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Trade: XRP/USDT/480/WMA/DCM/6389

Strategy
XRP/USDT/480/WMA/DCM/6389
Pair
XRP_USDT
Interval
8h
Score
519631
Daily Profit
0.174511
Profit Factor
3.066867
Profitability
51.282051
Streak
132.494727
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 22:52
Expiration Time
2025-11-26 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848466.8972 727525.1435 120941.7537 8316341.0052 7722213.9717 594127.0335
Total P&L (%) 848.4669 727.5251 120.9418 8316.341 7722.214 594.127
Avg Daily Profit (%) 0.3393 0.291 0.0484 0.1774 0.1745 0.0775
Buy And Hold Return (%) 754.3043 754.3043 754.3043 754.3043 754.3043 754.3043
Max Trade Drawdown -107953 -78529 -62000 -3311491 -1791124 -1967652
Profit Factor 3.2801 4.4252 1.7572 2.3046 3.0669 1.2252
Total Trades 79 39 40 79 39 40
Winning Trades 38 20 18 38 20 18
Losing Trades 41 19 22 41 19 22
Profitability (%) 48.1013 51.2821 45 48.1013 51.2821 45
Ratio Avg Win / Avg Loss 3.539 4.2039 2.1477 2.4865 2.9135 1.4974
Largest Winning Trade 353323 353323 43326 5375552 5375552 590917
Largest Losing Trade -45762 -45762 -44625 -1044431 -670626 -1044431
Avg Bars in Trades 86 115 59 86 115 59
Avg Bars in Winners 109 125 92 109 125 92
Avg Bars in Losers 65 104 31 65 104 31
Bars Traded 6849 4489 2360 6849 4489 2360
Profit Streak 95.1614 132.4947 95.1614 95.1614 132.4947 95.1614
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142498 -148833 -292115 -18824 519631 -256539

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1546934400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757706744372,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "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": [
        [
            848466.897183226,
            727525.1434542667,
            120941.7537289593,
            8316341.00515753,
            7722213.971687527,
            594127.0334700033
        ],
        [
            848.466897,
            727.525143,
            120.941754,
            8316.341005,
            7722.213972,
            594.127033
        ],
        [
            0.339342,
            0.290972,
            0.04837,
            0.177444,
            0.174511,
            0.077519
        ],
        [
            754.30427,
            754.30427,
            754.30427,
            754.30427,
            754.30427,
            754.30427
        ],
        [
            -107953,
            -78529,
            -62000,
            -3311491,
            -1791124,
            -1967652
        ],
        [
            3.280084,
            4.425204,
            1.757224,
            2.30456,
            3.066867,
            1.225165
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            48.101266,
            51.282051,
            45,
            48.101266,
            51.282051,
            45
        ],
        [
            3.539038,
            4.203944,
            2.147718,
            2.486499,
            2.913523,
            1.497424
        ],
        [
            353323,
            353323,
            43326,
            5375552,
            5375552,
            590917
        ],
        [
            -45762,
            -45762,
            -44625,
            -1044431,
            -670626,
            -1044431
        ],
        [
            86,
            115,
            59,
            86,
            115,
            59
        ],
        [
            109,
            125,
            92,
            109,
            125,
            92
        ],
        [
            65,
            104,
            31,
            65,
            104,
            31
        ],
        [
            6849,
            4489,
            2360,
            6849,
            4489,
            2360
        ],
        [
            95.161393,
            132.494726,
            95.161393,
            95.161393,
            132.494727,
            95.161393
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142498,
            -148833,
            -292115,
            -18824,
            519631,
            -256539
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541692800000,
    "first_datapoint_time": 1546934400000,
    "last_datapoint_time": 1757692800000,
    "evaluation_time": 1757706744372,
    "expiration_time": 1764173664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 183,
            "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)