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Trade: XRP/USDT/480/WMA/MIDPOINT/7499

Strategy
XRP/USDT/480/WMA/MIDPOINT/7499
Pair
XRP_USDT
Interval
8h
Score
699283
Daily Profit
0.237293
Profit Factor
14.665312
Profitability
59.375000
Streak
435.879884
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-14 00:07
Expiration Time
2025-11-27 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1095426.7345 901671.5074 193755.2271 43063422.5417 37367874.9576 5695547.5841
Total P&L (%) 1095.4267 901.6715 193.7552 43063.4225 37367.875 5695.5476
Avg Daily Profit (%) 0.4381 0.3606 0.0775 0.243 0.2373 0.1625
Buy And Hold Return (%) 950.9222 950.9222 950.9222 950.9222 950.9222 950.9222
Max Trade Drawdown -73772 -87434 -70958 -2362614 -1621951 -2362614
Profit Factor 4.3366 6.3831 2.2049 7.4724 14.6653 2.4534
Total Trades 64 32 32 64 32 32
Winning Trades 41 19 22 41 19 22
Losing Trades 23 13 10 23 13 10
Profitability (%) 64.0625 59.375 68.75 64.0625 59.375 68.75
Ratio Avg Win / Avg Loss 2.4327 4.3674 1.0022 4.1918 10.0342 1.1152
Largest Winning Trade 356404 356404 59673 17604493 17604493 3306795
Largest Losing Trade -70958 -30970 -70958 -2362614 -723286 -2362614
Avg Bars in Trades 108 136 80 108 136 80
Avg Bars in Winners 118 159 82 118 159 82
Avg Bars in Losers 91 102 76 91 102 76
Bars Traded 6945 4360 2585 6945 4360 2585
Profit Streak 431.2132 435.8799 431.2132 431.2132 435.8799 431.2132
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -241383 -145299 -248439 -123331 699283 516402

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757797622021,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "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": [
        [
            1095426.7345026303,
            901671.5073954674,
            193755.2271071627,
            43063422.541732185,
            37367874.95762289,
            5695547.584109287
        ],
        [
            1095.426735,
            901.671507,
            193.755227,
            43063.422542,
            37367.874958,
            5695.547584
        ],
        [
            0.438113,
            0.360621,
            0.077492,
            0.242966,
            0.237293,
            0.162497
        ],
        [
            950.922186,
            950.922186,
            950.922186,
            950.922186,
            950.922186,
            950.922186
        ],
        [
            -73772,
            -87434,
            -70958,
            -2362614,
            -1621951,
            -2362614
        ],
        [
            4.336634,
            6.383148,
            2.204916,
            7.472386,
            14.665312,
            2.453353
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            23,
            13,
            10,
            23,
            13,
            10
        ],
        [
            64.0625,
            59.375,
            68.75,
            64.0625,
            59.375,
            68.75
        ],
        [
            2.432746,
            4.367417,
            1.002234,
            4.191827,
            10.034161,
            1.115161
        ],
        [
            356404,
            356404,
            59673,
            17604493,
            17604493,
            3306795
        ],
        [
            -70958,
            -30970,
            -70958,
            -2362614,
            -723286,
            -2362614
        ],
        [
            108,
            136,
            80,
            108,
            136,
            80
        ],
        [
            118,
            159,
            82,
            118,
            159,
            82
        ],
        [
            91,
            102,
            76,
            91,
            102,
            76
        ],
        [
            6945,
            4360,
            2585,
            6945,
            4360,
            2585
        ],
        [
            431.213218,
            435.879884,
            431.213218,
            431.213218,
            435.879884,
            431.213218
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -241383,
            -145299,
            -248439,
            -123331,
            699283,
            516402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757797622021,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "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)