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Trade: XRP/USDT/360/LINREG/WMA/1139

Strategy
XRP/USDT/360/LINREG/WMA/1139
Pair
XRP_USDT
Interval
6h
Score
545556
Daily Profit
0.199822
Profit Factor
2.857795
Profitability
55.263158
Streak
167.626481
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 06:02
Expiration Time
2025-12-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 869056.8858 757704.761 111352.1248 9930015.1969 14601987.5287 -4671972.3318
Total P&L (%) 869.0569 757.7048 111.3521 9930.0152 14601.9875 -4671.9723
Avg Daily Profit (%) 0.3476 0.3031 0.0445 0.1845 0.1998 0
Buy And Hold Return (%) 810.8637 810.8637 810.8637 810.8637 810.8637 810.8637
Max Trade Drawdown -68313 -53802 -64672 -8215426 -3438285 -7246511
Profit Factor 3.0364 5.2503 1.4481 1.5234 2.8578 0.5796
Total Trades 77 38 39 77 38 39
Winning Trades 42 21 21 42 21 21
Losing Trades 35 17 18 35 17 18
Profitability (%) 54.5455 55.2632 53.8462 54.5455 55.2632 53.8462
Ratio Avg Win / Avg Loss 2.5304 4.2502 1.2413 1.2695 2.3135 0.4968
Largest Winning Trade 350254 350254 45730 11681461 11681461 898845
Largest Losing Trade -45405 -29921 -45405 -4629809 -2804690 -4629809
Avg Bars in Trades 125 134 118 125 134 118
Avg Bars in Winners 146 147 146 146 147 146
Avg Bars in Losers 100 118 84 100 118 84
Bars Traded 9698 5095 4603 9698 5095 4603
Profit Streak 0 167.6265 0 0 167.6265 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174038 -147218 -297687 -36334 545556 -580258

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758337327976,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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": [
        [
            869056.8857872678,
            757704.7610197567,
            111352.1247675109,
            9930015.196868097,
            14601987.528694162,
            -4671972.331826062
        ],
        [
            869.056886,
            757.704761,
            111.352125,
            9930.015197,
            14601.987529,
            -4671.972332
        ],
        [
            0.347623,
            0.303082,
            0.044541,
            0.184497,
            0.199822,
            0
        ],
        [
            810.863679,
            810.863679,
            810.863679,
            810.863679,
            810.863679,
            810.863679
        ],
        [
            -68313,
            -53802,
            -64672,
            -8215426,
            -3438285,
            -7246511
        ],
        [
            3.036425,
            5.250277,
            1.448126,
            1.523399,
            2.857795,
            0.579568
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            54.545455,
            55.263158,
            53.846154,
            54.545455,
            55.263158,
            53.846154
        ],
        [
            2.530355,
            4.250224,
            1.241251,
            1.269499,
            2.313453,
            0.496773
        ],
        [
            350254,
            350254,
            45730,
            11681461,
            11681461,
            898845
        ],
        [
            -45405,
            -29921,
            -45405,
            -4629809,
            -2804690,
            -4629809
        ],
        [
            125,
            134,
            118,
            125,
            134,
            118
        ],
        [
            146,
            147,
            146,
            146,
            147,
            146
        ],
        [
            100,
            118,
            84,
            100,
            118,
            84
        ],
        [
            9698,
            5095,
            4603,
            9698,
            5095,
            4603
        ],
        [
            0,
            167.626481,
            0,
            0,
            167.626481,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174038,
            -147218,
            -297687,
            -36334,
            545556,
            -580258
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547488800000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758337327976,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 71,
            "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)