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Trade: XRP/USDT/480/WMA/MIDPOINT/4387

Strategy
XRP/USDT/480/WMA/MIDPOINT/4387
Pair
XRP_USDT
Interval
8h
Score
698220
Daily Profit
0.274421
Profit Factor
7.687578
Profitability
54.117647
Streak
419.025247
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 11:36
Expiration Time
2025-11-22 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1155487.0113 936827.1532 218659.8581 94480443.4881 76948912.6898 17531530.7984
Total P&L (%) 1155.487 936.8272 218.6599 94480.4435 76948.9127 17531.5308
Avg Daily Profit (%) 0.4621 0.3747 0.0875 0.2744 0.2662 0.2071
Buy And Hold Return (%) 716.7111 716.7111 716.7111 716.7111 716.7111 716.7111
Max Trade Drawdown -122076 -105217 -34780 -5832531 -5185892 -1945093
Profit Factor 4.1495 4.8523 2.7677 7.6876 8.5713 5.4221
Total Trades 85 42 43 85 42 43
Winning Trades 46 22 24 46 22 24
Losing Trades 39 20 19 39 20 19
Profitability (%) 54.1176 52.381 55.814 54.1176 52.381 55.814
Ratio Avg Win / Avg Loss 3.518 4.4112 2.1911 6.5177 7.7921 4.2925
Largest Winning Trade 322498 322498 60829 42531453 42531453 8820610
Largest Losing Trade -43637 -43637 -20669 -2800837 -2800837 -1021069
Avg Bars in Trades 83 103 64 83 103 64
Avg Bars in Winners 108 115 102 108 115 102
Avg Bars in Losers 54 90 15 54 90 15
Bars Traded 7116 4357 2759 7116 4357 2759
Profit Streak 419.0252 430.3586 419.0252 419.0252 430.3586 419.0252
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366054 -51284 -234537 698220 678935 661145

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757320581338,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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": [
        [
            1155487.0113067315,
            936827.15322787,
            218659.8580788616,
            94480443.48811242,
            76948912.68976092,
            17531530.79835149
        ],
        [
            1155.487011,
            936.827153,
            218.659858,
            94480.443488,
            76948.91269,
            17531.530798
        ],
        [
            0.462134,
            0.374681,
            0.087452,
            0.274421,
            0.2662,
            0.207078
        ],
        [
            716.711061,
            716.711061,
            716.711061,
            716.711061,
            716.711061,
            716.711061
        ],
        [
            -122076,
            -105217,
            -34780,
            -5832531,
            -5185892,
            -1945093
        ],
        [
            4.149482,
            4.852318,
            2.767715,
            7.687578,
            8.571327,
            5.422071
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            54.117647,
            52.380952,
            55.813953,
            54.117647,
            52.380952,
            55.813953
        ],
        [
            3.518039,
            4.411198,
            2.191108,
            6.517729,
            7.792116,
            4.292473
        ],
        [
            322498,
            322498,
            60829,
            42531453,
            42531453,
            8820610
        ],
        [
            -43637,
            -43637,
            -20669,
            -2800837,
            -2800837,
            -1021069
        ],
        [
            83,
            103,
            64,
            83,
            103,
            64
        ],
        [
            108,
            115,
            102,
            108,
            115,
            102
        ],
        [
            54,
            90,
            15,
            54,
            90,
            15
        ],
        [
            7116,
            4357,
            2759,
            7116,
            4357,
            2759
        ],
        [
            419.025247,
            430.35858,
            419.025247,
            419.025247,
            430.35858,
            419.025247
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366054,
            -51284,
            -234537,
            698220,
            678935,
            661145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757320581338,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "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)