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Trade: XRP/USDT/480/SINWMA/WMA/5366

Strategy
XRP/USDT/480/SINWMA/WMA/5366
Pair
XRP_USDT
Interval
8h
Score
457779
Daily Profit
0.170426
Profit Factor
2.483791
Profitability
47.826087
Streak
174.498683
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 22:58
Expiration Time
2025-12-04 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 816680.2209 730483.8421 86196.3789 6338618.6489 6963967.5783 -625348.9294
Total P&L (%) 816.6802 730.4838 86.1964 6338.6186 6963.9676 -625.3489
Avg Daily Profit (%) 0.3266 0.2922 0.0345 0.1667 0.1704 0
Buy And Hold Return (%) 770.0995 770.0995 770.0995 770.0995 770.0995 770.0995
Max Trade Drawdown -72241 -69918 -58350 -2562642 -1985799 -1660560
Profit Factor 2.8793 4.2962 1.4048 1.6967 2.4838 0.858
Total Trades 93 46 47 93 46 47
Winning Trades 42 22 20 42 22 20
Losing Trades 51 24 27 51 24 27
Profitability (%) 45.1613 47.8261 42.5532 45.1613 47.8261 42.5532
Ratio Avg Win / Avg Loss 3.4963 4.6868 1.8964 2.0603 2.7096 1.1583
Largest Winning Trade 282496 282496 48605 3686247 3686247 882126
Largest Losing Trade -24550 -24550 -23624 -723184 -657010 -723184
Avg Bars in Trades 78 72 84 78 72 84
Avg Bars in Winners 109 103 116 109 103 116
Avg Bars in Losers 53 43 61 53 43 61
Bars Traded 7308 3315 3993 7308 3315 3993
Profit Streak 0 174.4987 0 0 174.4987 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 -133976 -149476 -313598 336039 457779 -581926

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758398286191,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "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": [
        [
            816680.2209493868,
            730483.8420909652,
            86196.3788584215,
            6338618.648889983,
            6963967.5783150615,
            -625348.9294250784
        ],
        [
            816.680221,
            730.483842,
            86.196379,
            6338.618649,
            6963.967578,
            -625.348929
        ],
        [
            0.326629,
            0.292155,
            0.034474,
            0.166713,
            0.170426,
            0
        ],
        [
            770.099473,
            770.099473,
            770.099473,
            770.099473,
            770.099473,
            770.099473
        ],
        [
            -72241,
            -69918,
            -58350,
            -2562642,
            -1985799,
            -1660560
        ],
        [
            2.879295,
            4.296225,
            1.404763,
            1.6967,
            2.483791,
            0.858027
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            45.16129,
            47.826087,
            42.553191,
            45.16129,
            47.826087,
            42.553191
        ],
        [
            3.496287,
            4.686791,
            1.89643,
            2.060279,
            2.709591,
            1.158336
        ],
        [
            282496,
            282496,
            48605,
            3686247,
            3686247,
            882126
        ],
        [
            -24550,
            -24550,
            -23624,
            -723184,
            -657010,
            -723184
        ],
        [
            78,
            72,
            84,
            78,
            72,
            84
        ],
        [
            109,
            103,
            116,
            109,
            103,
            116
        ],
        [
            53,
            43,
            61,
            53,
            43,
            61
        ],
        [
            7308,
            3315,
            3993,
            7308,
            3315,
            3993
        ],
        [
            0,
            174.498683,
            0,
            0,
            174.498683,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133976,
            -149476,
            -313598,
            336039,
            457779,
            -581926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758398286191,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 125,
            "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)