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Trade: XRP/USDT/480/LINREG/WMA/9657

Strategy
XRP/USDT/480/LINREG/WMA/9657
Pair
XRP_USDT
Interval
8h
Score
596569
Daily Profit
0.228452
Profit Factor
4.277914
Profitability
50.000000
Streak
165.067765
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-11 12:37
Expiration Time
2025-11-25 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1024612.7815 844537.3311 180075.4504 27822093.1046 29975998.2901 -2153905.1855
Total P&L (%) 1024.6128 844.5373 180.0755 27822.0931 29975.9983 -2153.9052
Avg Daily Profit (%) 0.4097 0.3377 0.072 0.2255 0.2285 0
Buy And Hold Return (%) 767.2559 767.2559 767.2559 767.2559 767.2559 767.2559
Max Trade Drawdown -84702 -26794 -72233 -7918747 -2542350 -12417692
Profit Factor 3.5822 5.8565 1.8079 2.0278 4.2779 0.8798
Total Trades 89 44 45 89 44 45
Winning Trades 47 22 25 47 22 25
Losing Trades 42 22 20 42 22 20
Profitability (%) 52.809 50 55.5556 52.809 50 55.5556
Ratio Avg Win / Avg Loss 3.2011 5.8565 1.4463 1.812 4.2779 0.7039
Largest Winning Trade 365075 365075 46782 16443844 16443844 2769985
Largest Losing Trade -72233 -16169 -72233 -7556586 -2225260 -7556586
Avg Bars in Trades 81 83 80 81 83 80
Avg Bars in Winners 106 107 106 106 107 106
Avg Bars in Losers 53 60 47 53 60 47
Bars Traded 7285 3682 3604 7285 3682 3604
Profit Streak 165.0678 165.0678 238.4011 165.0678 165.0678 238.4011
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42824 -115778 -258086 508399 596569 -578613

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546272000000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757583454870,
    "expiration_time": 1764059328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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": [
        [
            1024612.7815212137,
            844537.3311092451,
            180075.4504119683,
            27822093.10458322,
            29975998.290084474,
            -2153905.185501256
        ],
        [
            1024.612782,
            844.537331,
            180.07545,
            27822.093105,
            29975.99829,
            -2153.905186
        ],
        [
            0.409735,
            0.337724,
            0.072011,
            0.225474,
            0.228452,
            0
        ],
        [
            767.255875,
            767.255875,
            767.255875,
            767.255875,
            767.255875,
            767.255875
        ],
        [
            -84702,
            -26794,
            -72233,
            -7918747,
            -2542350,
            -12417692
        ],
        [
            3.582191,
            5.856465,
            1.807875,
            2.027755,
            4.277914,
            0.879844
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            52.808989,
            50,
            55.555556,
            52.808989,
            50,
            55.555556
        ],
        [
            3.201107,
            5.856465,
            1.4463,
            1.812036,
            4.277914,
            0.703875
        ],
        [
            365075,
            365075,
            46782,
            16443844,
            16443844,
            2769985
        ],
        [
            -72233,
            -16169,
            -72233,
            -7556586,
            -2225260,
            -7556586
        ],
        [
            81,
            83,
            80,
            81,
            83,
            80
        ],
        [
            106,
            107,
            106,
            106,
            107,
            106
        ],
        [
            53,
            60,
            47,
            53,
            60,
            47
        ],
        [
            7285,
            3682,
            3604,
            7285,
            3682,
            3604
        ],
        [
            165.067765,
            165.067765,
            238.401098,
            165.067765,
            165.067765,
            238.401098
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42824,
            -115778,
            -258086,
            508399,
            596569,
            -578613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546272000000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757583454870,
    "expiration_time": 1764059328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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)