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Trade: XRP/USDT/360/WMA/MIDPOINT/4756

Strategy
XRP/USDT/360/WMA/MIDPOINT/4756
Pair
XRP_USDT
Interval
6h
Score
666343
Daily Profit
0.246653
Profit Factor
4.641447
Profitability
65.000000
Streak
132.629032
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 12:05
Expiration Time
2025-11-29 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 969386.9528 771423.0483 197963.9045 56972322.0669 47183144.4698 9789177.5972
Total P&L (%) 969.387 771.423 197.9639 56972.3221 47183.1445 9789.1776
Avg Daily Profit (%) 0.3878 0.3086 0.0792 0.2542 0.2467 0.1839
Buy And Hold Return (%) 695.3071 695.3071 695.3071 695.3071 695.3071 695.3071
Max Trade Drawdown -99336 -86224 -32025 -7350158 -5632264 -6025165
Profit Factor 3.645 4.4886 2.3618 3.4534 4.6414 1.9537
Total Trades 81 40 41 81 40 41
Winning Trades 48 26 22 48 26 22
Losing Trades 33 14 19 33 14 19
Profitability (%) 59.2593 65 53.6585 59.2593 65 53.6585
Ratio Avg Win / Avg Loss 2.506 2.4169 2.0398 2.3742 2.4992 1.6873
Largest Winning Trade 176401 176401 49214 17388925 17388925 9731567
Largest Losing Trade -46050 -46050 -22546 -5632264 -5632264 -3390062
Avg Bars in Trades 117 141 93 117 141 93
Avg Bars in Winners 145 138 154 145 138 154
Avg Bars in Losers 75 148 21 75 148 21
Bars Traded 9482 5667 3815 9482 5667 3815
Profit Streak 99.129 132.629 99.129 99.129 132.629 99.129
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40539 -112793 -247434 45537 666343 456525

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757927148349,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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": [
        [
            969386.9527962061,
            771423.0482533823,
            197963.9045428238,
            56972322.06694861,
            47183144.469767764,
            9789177.597180849
        ],
        [
            969.386953,
            771.423048,
            197.963905,
            56972.322067,
            47183.14447,
            9789.177597
        ],
        [
            0.387755,
            0.308569,
            0.079186,
            0.254199,
            0.246653,
            0.18393
        ],
        [
            695.307053,
            695.307053,
            695.307053,
            695.307053,
            695.307053,
            695.307053
        ],
        [
            -99336,
            -86224,
            -32025,
            -7350158,
            -5632264,
            -6025165
        ],
        [
            3.64502,
            4.488584,
            2.361819,
            3.453396,
            4.641447,
            1.953687
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            59.259259,
            65,
            53.658537,
            59.259259,
            65,
            53.658537
        ],
        [
            2.505952,
            2.41693,
            2.039753,
            2.37421,
            2.499241,
            1.687275
        ],
        [
            176401,
            176401,
            49214,
            17388925,
            17388925,
            9731567
        ],
        [
            -46050,
            -46050,
            -22546,
            -5632264,
            -5632264,
            -3390062
        ],
        [
            117,
            141,
            93,
            117,
            141,
            93
        ],
        [
            145,
            138,
            154,
            145,
            138,
            154
        ],
        [
            75,
            148,
            21,
            75,
            148,
            21
        ],
        [
            9482,
            5667,
            3815,
            9482,
            5667,
            3815
        ],
        [
            99.129032,
            132.629032,
            99.129032,
            99.129032,
            132.629032,
            99.129032
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40539,
            -112793,
            -247434,
            45537,
            666343,
            456525
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1547078400000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757927148349,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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)