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Trade: XRP/USDT/480/WMA/MIDPRICE/6185

Strategy
XRP/USDT/480/WMA/MIDPRICE/6185
Pair
XRP_USDT
Interval
8h
Score
528483
Daily Profit
0.163912
Profit Factor
3.151756
Profitability
53.846154
Streak
129.505840
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 15:08
Expiration Time
2025-11-27 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 836903.0519 730784.4824 106118.5695 6369514.2595 5903888.8306 465625.4289
Total P&L (%) 836.9031 730.7845 106.1186 6369.5143 5903.8888 465.6254
Avg Daily Profit (%) 0.3347 0.2923 0.0424 0.1669 0.1639 0.0693
Buy And Hold Return (%) 873.1241 873.1241 873.1241 873.1241 873.1241 873.1241
Max Trade Drawdown -97175 -94005 -55714 -1932233 -1109946 -974471
Profit Factor 3.3676 4.2331 1.8326 2.4991 3.1518 1.3094
Total Trades 79 39 40 79 39 40
Winning Trades 37 21 16 37 21 16
Losing Trades 42 18 24 42 18 24
Profitability (%) 46.8354 53.8462 40 46.8354 53.8462 40
Ratio Avg Win / Avg Loss 3.8227 3.6284 2.749 2.8368 2.7015 1.964
Largest Winning Trade 363863 363863 34998 3873943 3873943 381440
Largest Losing Trade -44625 -44055 -44625 -715591 -471479 -715591
Avg Bars in Trades 86 117 56 86 117 56
Avg Bars in Winners 116 132 96 116 132 96
Avg Bars in Losers 60 99 30 60 99 30
Bars Traded 6847 4575 2272 6847 4575 2272
Profit Streak 0 129.5058 0 0 129.5058 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -182657 -148632 -302378 -19989 528483 -268759

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541750400000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757765304568,
    "expiration_time": 1764231264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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": [
        [
            836903.05188762,
            730784.4823777205,
            106118.5695098993,
            6369514.259511793,
            5903888.830570502,
            465625.4289412902
        ],
        [
            836.903052,
            730.784482,
            106.11857,
            6369.51426,
            5903.888831,
            465.625429
        ],
        [
            0.334717,
            0.292275,
            0.042442,
            0.166905,
            0.163912,
            0.069325
        ],
        [
            873.124059,
            873.124059,
            873.124059,
            873.124059,
            873.124059,
            873.124059
        ],
        [
            -97175,
            -94005,
            -55714,
            -1932233,
            -1109946,
            -974471
        ],
        [
            3.367605,
            4.233084,
            1.832645,
            2.499102,
            3.151756,
            1.309359
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            46.835443,
            53.846154,
            40,
            46.835443,
            53.846154,
            40
        ],
        [
            3.822687,
            3.628358,
            2.748967,
            2.836819,
            2.701505,
            1.964038
        ],
        [
            363863,
            363863,
            34998,
            3873943,
            3873943,
            381440
        ],
        [
            -44625,
            -44055,
            -44625,
            -715591,
            -471479,
            -715591
        ],
        [
            86,
            117,
            56,
            86,
            117,
            56
        ],
        [
            116,
            132,
            96,
            116,
            132,
            96
        ],
        [
            60,
            99,
            30,
            60,
            99,
            30
        ],
        [
            6847,
            4575,
            2272,
            6847,
            4575,
            2272
        ],
        [
            0,
            129.50584,
            0,
            0,
            129.50584,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -182657,
            -148632,
            -302378,
            -19989,
            528483,
            -268759
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541750400000,
    "first_datapoint_time": 1547308800000,
    "last_datapoint_time": 1757750400000,
    "evaluation_time": 1757765304568,
    "expiration_time": 1764231264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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)