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Trade: XRP/USDT/480/WMA/DCM/3872

Strategy
XRP/USDT/480/WMA/DCM/3872
Pair
XRP_USDT
Interval
8h
Score
669162
Daily Profit
0.220251
Profit Factor
8.104095
Profitability
64.102564
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-17 05:22
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 924750.5932 730373.9542 194376.6391 31264105.6869 24392175.7077 6871929.9792
Total P&L (%) 924.7506 730.374 194.3766 31264.1057 24392.1757 6871.93
Avg Daily Profit (%) 0.3699 0.2921 0.0777 0.2302 0.2203 0.1699
Buy And Hold Return (%) 864.1213 864.1213 864.1213 864.1213 864.1213 864.1213
Max Trade Drawdown -99301 -84431 -65070 -2619676 -1784213 -1530945
Profit Factor 3.4629 4.5072 2.1624 5.6296 8.1041 3.0701
Total Trades 78 39 39 78 39 39
Winning Trades 48 25 23 48 25 23
Losing Trades 30 14 16 30 14 16
Profitability (%) 61.5385 64.1026 58.9744 61.5385 64.1026 58.9744
Ratio Avg Win / Avg Loss 2.1643 2.5241 1.5043 3.5185 4.5383 2.1357
Largest Winning Trade 177482 177482 51528 11167265 11167265 3098554
Largest Losing Trade -65070 -48901 -65070 -948159 -692667 -948159
Avg Bars in Trades 88 104 72 88 104 72
Avg Bars in Winners 105 100 109 105 100 109
Avg Bars in Losers 61 111 18 61 111 18
Bars Traded 6895 4078 2817 6895 4078 2817
Profit Streak 0 0 291.7659 0 0 291.7659
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164840 -147670 -248285 -20451 669162 582398

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": 1548316800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758075771811,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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": [
        [
            924750.5932497102,
            730373.9541742548,
            194376.6390754554,
            31264105.686888043,
            24392175.707696907,
            6871929.979191139
        ],
        [
            924.750593,
            730.373954,
            194.376639,
            31264.105687,
            24392.175708,
            6871.929979
        ],
        [
            0.369851,
            0.292111,
            0.07774,
            0.230164,
            0.220251,
            0.169901
        ],
        [
            864.121289,
            864.121289,
            864.121289,
            864.121289,
            864.121289,
            864.121289
        ],
        [
            -99301,
            -84431,
            -65070,
            -2619676,
            -1784213,
            -1530945
        ],
        [
            3.462892,
            4.507237,
            2.16236,
            5.629551,
            8.104095,
            3.070093
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            61.538462,
            64.102564,
            58.974359,
            61.538462,
            64.102564,
            58.974359
        ],
        [
            2.164308,
            2.524053,
            1.504251,
            3.51847,
            4.538293,
            2.135717
        ],
        [
            177482,
            177482,
            51528,
            11167265,
            11167265,
            3098554
        ],
        [
            -65070,
            -48901,
            -65070,
            -948159,
            -692667,
            -948159
        ],
        [
            88,
            104,
            72,
            88,
            104,
            72
        ],
        [
            105,
            100,
            109,
            105,
            100,
            109
        ],
        [
            61,
            111,
            18,
            61,
            111,
            18
        ],
        [
            6895,
            4078,
            2817,
            6895,
            4078,
            2817
        ],
        [
            0,
            0,
            291.765877,
            0,
            0,
            291.765877
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164840,
            -147670,
            -248285,
            -20451,
            669162,
            582398
        ]
    ]
}
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": 1548316800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758075771811,
    "expiration_time": 1764548064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "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)