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Trade: XRP/USDT/360/FWMA/MIDPOINT/9259

Strategy
XRP/USDT/360/FWMA/MIDPOINT/9259
Pair
XRP_USDT
Interval
6h
Score
465809
Daily Profit
0.188353
Profit Factor
2.118229
Profitability
50.000000
Streak
8.728697
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 20:29
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 373363.8704 475010.2007 -101646.3303 10953428.6739 4005127.5395 6948301.1344
Total P&L (%) 373.3639 475.0102 -101.6463 10953.4287 4005.1275 6948.3011
Avg Daily Profit (%) 0.1493 0.19 -0.0407 0.1884 0.1487 0.1703
Buy And Hold Return (%) 912.4572 912.4572 912.4572 912.4572 912.4572 912.4572
Max Trade Drawdown -268937 -62366 -268937 -5374639 -1843411 -3743069
Profit Factor 1.6424 4.9775 0.7799 2.1182 2.4059 2.0003
Total Trades 114 57 57 114 57 57
Winning Trades 93 46 47 57 27 30
Losing Trades 21 11 10 57 30 27
Profitability (%) 81.5789 80.7018 82.4561 50 47.3684 52.6316
Ratio Avg Win / Avg Loss 0.3709 1.1903 0.1659 2.1182 2.6732 1.8002
Largest Winning Trade 189309 189309 35860 9130847 1876922 9130847
Largest Losing Trade -268937 -47559 -268937 -2997492 -583125 -2997492
Avg Bars in Trades 82 87 76 82 87 76
Avg Bars in Winners 52 60 45 69 77 63
Avg Bars in Losers 212 203 223 94 97 91
Bars Traded 9379 5007 4372 9379 5007 4372
Profit Streak 8.7287 96.4787 0 8.7287 96.4787 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153871 -326152 -756705 465809 -171008 -168129

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757438959456,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "offset": 178
        }
    }
}
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": [
        [
            373363.8704239174,
            475010.2007072933,
            -101646.3302833761,
            10953428.673906757,
            4005127.5394988405,
            6948301.134407921
        ],
        [
            373.36387,
            475.010201,
            -101.64633,
            10953.428674,
            4005.127539,
            6948.301134
        ],
        [
            0.149316,
            0.189966,
            -0.04065,
            0.188353,
            0.148674,
            0.170326
        ],
        [
            912.457221,
            912.457221,
            912.457221,
            912.457221,
            912.457221,
            912.457221
        ],
        [
            -268937,
            -62366,
            -268937,
            -5374639,
            -1843411,
            -3743069
        ],
        [
            1.642395,
            4.977457,
            0.779882,
            2.118229,
            2.405912,
            2.00025
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            93,
            46,
            47,
            57,
            27,
            30
        ],
        [
            21,
            11,
            10,
            57,
            30,
            27
        ],
        [
            81.578947,
            80.701754,
            82.45614,
            50,
            47.368421,
            52.631579
        ],
        [
            0.370863,
            1.190262,
            0.165932,
            2.118229,
            2.673235,
            1.800225
        ],
        [
            189309,
            189309,
            35860,
            9130847,
            1876922,
            9130847
        ],
        [
            -268937,
            -47559,
            -268937,
            -2997492,
            -583125,
            -2997492
        ],
        [
            82,
            87,
            76,
            82,
            87,
            76
        ],
        [
            52,
            60,
            45,
            69,
            77,
            63
        ],
        [
            212,
            203,
            223,
            94,
            97,
            91
        ],
        [
            9379,
            5007,
            4372,
            9379,
            5007,
            4372
        ],
        [
            8.728697,
            96.478697,
            0,
            8.728697,
            96.478697,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153871,
            -326152,
            -756705,
            465809,
            -171008,
            -168129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757438959456,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 199,
            "offset": 178
        }
    }
}

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)