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Trade: XRP/USDT/480/LINREG/PWMA/4491

Strategy
XRP/USDT/480/LINREG/PWMA/4491
Pair
XRP_USDT
Interval
8h
Score
464275
Daily Profit
0.229766
Profit Factor
1.605694
Profitability
48.407643
Streak
88.987694
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-17 10:42
Expiration Time
2025-12-01 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1032602.7161 859506.687 173096.0291 30953859.2721 38047016.0534 -7093156.7813
Total P&L (%) 1032.6027 859.5067 173.096 30953.8593 38047.0161 -7093.1568
Avg Daily Profit (%) 0.413 0.3438 0.0692 0.2298 0.238 0
Buy And Hold Return (%) 771.0261 771.0261 771.0261 771.0261 771.0261 771.0261
Max Trade Drawdown -69867 -55580 -73092 -19547292 -6385768 -20704485
Profit Factor 2.8479 4.3442 1.5736 1.6057 3.1854 0.7895
Total Trades 157 78 79 157 78 79
Winning Trades 76 34 42 76 34 42
Losing Trades 81 44 37 81 44 37
Profitability (%) 48.4076 43.5897 53.1646 48.4076 43.5897 53.1646
Ratio Avg Win / Avg Loss 3.0353 5.622 1.3862 1.7113 4.1223 0.6955
Largest Winning Trade 324486 324486 45570 26620413 26620413 4082849
Largest Losing Trade -49176 -17129 -49176 -14287566 -2885305 -14287566
Avg Bars in Trades 46 46 45 46 46 45
Avg Bars in Winners 60 61 59 60 61 59
Avg Bars in Losers 33 35 30 33 35 30
Bars Traded 7284 3653 3631 7284 3653 3631
Profit Streak 88.9877 88.9877 89.6544 88.9877 88.9877 89.6544
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43371 -149887 -290111 464275 -21942 -606365

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758094936800,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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": [
        [
            1032602.7160763843,
            859506.6869597258,
            173096.0291166581,
            30953859.272134554,
            38047016.05339186,
            -7093156.781257302
        ],
        [
            1032.602716,
            859.506687,
            173.096029,
            30953.859272,
            38047.016053,
            -7093.156781
        ],
        [
            0.412987,
            0.343757,
            0.069229,
            0.229766,
            0.238013,
            0
        ],
        [
            771.026053,
            771.026053,
            771.026053,
            771.026053,
            771.026053,
            771.026053
        ],
        [
            -69867,
            -55580,
            -73092,
            -19547292,
            -6385768,
            -20704485
        ],
        [
            2.847891,
            4.344246,
            1.573564,
            1.605694,
            3.185384,
            0.789489
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            76,
            34,
            42,
            76,
            34,
            42
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            48.407643,
            43.589744,
            53.164557,
            48.407643,
            43.589744,
            53.164557
        ],
        [
            3.035252,
            5.621965,
            1.386235,
            1.711332,
            4.122261,
            0.695502
        ],
        [
            324486,
            324486,
            45570,
            26620413,
            26620413,
            4082849
        ],
        [
            -49176,
            -17129,
            -49176,
            -14287566,
            -2885305,
            -14287566
        ],
        [
            46,
            46,
            45,
            46,
            46,
            45
        ],
        [
            60,
            61,
            59,
            60,
            61,
            59
        ],
        [
            33,
            35,
            30,
            33,
            35,
            30
        ],
        [
            7284,
            3653,
            3631,
            7284,
            3653,
            3631
        ],
        [
            88.987694,
            88.987694,
            89.654361,
            88.987694,
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            89.654361
        ],
        [
            3,
            1,
            2,
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            2
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -43371,
            -149887,
            -290111,
            464275,
            -21942,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758094936800,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 20,
            "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)