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Trade: XRP/USDT/480/WMA/MIDPRICE/4862

Strategy
XRP/USDT/480/WMA/MIDPRICE/4862
Pair
XRP_USDT
Interval
8h
Score
726645
Daily Profit
0.197820
Profit Factor
8.367471
Profitability
66.666667
Streak
445.542582
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 16:01
Expiration Time
2025-12-07 10:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857014.5433 694723.1746 162291.3686 17684809.7359 13913157.5756 3771652.1603
Total P&L (%) 857.0145 694.7232 162.2914 17684.8097 13913.1576 3771.6522
Avg Daily Profit (%) 0.3427 0.2778 0.0649 0.2074 0.1978 0.1463
Buy And Hold Return (%) 776.3866 776.3866 776.3866 776.3866 776.3866 776.3866
Max Trade Drawdown -93231 -83713 -49791 -1254272 -702327 -1254272
Profit Factor 2.9641 3.8511 1.8423 4.8047 8.3675 2.3667
Total Trades 91 45 46 91 45 46
Winning Trades 54 30 24 54 30 24
Losing Trades 37 15 22 37 15 22
Profitability (%) 59.3407 66.6667 52.1739 59.3407 66.6667 52.1739
Ratio Avg Win / Avg Loss 2.0309 1.9255 1.6888 3.2921 4.1837 2.1695
Largest Winning Trade 203971 203971 52087 4547020 4547020 2983398
Largest Losing Trade -51055 -51055 -33968 -1254272 -348176 -1254272
Avg Bars in Trades 75 92 58 75 92 58
Avg Bars in Winners 91 94 88 91 94 88
Avg Bars in Losers 51 88 26 51 88 26
Bars Traded 6857 4148 2709 6857 4148 2709
Profit Streak 74.8759 445.5426 74.8759 74.8759 445.5426 74.8759
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116131 -146485 -267653 654172 726645 238941

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547193600000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758632479065,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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": [
        [
            857014.5432673005,
            694723.1746241512,
            162291.368643149,
            17684809.73590678,
            13913157.575576564,
            3771652.1603302164
        ],
        [
            857.014543,
            694.723175,
            162.291369,
            17684.809736,
            13913.157576,
            3771.65216
        ],
        [
            0.342669,
            0.277778,
            0.064891,
            0.207369,
            0.19782,
            0.146299
        ],
        [
            776.386591,
            776.386591,
            776.386591,
            776.386591,
            776.386591,
            776.386591
        ],
        [
            -93231,
            -83713,
            -49791,
            -1254272,
            -702327,
            -1254272
        ],
        [
            2.964068,
            3.851074,
            1.842302,
            4.804681,
            8.367471,
            2.366682
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            59.340659,
            66.666667,
            52.173913,
            59.340659,
            66.666667,
            52.173913
        ],
        [
            2.030936,
            1.925537,
            1.688777,
            3.292096,
            4.183736,
            2.169459
        ],
        [
            203971,
            203971,
            52087,
            4547020,
            4547020,
            2983398
        ],
        [
            -51055,
            -51055,
            -33968,
            -1254272,
            -348176,
            -1254272
        ],
        [
            75,
            92,
            58,
            75,
            92,
            58
        ],
        [
            91,
            94,
            88,
            91,
            94,
            88
        ],
        [
            51,
            88,
            26,
            51,
            88,
            26
        ],
        [
            6857,
            4148,
            2709,
            6857,
            4148,
            2709
        ],
        [
            74.875915,
            445.542582,
            74.875915,
            74.875915,
            445.542582,
            74.875915
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116131,
            -146485,
            -267653,
            654172,
            726645,
            238941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547193600000,
    "last_datapoint_time": 1758614400000,
    "evaluation_time": 1758632479065,
    "expiration_time": 1765096992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 162,
            "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)