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Trade: XRP/USDT/360/WMA/MIDPOINT/9483

Strategy
XRP/USDT/360/WMA/MIDPOINT/9483
Pair
XRP_USDT
Interval
6h
Score
577831
Daily Profit
0.220604
Profit Factor
3.803668
Profitability
52.500000
Streak
128.293983
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-10 10:03
Expiration Time
2025-11-24 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 821426.0202 688423.7149 133002.3054 15329957.9011 24604446.4035 -9274488.5023
Total P&L (%) 821.426 688.4237 133.0023 15329.9579 24604.4464 -9274.4885
Avg Daily Profit (%) 0.3285 0.2753 0.0532 0.2017 0.2206 0
Buy And Hold Return (%) 731.1798 731.1798 731.1798 731.1798 731.1798 731.1798
Max Trade Drawdown -106285 -64108 -82393 -18765239 -3438472 -16739322
Profit Factor 2.9657 4.7488 1.5678 1.5098 3.8037 0.5644
Total Trades 81 40 41 81 40 41
Winning Trades 44 21 23 44 21 23
Losing Trades 37 19 18 37 19 18
Profitability (%) 54.321 52.5 56.0976 54.321 52.5 56.0976
Ratio Avg Win / Avg Loss 2.4939 4.2966 1.227 1.2696 3.4414 0.4417
Largest Winning Trade 157267 157267 55838 16181765 16181765 2673843
Largest Losing Trade -45993 -45993 -38033 -10067925 -1767897 -10067925
Avg Bars in Trades 117 139 95 117 139 95
Avg Bars in Winners 129 114 143 129 114 143
Avg Bars in Losers 101 166 33 101 166 33
Bars Traded 9479 5570 3909 9479 5570 3909
Profit Streak 128.294 128.294 205.044 128.294 128.294 205.044
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126944 -148565 -284133 -4947 577831 -578975

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757487800145,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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": [
        [
            821426.0202414083,
            688423.7148786773,
            133002.3053627309,
            15329957.901124923,
            24604446.4034511,
            -9274488.502326187
        ],
        [
            821.42602,
            688.423715,
            133.002305,
            15329.957901,
            24604.446403,
            -9274.488502
        ],
        [
            0.328538,
            0.275342,
            0.053196,
            0.201739,
            0.220604,
            0
        ],
        [
            731.179799,
            731.179799,
            731.179799,
            731.179799,
            731.179799,
            731.179799
        ],
        [
            -106285,
            -64108,
            -82393,
            -18765239,
            -3438472,
            -16739322
        ],
        [
            2.965701,
            4.748823,
            1.567798,
            1.50984,
            3.803668,
            0.564422
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            54.320988,
            52.5,
            56.097561,
            54.320988,
            52.5,
            56.097561
        ],
        [
            2.493885,
            4.296554,
            1.226973,
            1.269638,
            3.441414,
            0.441721
        ],
        [
            157267,
            157267,
            55838,
            16181765,
            16181765,
            2673843
        ],
        [
            -45993,
            -45993,
            -38033,
            -10067925,
            -1767897,
            -10067925
        ],
        [
            117,
            139,
            95,
            117,
            139,
            95
        ],
        [
            129,
            114,
            143,
            129,
            114,
            143
        ],
        [
            101,
            166,
            33,
            101,
            166,
            33
        ],
        [
            9479,
            5570,
            3909,
            9479,
            5570,
            3909
        ],
        [
            128.293983,
            128.293983,
            205.043983,
            128.293983,
            128.293983,
            205.043983
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126944,
            -148565,
            -284133,
            -4947,
            577831,
            -578975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757487800145,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 237,
            "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)