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Trade: XRP/USDT/480/WMA/DCM/7138

Strategy
XRP/USDT/480/WMA/DCM/7138
Pair
XRP_USDT
Interval
8h
Score
700445
Daily Profit
0.170272
Profit Factor
5.554467
Profitability
69.230769
Streak
116.204491
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-07 23:54
Expiration Time
2025-11-21 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 668181.7804 592301.8238 75879.9566 3208232.0615 6936866.51 -3728634.4486
Total P&L (%) 668.1818 592.3018 75.88 3208.2321 6936.8665 -3728.6344
Avg Daily Profit (%) 0.2672 0.2369 0.0303 0.14 0.1703 0
Buy And Hold Return (%) 814.3985 814.3985 814.3985 814.3985 814.3985 814.3985
Max Trade Drawdown -84487 -62285 -107838 -3930759 -616185 -4149954
Profit Factor 2.5096 4.7648 1.266 1.3919 5.5545 0.4405
Total Trades 78 39 39 78 39 39
Winning Trades 51 27 24 51 27 24
Losing Trades 27 12 15 27 12 15
Profitability (%) 65.3846 69.2308 61.5385 65.3846 69.2308 61.5385
Ratio Avg Win / Avg Loss 1.3286 2.1177 0.7912 0.7369 2.4687 0.2753
Largest Winning Trade 159469 159469 47961 3758924 3758924 345916
Largest Losing Trade -68010 -47218 -68010 -3744400 -464601 -3744400
Avg Bars in Trades 88 102 74 88 102 74
Avg Bars in Winners 96 95 98 96 95 98
Avg Bars in Losers 72 117 35 72 117 35
Bars Traded 6882 3993 2889 6882 3993 2889
Profit Streak 52.5378 116.2045 0 52.5378 116.2045 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -189435 -146330 -318394 -44910 700445 -579261

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541260800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757278468060,
    "expiration_time": 1763741664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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": [
        [
            668181.7804194555,
            592301.8237892641,
            75879.9566301912,
            3208232.061452493,
            6936866.510024067,
            -3728634.448571576
        ],
        [
            668.18178,
            592.301824,
            75.879957,
            3208.232061,
            6936.86651,
            -3728.634449
        ],
        [
            0.267237,
            0.236889,
            0.030348,
            0.140039,
            0.170272,
            0
        ],
        [
            814.398497,
            814.398497,
            814.398497,
            814.398497,
            814.398497,
            814.398497
        ],
        [
            -84487,
            -62285,
            -107838,
            -3930759,
            -616185,
            -4149954
        ],
        [
            2.509603,
            4.764784,
            1.265971,
            1.391854,
            5.554467,
            0.4405
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            65.384615,
            69.230769,
            61.538462,
            65.384615,
            69.230769,
            61.538462
        ],
        [
            1.328613,
            2.117682,
            0.791232,
            0.736864,
            2.468652,
            0.275313
        ],
        [
            159469,
            159469,
            47961,
            3758924,
            3758924,
            345916
        ],
        [
            -68010,
            -47218,
            -68010,
            -3744400,
            -464601,
            -3744400
        ],
        [
            88,
            102,
            74,
            88,
            102,
            74
        ],
        [
            96,
            95,
            98,
            96,
            95,
            98
        ],
        [
            72,
            117,
            35,
            72,
            117,
            35
        ],
        [
            6882,
            3993,
            2889,
            6882,
            3993,
            2889
        ],
        [
            52.537825,
            116.204491,
            0,
            52.537825,
            116.204491,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -189435,
            -146330,
            -318394,
            -44910,
            700445,
            -579261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541260800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757260800000,
    "evaluation_time": 1757278468060,
    "expiration_time": 1763741664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 245,
            "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)