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Trade: XRP/USDT/480/WMA/MIDPRICE/3273

Strategy
XRP/USDT/480/WMA/MIDPRICE/3273
Pair
XRP_USDT
Interval
8h
Score
356614
Daily Profit
0.158249
Profit Factor
1.459229
Profitability
51.376147
Streak
65.441212
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-14 05:35
Expiration Time
2025-11-28 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799923.9065 707211.0855 92712.821 5112346.4255 6272915.6345 -1160569.209
Total P&L (%) 799.9239 707.2111 92.7128 5112.3464 6272.9156 -1160.5692
Avg Daily Profit (%) 0.3199 0.2828 0.0371 0.1582 0.1663 0
Buy And Hold Return (%) 775.4811 775.4811 775.4811 775.4811 775.4811 775.4811
Max Trade Drawdown -104396 -60103 -99395 -3681218 -2020707 -4107340
Profit Factor 2.5209 3.3888 1.4033 1.4592 2.1525 0.796
Total Trades 109 54 55 109 54 55
Winning Trades 56 30 26 56 30 26
Losing Trades 53 24 29 53 24 29
Profitability (%) 51.3761 55.5556 47.2727 51.3761 55.5556 47.2727
Ratio Avg Win / Avg Loss 2.3859 2.711 1.5652 1.3811 1.722 0.8879
Largest Winning Trade 276501 276501 49989 4609834 4609834 1048861
Largest Losing Trade -45762 -45762 -33175 -2082409 -765082 -2082409
Avg Bars in Trades 62 81 43 62 81 43
Avg Bars in Winners 74 84 62 74 84 62
Avg Bars in Losers 50 78 26 50 78 26
Bars Traded 6825 4409 2416 6825 4409 2416
Profit Streak 65.4412 145.7745 65.4412 65.4412 145.7745 65.4412
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140663 -328924 -487875 356614 -166528 -761335

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1546099200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757817320734,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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": [
        [
            799923.9065240482,
            707211.0855296544,
            92712.8209943936,
            5112346.425514225,
            6272915.634510387,
            -1160569.2089961623
        ],
        [
            799.923907,
            707.211086,
            92.712821,
            5112.346426,
            6272.915635,
            -1160.569209
        ],
        [
            0.319927,
            0.282847,
            0.03708,
            0.158249,
            0.166302,
            0
        ],
        [
            775.481134,
            775.481134,
            775.481134,
            775.481134,
            775.481134,
            775.481134
        ],
        [
            -104396,
            -60103,
            -99395,
            -3681218,
            -2020707,
            -4107340
        ],
        [
            2.520901,
            3.388755,
            1.403282,
            1.459229,
            2.152462,
            0.796012
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            51.376147,
            55.555556,
            47.272727,
            51.376147,
            55.555556,
            47.272727
        ],
        [
            2.385852,
            2.711004,
            1.565199,
            1.381056,
            1.721969,
            0.88786
        ],
        [
            276501,
            276501,
            49989,
            4609834,
            4609834,
            1048861
        ],
        [
            -45762,
            -45762,
            -33175,
            -2082409,
            -765082,
            -2082409
        ],
        [
            62,
            81,
            43,
            62,
            81,
            43
        ],
        [
            74,
            84,
            62,
            74,
            84,
            62
        ],
        [
            50,
            78,
            26,
            50,
            78,
            26
        ],
        [
            6825,
            4409,
            2416,
            6825,
            4409,
            2416
        ],
        [
            65.441212,
            145.774545,
            65.441212,
            65.441212,
            145.774546,
            65.441212
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140663,
            -328924,
            -487875,
            356614,
            -166528,
            -761335
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1546099200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757817320734,
    "expiration_time": 1764288864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 147,
            "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)