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Trade: XRP/USDT/480/WMA/MIDPRICE/4055

Strategy
XRP/USDT/480/WMA/MIDPRICE/4055
Pair
XRP_USDT
Interval
8h
Score
694535
Daily Profit
0.234181
Profit Factor
7.506611
Profitability
58.333333
Streak
444.734864
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-22 20:38
Expiration Time
2025-12-06 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1070214.9099 866817.8141 203397.0958 39621242.8204 34597576.0995 5023666.7208
Total P&L (%) 1070.2149 866.8178 203.3971 39621.2428 34597.5761 5023.6667
Avg Daily Profit (%) 0.428 0.3466 0.0813 0.2396 0.2342 0.1575
Buy And Hold Return (%) 816.7762 816.7762 816.7762 816.7762 816.7762 816.7762
Max Trade Drawdown -82015 -70913 -77133 -3625212 -2611264 -1428811
Profit Factor 4.052 5.8466 2.1839 5.0996 7.5066 2.1556
Total Trades 72 36 36 72 36 36
Winning Trades 45 21 24 45 21 24
Losing Trades 27 15 12 27 15 12
Profitability (%) 62.5 58.3333 66.6667 62.5 58.3333 66.6667
Ratio Avg Win / Avg Loss 2.4312 4.1761 1.0919 3.0598 5.3619 1.0778
Largest Winning Trade 354882 354882 51346 18010811 18010811 1788693
Largest Losing Trade -63203 -41718 -63203 -1355899 -1355899 -1134348
Avg Bars in Trades 93 111 75 93 111 75
Avg Bars in Winners 107 118 97 107 118 97
Avg Bars in Losers 70 103 30 70 103 30
Bars Traded 6734 4026 2708 6734 4026 2708
Profit Streak 443.0682 444.7349 443.0682 443.0682 444.7349 443.0682
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -132625 -126575 -243594 -64224 694535 489404

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1549641600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562692230,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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": [
        [
            1070214.9099194612,
            866817.814146459,
            203397.0957730018,
            39621242.82037733,
            34597576.0995342,
            5023666.72084313
        ],
        [
            1070.21491,
            866.817814,
            203.397096,
            39621.24282,
            34597.5761,
            5023.666721
        ],
        [
            0.427971,
            0.346634,
            0.081337,
            0.239601,
            0.234181,
            0.15754
        ],
        [
            816.776158,
            816.776158,
            816.776158,
            816.776158,
            816.776158,
            816.776158
        ],
        [
            -82015,
            -70913,
            -77133,
            -3625212,
            -2611264,
            -1428811
        ],
        [
            4.052019,
            5.846567,
            2.183876,
            5.099637,
            7.506611,
            2.155589
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            62.5,
            58.333333,
            66.666667,
            62.5,
            58.333333,
            66.666667
        ],
        [
            2.431211,
            4.176119,
            1.091938,
            3.059782,
            5.361865,
            1.077795
        ],
        [
            354882,
            354882,
            51346,
            18010811,
            18010811,
            1788693
        ],
        [
            -63203,
            -41718,
            -63203,
            -1355899,
            -1355899,
            -1134348
        ],
        [
            93,
            111,
            75,
            93,
            111,
            75
        ],
        [
            107,
            118,
            97,
            107,
            118,
            97
        ],
        [
            70,
            103,
            30,
            70,
            103,
            30
        ],
        [
            6734,
            4026,
            2708,
            6734,
            4026,
            2708
        ],
        [
            443.068197,
            444.734864,
            443.068197,
            443.068197,
            444.734864,
            443.068197
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132625,
            -126575,
            -243594,
            -64224,
            694535,
            489404
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1549641600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562692230,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 248,
            "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)