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Trade: XRP/USDT/480/WMA/DCM/5215

Strategy
XRP/USDT/480/WMA/DCM/5215
Pair
XRP_USDT
Interval
8h
Score
674797
Daily Profit
0.188970
Profit Factor
7.047648
Profitability
57.142857
Streak
444.261027
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 09:15
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 908981.1367 753535.6738 155445.463 12895873.6321 11121540.5688 1774333.0633
Total P&L (%) 908.9811 753.5357 155.4455 12895.8736 11121.5406 1774.3331
Avg Daily Profit (%) 0.3635 0.3014 0.0622 0.1949 0.189 0.1173
Buy And Hold Return (%) 788.0789 788.0789 788.0789 788.0789 788.0789 788.0789
Max Trade Drawdown -89565 -72400 -66791 -1747977 -1162474 -731483
Profit Factor 3.5506 5.2162 1.875 4.9488 7.0476 2.2436
Total Trades 71 35 36 71 35 36
Winning Trades 43 20 23 43 20 23
Losing Trades 28 15 13 28 15 13
Profitability (%) 60.5634 57.1429 63.8889 60.5634 57.1429 63.8889
Ratio Avg Win / Avg Loss 2.312 3.9122 1.0598 3.2225 5.2857 1.2681
Largest Winning Trade 342713 342713 46061 5582711 5582711 633519
Largest Losing Trade -66791 -47423 -66791 -520664 -377410 -520664
Avg Bars in Trades 96 119 75 96 119 75
Avg Bars in Winners 110 116 105 110 116 105
Avg Bars in Losers 76 123 21 76 123 21
Bars Traded 6880 4176 2704 6880 4176 2704
Profit Streak 442.261 444.261 442.261 442.261 444.261 442.261
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -190082 -146647 -270088 -72450 674797 -34905

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": 1548259200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521752704,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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": [
        [
            908981.1367118721,
            753535.6737529645,
            155445.4629589079,
            12895873.632050196,
            11121540.56875491,
            1774333.0632952864
        ],
        [
            908.981137,
            753.535674,
            155.445463,
            12895.873632,
            11121.540569,
            1774.333063
        ],
        [
            0.363544,
            0.301374,
            0.06217,
            0.194853,
            0.18897,
            0.117287
        ],
        [
            788.078943,
            788.078943,
            788.078943,
            788.078943,
            788.078943,
            788.078943
        ],
        [
            -89565,
            -72400,
            -66791,
            -1747977,
            -1162474,
            -731483
        ],
        [
            3.550628,
            5.216217,
            1.874999,
            4.948808,
            7.047648,
            2.243594
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            60.56338,
            57.142857,
            63.888889,
            60.56338,
            57.142857,
            63.888889
        ],
        [
            2.312037,
            3.912163,
            1.059782,
            3.222479,
            5.285736,
            1.268119
        ],
        [
            342713,
            342713,
            46061,
            5582711,
            5582711,
            633519
        ],
        [
            -66791,
            -47423,
            -66791,
            -520664,
            -377410,
            -520664
        ],
        [
            96,
            119,
            75,
            96,
            119,
            75
        ],
        [
            110,
            116,
            105,
            110,
            116,
            105
        ],
        [
            76,
            123,
            21,
            76,
            123,
            21
        ],
        [
            6880,
            4176,
            2704,
            6880,
            4176,
            2704
        ],
        [
            442.261027,
            444.261027,
            442.261027,
            442.261027,
            444.261027,
            442.261027
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190082,
            -146647,
            -270088,
            -72450,
            674797,
            -34905
        ]
    ]
}
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": 1548259200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758521752704,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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)