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Trade: XRP/USDT/480/WMA/MIDPOINT/3186

Strategy
XRP/USDT/480/WMA/MIDPOINT/3186
Pair
XRP_USDT
Interval
8h
Score
718064
Daily Profit
0.263960
Profit Factor
11.247312
Profitability
67.647059
Streak
113.651136
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 10:37
Expiration Time
2025-11-24 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1227481.9638 1004773.2503 222708.7134 81350589.9528 72764287.605 8586302.3478
Total P&L (%) 1227.482 1004.7733 222.7087 81350.59 72764.2876 8586.3023
Avg Daily Profit (%) 0.4909 0.4019 0.0891 0.2684 0.264 0.1787
Buy And Hold Return (%) 835.3315 835.3315 835.3315 835.3315 835.3315 835.3315
Max Trade Drawdown -72789 -66422 -72789 -2847144 -2794460 -2072921
Profit Factor 4.7078 7.1308 2.3323 7.8884 11.2473 2.8234
Total Trades 68 34 34 68 34 34
Winning Trades 45 23 22 45 23 22
Losing Trades 23 11 12 23 11 12
Profitability (%) 66.1765 67.6471 64.7059 66.1765 67.6471 64.7059
Ratio Avg Win / Avg Loss 2.4062 3.4104 1.2722 4.0318 5.3791 1.54
Largest Winning Trade 368123 368123 64097 41309106 41309106 4229773
Largest Losing Trade -72789 -44113 -72789 -2534180 -2534180 -2072921
Avg Bars in Trades 101 120 83 101 120 83
Avg Bars in Winners 120 126 113 120 126 113
Avg Bars in Losers 66 108 27 66 108 27
Bars Traded 6928 4094 2834 6928 4094 2834
Profit Streak 113.6511 113.6511 431.9845 113.6511 113.6511 431.9845
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112065 -81546 -233263 -93293 718064 593020

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757489858167,
    "expiration_time": 1763943264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "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": [
        [
            1227481.9637688326,
            1004773.2503229855,
            222708.7134458467,
            81350589.95275351,
            72764287.60497323,
            8586302.347780302
        ],
        [
            1227.481964,
            1004.77325,
            222.708713,
            81350.589953,
            72764.287605,
            8586.302348
        ],
        [
            0.490928,
            0.401856,
            0.089072,
            0.268428,
            0.26396,
            0.178709
        ],
        [
            835.331528,
            835.331528,
            835.331528,
            835.331528,
            835.331528,
            835.331528
        ],
        [
            -72789,
            -66422,
            -72789,
            -2847144,
            -2794460,
            -2072921
        ],
        [
            4.707821,
            7.13076,
            2.332295,
            7.888394,
            11.247312,
            2.823386
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            66.176471,
            67.647059,
            64.705882,
            66.176471,
            67.647059,
            64.705882
        ],
        [
            2.406219,
            3.410364,
            1.272161,
            4.031846,
            5.379149,
            1.540029
        ],
        [
            368123,
            368123,
            64097,
            41309106,
            41309106,
            4229773
        ],
        [
            -72789,
            -44113,
            -72789,
            -2534180,
            -2534180,
            -2072921
        ],
        [
            101,
            120,
            83,
            101,
            120,
            83
        ],
        [
            120,
            126,
            113,
            120,
            126,
            113
        ],
        [
            66,
            108,
            27,
            66,
            108,
            27
        ],
        [
            6928,
            4094,
            2834,
            6928,
            4094,
            2834
        ],
        [
            113.651136,
            113.651136,
            431.984469,
            113.651136,
            113.651136,
            431.98447
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112065,
            -81546,
            -233263,
            -93293,
            718064,
            593020
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757489858167,
    "expiration_time": 1763943264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "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)