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Trade: XRP/USDT/360/FWMA/RMA/2437

Strategy
XRP/USDT/360/FWMA/RMA/2437
Pair
XRP_USDT
Interval
6h
Score
356133
Daily Profit
0.151589
Profit Factor
1.982734
Profitability
49.230769
Streak
19.395155
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-13 18:29
Expiration Time
2025-11-27 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 763661.898 703708.624 59953.274 3233006.0881 4311694.272 -1078688.1839
Total P&L (%) 763.6619 703.7086 59.9533 3233.0061 4311.6943 -1078.6882
Avg Daily Profit (%) 0.3055 0.2815 0.024 0.1404 0.1516 0
Buy And Hold Return (%) 906.0734 906.0734 906.0734 906.0734 906.0734 906.0734
Max Trade Drawdown -83720 -67670 -98553 -1601011 -949912 -2273486
Profit Factor 1.9783 3.0392 1.1377 1.3205 1.9827 0.8107
Total Trades 259 130 129 259 130 129
Winning Trades 128 64 64 128 64 64
Losing Trades 131 66 65 131 66 65
Profitability (%) 49.4208 49.2308 49.6124 49.4208 49.2308 49.6124
Ratio Avg Win / Avg Loss 2.0246 3.1342 1.1554 1.3515 2.0447 0.8234
Largest Winning Trade 257229 257229 49981 2086275 2086275 542957
Largest Losing Trade -53196 -30241 -53196 -1200356 -492718 -1200356
Avg Bars in Trades 37 40 33 37 40 33
Avg Bars in Winners 46 48 45 46 48 45
Avg Bars in Losers 27 33 22 27 33 22
Bars Traded 9662 5308 4354 9662 5308 4354
Profit Streak 0.6452 19.3952 0 0.6452 19.3952 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155258 -151188 -396084 -9822 356133 -581140

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548396000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757777341414,
    "expiration_time": 1764244800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 221,
            "offset": 87
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 138,
            "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": [
        [
            763661.8980127828,
            703708.6240191925,
            59953.2739935904,
            3233006.0880584773,
            4311694.271956351,
            -1078688.1838978732
        ],
        [
            763.661898,
            703.708624,
            59.953274,
            3233.006088,
            4311.694272,
            -1078.688184
        ],
        [
            0.305465,
            0.281483,
            0.023981,
            0.140357,
            0.151589,
            0
        ],
        [
            906.073392,
            906.073392,
            906.073392,
            906.073392,
            906.073392,
            906.073392
        ],
        [
            -83720,
            -67670,
            -98553,
            -1601011,
            -949912,
            -2273486
        ],
        [
            1.978259,
            3.039226,
            1.13765,
            1.320507,
            1.982734,
            0.810747
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            49.420849,
            49.230769,
            49.612403,
            49.420849,
            49.230769,
            49.612403
        ],
        [
            2.024625,
            3.134201,
            1.155426,
            1.351456,
            2.044695,
            0.823415
        ],
        [
            257229,
            257229,
            49981,
            2086275,
            2086275,
            542957
        ],
        [
            -53196,
            -30241,
            -53196,
            -1200356,
            -492718,
            -1200356
        ],
        [
            37,
            40,
            33,
            37,
            40,
            33
        ],
        [
            46,
            48,
            45,
            46,
            48,
            45
        ],
        [
            27,
            33,
            22,
            27,
            33,
            22
        ],
        [
            9662,
            5308,
            4354,
            9662,
            5308,
            4354
        ],
        [
            0.645155,
            19.395155,
            0,
            0.645155,
            19.395155,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155258,
            -151188,
            -396084,
            -9822,
            356133,
            -581140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548396000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757777341414,
    "expiration_time": 1764244800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 221,
            "offset": 87
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 138,
            "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)