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Trade: XRP/USDT/480/HWMA/MIDPRICE/4039

Strategy
XRP/USDT/480/HWMA/MIDPRICE/4039
Pair
XRP_USDT
Interval
8h
Score
488684
Daily Profit
0.154201
Profit Factor
2.246455
Profitability
50.980392
Streak
34.203695
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 07:53
Expiration Time
2025-12-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 52311.7727 352960.2597 -300648.487 4611401.6081 1587837.3196 3023564.2885
Total P&L (%) 52.3118 352.9603 -300.6485 4611.4016 1587.8373 3023.5643
Avg Daily Profit (%) 0.0209 0.1412 -0.1202 0.1542 0.1131 0.1377
Buy And Hold Return (%) 790.8069 790.8069 790.8069 790.8069 790.8069 790.8069
Max Trade Drawdown -332361 -75278 -386307 -1518884 -554299 -1518884
Profit Factor 1.054 2.5389 0.5939 2.2465 2.4825 2.1503
Total Trades 153 76 77 153 76 77
Winning Trades 112 56 56 78 41 37
Losing Trades 41 20 21 75 35 40
Profitability (%) 73.2026 73.6842 72.7273 50.9804 53.9474 48.0519
Ratio Avg Win / Avg Loss 0.3858 0.9068 0.2227 2.1601 2.1192 2.3246
Largest Winning Trade 57123 57123 44607 3299503 510083 3299503
Largest Losing Trade -332361 -50263 -332361 -1518884 -194420 -1518884
Avg Bars in Trades 47 54 39 47 54 39
Avg Bars in Winners 30 33 26 49 62 36
Avg Bars in Losers 93 112 75 44 45 43
Bars Traded 7207 4147 3060 7207 4147 3060
Profit Streak 34.2037 200.2037 34.2037 34.2037 200.2037 34.2037
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -488222 -212921 -618518 488684 -91164 -48749

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758516799254,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.15747,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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": [
        [
            52311.7727116407,
            352960.259734465,
            -300648.4870228244,
            4611401.608114777,
            1587837.3196488242,
            3023564.2884659553
        ],
        [
            52.311773,
            352.96026,
            -300.648487,
            4611.401608,
            1587.83732,
            3023.564288
        ],
        [
            0.020922,
            0.141165,
            -0.120244,
            0.154201,
            0.11309,
            0.137739
        ],
        [
            790.806893,
            790.806893,
            790.806893,
            790.806893,
            790.806893,
            790.806893
        ],
        [
            -332361,
            -75278,
            -386307,
            -1518884,
            -554299,
            -1518884
        ],
        [
            1.053952,
            2.538929,
            0.593854,
            2.246455,
            2.48253,
            2.150265
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            112,
            56,
            56,
            78,
            41,
            37
        ],
        [
            41,
            20,
            21,
            75,
            35,
            40
        ],
        [
            73.202614,
            73.684211,
            72.727273,
            50.980392,
            53.947368,
            48.051948
        ],
        [
            0.385822,
            0.906761,
            0.222695,
            2.160053,
            2.119233,
            2.324611
        ],
        [
            57123,
            57123,
            44607,
            3299503,
            510083,
            3299503
        ],
        [
            -332361,
            -50263,
            -332361,
            -1518884,
            -194420,
            -1518884
        ],
        [
            47,
            54,
            39,
            47,
            54,
            39
        ],
        [
            30,
            33,
            26,
            49,
            62,
            36
        ],
        [
            93,
            112,
            75,
            44,
            45,
            43
        ],
        [
            7207,
            4147,
            3060,
            7207,
            4147,
            3060
        ],
        [
            34.203695,
            200.203695,
            34.203695,
            34.203695,
            200.203695,
            34.203695
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -488222,
            -212921,
            -618518,
            488684,
            -91164,
            -48749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758516799254,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.15747,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 168,
            "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)