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Trade: XRP/USDT/480/LINREG/WMA/9527

Strategy
XRP/USDT/480/LINREG/WMA/9527
Pair
XRP_USDT
Interval
8h
Score
536772
Daily Profit
0.172926
Profit Factor
2.660859
Profitability
58.620690
Streak
162.971238
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 10:18
Expiration Time
2025-12-03 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835199.0586 752684.186 82514.8726 5225996.3859 7418783.4321 -2192787.0462
Total P&L (%) 835.1991 752.6842 82.5149 5225.9964 7418.7834 -2192.787
Avg Daily Profit (%) 0.334 0.301 0.033 0.1591 0.1729 0
Buy And Hold Return (%) 922.5498 922.5498 922.5498 922.5498 922.5498 922.5498
Max Trade Drawdown -90800 -42311 -78129 -3500645 -1933599 -3923732
Profit Factor 3.0515 5.8482 1.3276 1.502 2.6609 0.631
Total Trades 59 29 30 59 29 30
Winning Trades 32 17 15 32 17 15
Losing Trades 27 12 15 27 12 15
Profitability (%) 54.2373 58.6207 50 54.2373 58.6207 50
Ratio Avg Win / Avg Loss 2.5747 4.1281 1.3276 1.2673 1.8783 0.631
Largest Winning Trade 316768 316768 53115 5858340 5858340 1149295
Largest Losing Trade -58887 -37513 -58887 -1933599 -1933599 -1759348
Avg Bars in Trades 123 129 117 123 129 117
Avg Bars in Winners 136 132 141 136 132 141
Avg Bars in Losers 107 124 92 107 124 92
Bars Traded 7263 3741 3522 7263 3741 3522
Profit Streak 0 162.9712 0 0 162.9712 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -329715 -146431 -314376 -170833 536772 -580825

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758266314948,
    "expiration_time": 1764720864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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": [
        [
            835199.0585886057,
            752684.185965818,
            82514.8726227878,
            5225996.38590186,
            7418783.432054227,
            -2192787.0461523673
        ],
        [
            835.199059,
            752.684186,
            82.514873,
            5225.996386,
            7418.783432,
            -2192.787046
        ],
        [
            0.334036,
            0.301034,
            0.033002,
            0.159113,
            0.172926,
            0
        ],
        [
            922.549812,
            922.549812,
            922.549812,
            922.549812,
            922.549812,
            922.549812
        ],
        [
            -90800,
            -42311,
            -78129,
            -3500645,
            -1933599,
            -3923732
        ],
        [
            3.051498,
            5.848195,
            1.327614,
            1.502035,
            2.660859,
            0.631017
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            54.237288,
            58.62069,
            50,
            54.237288,
            58.62069,
            50
        ],
        [
            2.574702,
            4.128138,
            1.327614,
            1.267342,
            1.878253,
            0.631017
        ],
        [
            316768,
            316768,
            53115,
            5858340,
            5858340,
            1149295
        ],
        [
            -58887,
            -37513,
            -58887,
            -1933599,
            -1933599,
            -1759348
        ],
        [
            123,
            129,
            117,
            123,
            129,
            117
        ],
        [
            136,
            132,
            141,
            136,
            132,
            141
        ],
        [
            107,
            124,
            92,
            107,
            124,
            92
        ],
        [
            7263,
            3741,
            3522,
            7263,
            3741,
            3522
        ],
        [
            0,
            162.971238,
            0,
            0,
            162.971238,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -329715,
            -146431,
            -314376,
            -170833,
            536772,
            -580825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758266314948,
    "expiration_time": 1764720864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 47,
            "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)