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Trade: XRP/USDT/360/WMA/MIDPOINT/2481

Strategy
XRP/USDT/360/WMA/MIDPOINT/2481
Pair
XRP_USDT
Interval
6h
Score
514766
Daily Profit
0.191398
Profit Factor
2.908352
Profitability
51.111111
Streak
142.704000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-22 01:53
Expiration Time
2025-12-05 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760216.4857 662726.54 97489.9457 7257134.9041 11820498.3145 -4563363.4104
Total P&L (%) 760.2165 662.7265 97.4899 7257.1349 11820.4983 -4563.3634
Avg Daily Profit (%) 0.3041 0.2651 0.039 0.1721 0.1914 0
Buy And Hold Return (%) 821.3113 821.3113 821.3113 821.3113 821.3113 821.3113
Max Trade Drawdown -110286 -71628 -95236 -9042993 -2220064 -8686916
Profit Factor 2.5897 3.7248 1.4148 1.4208 2.9084 0.5871
Total Trades 91 45 46 91 45 46
Winning Trades 46 23 23 46 23 23
Losing Trades 45 22 23 45 22 23
Profitability (%) 50.5495 51.1111 50 50.5495 51.1111 50
Ratio Avg Win / Avg Loss 2.5334 3.5629 1.4148 1.3899 2.7819 0.5871
Largest Winning Trade 157900 157900 55838 7658057 7658057 1184317
Largest Losing Trade -48057 -48057 -38033 -4757240 -1239903 -4757240
Avg Bars in Trades 104 125 83 104 125 83
Avg Bars in Winners 121 108 133 121 108 133
Avg Bars in Losers 86 142 33 86 142 33
Bars Traded 9485 5632 3853 9485 5632 3853
Profit Streak 142.704 142.704 219.454 142.704 142.704 219.454
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150247 -149542 -304761 370308 514766 -579730

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758477600000,
    "evaluation_time": 1758495225618,
    "expiration_time": 1764958248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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": [
        [
            760216.4857301792,
            662726.5400498221,
            97489.9456803575,
            7257134.90409117,
            11820498.314525928,
            -4563363.410434761
        ],
        [
            760.216486,
            662.72654,
            97.489946,
            7257.134904,
            11820.498315,
            -4563.36341
        ],
        [
            0.304056,
            0.265064,
            0.038992,
            0.172061,
            0.191398,
            0
        ],
        [
            821.311273,
            821.311273,
            821.311273,
            821.311273,
            821.311273,
            821.311273
        ],
        [
            -110286,
            -71628,
            -95236,
            -9042993,
            -2220064,
            -8686916
        ],
        [
            2.589661,
            3.724802,
            1.414841,
            1.420799,
            2.908352,
            0.5871
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            50.549451,
            51.111111,
            50,
            50.549451,
            51.111111,
            50
        ],
        [
            2.533364,
            3.562854,
            1.414841,
            1.389912,
            2.781902,
            0.5871
        ],
        [
            157900,
            157900,
            55838,
            7658057,
            7658057,
            1184317
        ],
        [
            -48057,
            -48057,
            -38033,
            -4757240,
            -1239903,
            -4757240
        ],
        [
            104,
            125,
            83,
            104,
            125,
            83
        ],
        [
            121,
            108,
            133,
            121,
            108,
            133
        ],
        [
            86,
            142,
            33,
            86,
            142,
            33
        ],
        [
            9485,
            5632,
            3853,
            9485,
            5632,
            3853
        ],
        [
            142.704,
            142.704,
            219.454,
            142.704,
            142.704,
            219.454
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150247,
            -149542,
            -304761,
            370308,
            514766,
            -579730
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758477600000,
    "evaluation_time": 1758495225618,
    "expiration_time": 1764958248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "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)