186 1.9849
Largest Winning Trade 339515 339515 49969 49913133 49913133 6272383
Largest Losing Trade -40348 -40348 -20877 -4176189 -4176189 -3320587
Avg Bars in Trades 62 80 45 62 80 45
Avg Bars in Winners 75 83 65 75 83 65
Avg Bars in Losers 40 71 17 40 71 17
Bars Traded 4578 2887 1691 4578 2887 1691
Profit Streak 101.9823 138.9823 101.9823 101.9823 138.9823 101.9823
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90771 -108342 -223994 -56310 729529 555732

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758540874333,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "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": [
        [
            1118293.281072989,
            880859.373133733,
            237433.9079392562,
            104460438.38004802,
            87529783.1669905,
            16930655.21305753
        ],
        [
            1118.293281,
            880.859373,
            237.433908,
            104460.43838,
            87529.783167,
            16930.655213
        ],
        [
            0.447228,
            0.352273,
            0.094955,
            0.278425,
            0.271342,
            0.205674
        ],
        [
            788.415404,
            788.415404,
            788.415404,
            788.415404,
            788.415404,
            788.415404
        ],
        [
            -70573,
            -69753,
            -38509,
            -13532060,
            -7611407,
            -6172902
        ],
        [
            5.091007,
            6.265326,
            3.238682,
            5.495427,
            7.087739,
            2.911125
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            64.383562,
            69.444444,
            59.459459,
            64.383562,
            69.444444,
            59.459459
        ],
        [
            2.816302,
            2.756744,
            2.208192,
            3.040023,
            3.118605,
            1.984858
        ],
        [
            339515,
            339515,
            49969,
            49913133,
            49913133,
            6272383
        ],
        [
            -40348,
            -40348,
            -20877,
            -4176189,
            -4176189,
            -3320587
        ],
        [
            62,
            80,
            45,
            62,
            80,
            45
        ],
        [
            75,
            83,
            65,
            75,
            83,
            65
        ],
        [
            40,
            71,
            17,
            40,
            71,
            17
        ],
        [
            4578,
            2887,
            1691,
            4578,
            2887,
            1691
        ],
        [
            101.982342,
            138.982342,
            101.982342,
            101.982342,
            138.982342,
            101.982342
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90771,
            -108342,
            -223994,
            -56310,
            729529,
            555732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758540874333,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 128,
            "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)