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Trade: XRP/USDT/480/WMA/MIDPRICE/5360

Strategy
XRP/USDT/480/WMA/MIDPRICE/5360
Pair
XRP_USDT
Interval
8h
Score
684642
Daily Profit
0.259219
Profit Factor
6.086725
Profitability
60.526316
Streak
131.532922
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 23:47
Expiration Time
2025-11-29 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1130391.2601 908975.8701 221415.3899 76276524.7249 64639366.5088 11637158.2161
Total P&L (%) 1130.3913 908.9759 221.4154 76276.5247 64639.3665 11637.1582
Avg Daily Profit (%) 0.4521 0.3635 0.0886 0.2658 0.2592 0.1908
Buy And Hold Return (%) 824.4396 824.4396 824.4396 824.4396 824.4396 824.4396
Max Trade Drawdown -84675 -63040 -41945 -12170294 -7599132 -4994328
Profit Factor 4.4645 5.6846 2.6743 5.0277 6.0867 2.8678
Total Trades 77 38 39 77 38 39
Winning Trades 46 23 23 46 23 23
Losing Trades 31 15 16 31 15 16
Profitability (%) 59.7403 60.5263 58.9744 59.7403 60.5263 58.9744
Ratio Avg Win / Avg Loss 3.0087 3.7073 1.8604 3.3883 3.9696 1.995
Largest Winning Trade 350292 350292 53094 37197683 37197683 4040388
Largest Losing Trade -37012 -37012 -23749 -3645563 -3645563 -2040084
Avg Bars in Trades 89 115 64 89 115 64
Avg Bars in Winners 105 118 92 105 118 92
Avg Bars in Losers 64 110 22 64 110 22
Bars Traded 6868 4371 2497 6868 4371 2497
Profit Streak 94.1996 131.5329 94.1996 94.1996 131.5329 94.1996
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76507 -114199 -233667 -27362 684642 546370

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1547539200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757969244489,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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": [
        [
            1130391.2600703132,
            908975.8701421228,
            221415.3899281906,
            76276524.72489867,
            64639366.508789,
            11637158.216109667
        ],
        [
            1130.39126,
            908.97587,
            221.41539,
            76276.524725,
            64639.366509,
            11637.158216
        ],
        [
            0.452097,
            0.363542,
            0.088554,
            0.265848,
            0.259219,
            0.19077
        ],
        [
            824.439635,
            824.439635,
            824.439635,
            824.439635,
            824.439635,
            824.439635
        ],
        [
            -84675,
            -63040,
            -41945,
            -12170294,
            -7599132,
            -4994328
        ],
        [
            4.464479,
            5.684551,
            2.674302,
            5.027728,
            6.086725,
            2.867805
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            59.74026,
            60.526316,
            58.974359,
            59.74026,
            60.526316,
            58.974359
        ],
        [
            3.00867,
            3.707316,
            1.860384,
            3.388252,
            3.969603,
            1.994995
        ],
        [
            350292,
            350292,
            53094,
            37197683,
            37197683,
            4040388
        ],
        [
            -37012,
            -37012,
            -23749,
            -3645563,
            -3645563,
            -2040084
        ],
        [
            89,
            115,
            64,
            89,
            115,
            64
        ],
        [
            105,
            118,
            92,
            105,
            118,
            92
        ],
        [
            64,
            110,
            22,
            64,
            110,
            22
        ],
        [
            6868,
            4371,
            2497,
            6868,
            4371,
            2497
        ],
        [
            94.199589,
            131.532922,
            94.199589,
            94.199589,
            131.532922,
            94.199589
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76507,
            -114199,
            -233667,
            -27362,
            684642,
            546370
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1547539200000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757969244489,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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)