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Trade: XRP/USDT/360/LINREG/WMA/5104

Strategy
XRP/USDT/360/LINREG/WMA/5104
Pair
XRP_USDT
Interval
6h
Score
585238
Daily Profit
0.213711
Profit Factor
4.162691
Profitability
52.777778
Streak
112.304204
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 10:18
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 978909.545 819199.6625 159709.8825 18952418.4199 20690338.5631 -1737920.1432
Total P&L (%) 978.9095 819.1997 159.7099 18952.4184 20690.3386 -1737.9201
Avg Daily Profit (%) 0.3916 0.3277 0.0639 0.2102 0.2137 0
Buy And Hold Return (%) 737.7992 737.7992 737.7992 737.7992 737.7992 737.7992
Max Trade Drawdown -79541 -39691 -74640 -6496689 -2262477 -10510413
Profit Factor 3.5834 6.1562 1.7258 1.9482 4.1627 0.8707
Total Trades 73 36 37 73 36 37
Winning Trades 42 19 23 42 19 23
Losing Trades 31 17 14 31 17 14
Profitability (%) 57.5342 52.7778 62.1622 57.5342 52.7778 62.1622
Ratio Avg Win / Avg Loss 2.6449 5.5082 1.0505 1.438 3.7245 0.53
Largest Winning Trade 367321 367321 48719 11750014 11750014 1669431
Largest Losing Trade -66440 -29231 -66440 -6093443 -1458365 -6093443
Avg Bars in Trades 132 142 123 132 142 123
Avg Bars in Winners 145 145 145 145 145 145
Avg Bars in Losers 115 138 88 115 138 88
Bars Traded 9696 5119 4577 9696 5119 4577
Profit Streak 112.3042 112.3042 234.8042 112.3042 112.3042 234.8042
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121346 -112875 -268308 -62955 585238 -577841

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757575083208,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "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": [
        [
            978909.5450336956,
            819199.6625496191,
            159709.8824840767,
            18952418.41988323,
            20690338.56312106,
            -1737920.1432378297
        ],
        [
            978.909545,
            819.199663,
            159.709882,
            18952.41842,
            20690.338563,
            -1737.920143
        ],
        [
            0.391564,
            0.32768,
            0.063884,
            0.210212,
            0.213711,
            0
        ],
        [
            737.799244,
            737.799244,
            737.799244,
            737.799244,
            737.799244,
            737.799244
        ],
        [
            -79541,
            -39691,
            -74640,
            -6496689,
            -2262477,
            -10510413
        ],
        [
            3.58338,
            6.156234,
            1.725788,
            1.948238,
            4.162691,
            0.870738
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            57.534247,
            52.777778,
            62.162162,
            57.534247,
            52.777778,
            62.162162
        ],
        [
            2.644876,
            5.508209,
            1.05048,
            1.437985,
            3.724513,
            0.530015
        ],
        [
            367321,
            367321,
            48719,
            11750014,
            11750014,
            1669431
        ],
        [
            -66440,
            -29231,
            -66440,
            -6093443,
            -1458365,
            -6093443
        ],
        [
            132,
            142,
            123,
            132,
            142,
            123
        ],
        [
            145,
            145,
            145,
            145,
            145,
            145
        ],
        [
            115,
            138,
            88,
            115,
            138,
            88
        ],
        [
            9696,
            5119,
            4577,
            9696,
            5119,
            4577
        ],
        [
            112.304204,
            112.304204,
            234.804204,
            112.304204,
            112.304204,
            234.804204
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121346,
            -112875,
            -268308,
            -62955,
            585238,
            -577841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757575083208,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "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)