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Trade: XRP/USDT/480/WMA/DCM/1473

Strategy
XRP/USDT/480/WMA/DCM/1473
Pair
XRP_USDT
Interval
8h
Score
622379
Daily Profit
0.158723
Profit Factor
4.341865
Profitability
63.636364
Streak
133.537032
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 07:53
Expiration Time
2025-12-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 651979.5032 569628.5754 82350.9278 2881598.0256 5174398.9172 -2292800.8916
Total P&L (%) 651.9795 569.6286 82.3509 2881.598 5174.3989 -2292.8009
Avg Daily Profit (%) 0.2608 0.2278 0.0329 0.1359 0.1587 0
Buy And Hold Return (%) 826.9072 826.9072 826.9072 826.9072 826.9072 826.9072
Max Trade Drawdown -72279 -69479 -80113 -2936412 -766741 -3577113
Profit Factor 2.447 4.8019 1.2738 1.4324 4.3419 0.5518
Total Trades 89 44 45 89 44 45
Winning Trades 53 28 25 53 28 25
Losing Trades 36 16 20 36 16 20
Profitability (%) 59.5506 63.6364 55.5556 59.5506 63.6364 55.5556
Ratio Avg Win / Avg Loss 1.6621 2.7439 1.0191 0.973 2.4811 0.4414
Largest Winning Trade 163528 163528 42839 2965307 2965307 455680
Largest Losing Trade -66218 -51858 -66218 -2936412 -362878 -2936412
Avg Bars in Trades 78 92 65 78 92 65
Avg Bars in Winners 87 79 95 87 79 95
Avg Bars in Losers 66 115 26 66 115 26
Bars Traded 7020 4089 2931 7020 4089 2931
Profit Streak 66.8704 133.537 66.8704 66.8704 133.537 66.8704
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150111 -147066 -313400 -12229 622379 -579433

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758516799528,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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": [
        [
            651979.5032007273,
            569628.5754440051,
            82350.9277567219,
            2881598.025592233,
            5174398.917198993,
            -2292800.891606761
        ],
        [
            651.979503,
            569.628575,
            82.350928,
            2881.598026,
            5174.398917,
            -2292.800892
        ],
        [
            0.260757,
            0.227821,
            0.032936,
            0.135876,
            0.158723,
            0
        ],
        [
            826.90722,
            826.90722,
            826.90722,
            826.90722,
            826.90722,
            826.90722
        ],
        [
            -72279,
            -69479,
            -80113,
            -2936412,
            -766741,
            -3577113
        ],
        [
            2.447036,
            4.80185,
            1.273834,
            1.432418,
            4.341865,
            0.551798
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            59.550562,
            63.636364,
            55.555556,
            59.550562,
            63.636364,
            55.555556
        ],
        [
            1.662138,
            2.743914,
            1.019067,
            0.972963,
            2.481066,
            0.441439
        ],
        [
            163528,
            163528,
            42839,
            2965307,
            2965307,
            455680
        ],
        [
            -66218,
            -51858,
            -66218,
            -2936412,
            -362878,
            -2936412
        ],
        [
            78,
            92,
            65,
            78,
            92,
            65
        ],
        [
            87,
            79,
            95,
            87,
            79,
            95
        ],
        [
            66,
            115,
            26,
            66,
            115,
            26
        ],
        [
            7020,
            4089,
            2931,
            7020,
            4089,
            2931
        ],
        [
            66.870365,
            133.537031,
            66.870365,
            66.870365,
            133.537032,
            66.870365
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150111,
            -147066,
            -313400,
            -12229,
            622379,
            -579433
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548489600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758516799528,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 209,
            "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)