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Trade: XRP/USDT/360/WMA/MIDPOINT/8378

Strategy
XRP/USDT/360/WMA/MIDPOINT/8378
Pair
XRP_USDT
Interval
6h
Score
474153
Daily Profit
0.198292
Profit Factor
1.787061
Profitability
53.658537
Streak
110.212373
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 08:05
Expiration Time
2025-12-01 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 987840.1488 858236.6088 129603.5399 14051287.2817 16729564.7003 -2678277.4186
Total P&L (%) 987.8401 858.2366 129.6035 14051.2873 16729.5647 -2678.2774
Avg Daily Profit (%) 0.3951 0.3433 0.0518 0.1983 0.2052 0
Buy And Hold Return (%) 748.2673 748.2673 748.2673 748.2673 748.2673 748.2673
Max Trade Drawdown -91361 -76057 -80437 -6842467 -2788108 -8549017
Profit Factor 2.6785 3.3344 1.5867 1.7871 3.0938 0.7285
Total Trades 123 61 62 123 61 62
Winning Trades 66 32 34 66 32 34
Losing Trades 57 29 28 57 29 28
Profitability (%) 53.6585 52.459 54.8387 53.6585 52.459 54.8387
Ratio Avg Win / Avg Loss 2.3132 3.0218 1.3067 1.5434 2.8038 0.5999
Largest Winning Trade 271336 271336 42835 11703255 11703255 1686557
Largest Losing Trade -44439 -44439 -38110 -6103893 -1809750 -6103893
Avg Bars in Trades 76 105 48 76 105 48
Avg Bars in Winners 89 121 59 89 121 59
Avg Bars in Losers 61 87 34 61 87 34
Bars Traded 9429 6442 2987 9429 6442 2987
Profit Streak 110.2124 137.4624 110.2124 110.2124 137.4624 110.2124
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49595 -264818 -440617 474153 -146407 -733768

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085549073,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "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": [
        [
            987840.148797113,
            858236.6088489612,
            129603.5399481515,
            14051287.281712096,
            16729564.700336553,
            -2678277.4186244565
        ],
        [
            987.840149,
            858.236609,
            129.60354,
            14051.287282,
            16729.5647,
            -2678.277419
        ],
        [
            0.395136,
            0.343295,
            0.051841,
            0.198292,
            0.205239,
            0
        ],
        [
            748.26732,
            748.26732,
            748.26732,
            748.26732,
            748.26732,
            748.26732
        ],
        [
            -91361,
            -76057,
            -80437,
            -6842467,
            -2788108,
            -8549017
        ],
        [
            2.678463,
            3.334381,
            1.586739,
            1.787061,
            3.093845,
            0.728452
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            53.658537,
            52.459016,
            54.83871,
            53.658537,
            52.459016,
            54.83871
        ],
        [
            2.313218,
            3.021783,
            1.306726,
            1.543371,
            2.803797,
            0.599901
        ],
        [
            271336,
            271336,
            42835,
            11703255,
            11703255,
            1686557
        ],
        [
            -44439,
            -44439,
            -38110,
            -6103893,
            -1809750,
            -6103893
        ],
        [
            76,
            105,
            48,
            76,
            105,
            48
        ],
        [
            89,
            121,
            59,
            89,
            121,
            59
        ],
        [
            61,
            87,
            34,
            61,
            87,
            34
        ],
        [
            9429,
            6442,
            2987,
            9429,
            6442,
            2987
        ],
        [
            110.212373,
            137.462373,
            110.212373,
            110.212373,
            137.462374,
            110.212373
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49595,
            -264818,
            -440617,
            474153,
            -146407,
            -733768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085549073,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "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)