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Trade: XRP/USDT/480/LINREG/PWMA/3347

Strategy
XRP/USDT/480/LINREG/PWMA/3347
Pair
XRP_USDT
Interval
8h
Score
449694
Daily Profit
0.157478
Profit Factor
1.913175
Profitability
49.197861
Streak
38.494320
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 14:51
Expiration Time
2025-11-24 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 59995.1453 414374.1851 -354379.0398 5012946.8013 1047047.2891 3965899.5123
Total P&L (%) 59.9951 414.3742 -354.379 5012.9468 1047.0473 3965.8995
Avg Daily Profit (%) 0.024 0.1657 -0.1417 0.1575 0.0976 0.1483
Buy And Hold Return (%) 720.5568 720.5568 720.5568 720.5568 720.5568 720.5568
Max Trade Drawdown -435860 -68655 -440010 -2273422 -811292 -1802825
Profit Factor 1.0483 2.4752 0.6318 1.9132 1.4073 2.3587
Total Trades 187 93 94 187 93 94
Winning Trades 122 59 63 92 44 48
Losing Trades 65 34 31 95 49 46
Profitability (%) 65.2406 63.4409 67.0213 49.1979 47.3118 51.0638
Ratio Avg Win / Avg Loss 0.5585 1.4264 0.3109 1.9756 1.5672 2.2604
Largest Winning Trade 72711 72711 53716 3986803 965245 3986803
Largest Losing Trade -428180 -48565 -428180 -1753498 -738026 -1753498
Avg Bars in Trades 38 39 37 38 39 37
Avg Bars in Winners 32 31 33 41 45 37
Avg Bars in Losers 50 55 45 35 34 37
Bars Traded 7246 3715 3530 7246 3715 3530
Profit Streak 38.4943 0 44.161 38.4943 0 44.161
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -492207 -153129 -578042 449694 -86532 332146

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1545811200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757505109254,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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": [
        [
            59995.1452805172,
            414374.1851207223,
            -354379.0398402053,
            5012946.8013211675,
            1047047.2890569326,
            3965899.512264233
        ],
        [
            59.995145,
            414.374185,
            -354.37904,
            5012.946801,
            1047.047289,
            3965.899512
        ],
        [
            0.023995,
            0.165728,
            -0.141733,
            0.157478,
            0.097626,
            0.148299
        ],
        [
            720.556769,
            720.556769,
            720.556769,
            720.556769,
            720.556769,
            720.556769
        ],
        [
            -435860,
            -68655,
            -440010,
            -2273422,
            -811292,
            -1802825
        ],
        [
            1.048251,
            2.475192,
            0.631814,
            1.913175,
            1.407302,
            2.358702
        ],
        [
            187,
            93,
            94,
            187,
            93,
            94
        ],
        [
            122,
            59,
            63,
            92,
            44,
            48
        ],
        [
            65,
            34,
            31,
            95,
            49,
            46
        ],
        [
            65.240642,
            63.44086,
            67.021277,
            49.197861,
            47.311828,
            51.06383
        ],
        [
            0.558494,
            1.426382,
            0.310893,
            1.975561,
            1.567223,
            2.260423
        ],
        [
            72711,
            72711,
            53716,
            3986803,
            965245,
            3986803
        ],
        [
            -428180,
            -48565,
            -428180,
            -1753498,
            -738026,
            -1753498
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            32,
            31,
            33,
            41,
            45,
            37
        ],
        [
            50,
            55,
            45,
            35,
            34,
            37
        ],
        [
            7246,
            3715,
            3530,
            7246,
            3715,
            3530
        ],
        [
            38.49432,
            0,
            44.160987,
            38.49432,
            0,
            44.160987
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -492207,
            -153129,
            -578042,
            449694,
            -86532,
            332146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1545811200000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757505109254,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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)