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Trade: XRP/USDT/15/ALMA/WMA/3163

Strategy
XRP/USDT/15/ALMA/WMA/3163
Pair
XRP_USDT
Interval
15m
Score
329066
Daily Profit
0.464039
Profit Factor
1.371547
Profitability
47.605634
Streak
2.193002
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-05 14:22
Expiration Time
2025-12-19 13:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 120845.1029 67859.0878 52986.0151 179052.4811 107011.4438 72041.0372
Total P&L (%) 120.8451 67.8591 52.986 179.0525 107.0114 72.041
Avg Daily Profit (%) 0.464 0.2606 0.2035 0.3948 0.2798 0.2086
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44837 -28054 -35833 -94059 -59479 -72621
Profit Factor 1.3715 1.3898 1.3505 1.2812 1.3211 1.2375
Total Trades 355 177 178 355 177 178
Winning Trades 169 85 84 169 85 84
Losing Trades 186 92 94 186 92 94
Profitability (%) 47.6056 48.0226 47.191 47.6056 48.0226 47.191
Ratio Avg Win / Avg Loss 1.5095 1.5043 1.5112 1.4101 1.4299 1.3848
Largest Winning Trade 18782 18782 11911 34108 34108 20643
Largest Losing Trade -9942 -9942 -6982 -16253 -14390 -16253
Avg Bars in Trades 69 68 71 69 68 71
Avg Bars in Winners 85 82 88 85 82 88
Avg Bars in Losers 55 54 55 55 54 55
Bars Traded 24687 12036 12650 24687 12036 12650
Profit Streak 2.193 0 2.4743 2.193 0 2.4743
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329066 286095 153684 247907 242010 131225
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737163800000,
    "first_datapoint_time": 1737362700000,
    "last_datapoint_time": 1759662900000,
    "evaluation_time": 1759663375377,
    "expiration_time": 1766142900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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": [
        [
            120845.1028984045,
            67859.0878075653,
            52986.0150908393,
            179052.4810744071,
            107011.4438440361,
            72041.037230371
        ],
        [
            120.845103,
            67.859088,
            52.986015,
            179.052481,
            107.011444,
            72.041037
        ],
        [
            0.464039,
            0.260576,
            0.203464,
            0.394845,
            0.279787,
            0.208559
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44837,
            -28054,
            -35833,
            -94059,
            -59479,
            -72621
        ],
        [
            1.371547,
            1.389848,
            1.350476,
            1.281232,
            1.321059,
            1.237474
        ],
        [
            355,
            177,
            178,
            355,
            177,
            178
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            186,
            92,
            94,
            186,
            92,
            94
        ],
        [
            47.605634,
            48.022599,
            47.191011,
            47.605634,
            48.022599,
            47.191011
        ],
        [
            1.509513,
            1.504306,
            1.511247,
            1.410113,
            1.429852,
            1.384792
        ],
        [
            18782,
            18782,
            11911,
            34108,
            34108,
            20643
        ],
        [
            -9942,
            -9942,
            -6982,
            -16253,
            -14390,
            -16253
        ],
        [
            69,
            68,
            71,
            69,
            68,
            71
        ],
        [
            85,
            82,
            88,
            85,
            82,
            88
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            24687,
            12036,
            12650,
            24687,
            12036,
            12650
        ],
        [
            2.193002,
            0,
            2.474252,
            2.193002,
            0,
            2.474252
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329066,
            286095,
            153684,
            247907,
            242010,
            131225
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737163800000,
    "first_datapoint_time": 1737362700000,
    "last_datapoint_time": 1759662900000,
    "evaluation_time": 1759663375377,
    "expiration_time": 1766142900000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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)