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Trade: XRP/USDT/480/WMA/MIDPRICE/9301

Strategy
XRP/USDT/480/WMA/MIDPRICE/9301
Pair
XRP_USDT
Interval
8h
Score
684609
Daily Profit
0.220792
Profit Factor
6.654053
Profitability
57.142857
Streak
434.154671
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 06:42
Expiration Time
2025-11-26 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1018624.006 831037.9151 187586.0908 27429731.6866 24725032.3501 2704699.3365
Total P&L (%) 1018.624 831.0379 187.5861 27429.7317 24725.0324 2704.6993
Avg Daily Profit (%) 0.4074 0.3324 0.075 0.2249 0.2208 0.1334
Buy And Hold Return (%) 886.825 886.825 886.825 886.825 886.825 886.825
Max Trade Drawdown -91646 -89506 -66791 -2399357 -2118803 -1699557
Profit Factor 3.8183 5.3234 2.1086 4.3062 6.6541 1.6894
Total Trades 70 35 35 70 35 35
Winning Trades 43 20 23 43 20 23
Losing Trades 27 15 12 27 15 12
Profitability (%) 61.4286 57.1429 65.7143 61.4286 57.1429 65.7143
Ratio Avg Win / Avg Loss 2.3975 3.9925 1.1001 2.7039 4.9905 0.8814
Largest Winning Trade 320650 320650 50913 11316140 11316140 2091130
Largest Losing Trade -66791 -43400 -66791 -1699557 -897576 -1699557
Avg Bars in Trades 96 116 75 96 116 75
Avg Bars in Winners 118 141 98 118 141 98
Avg Bars in Losers 61 84 32 61 84 32
Bars Traded 6734 4091 2643 6734 4091 2643
Profit Streak 431.8213 434.1547 431.8213 431.8213 434.1547 431.8213
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -198408 -146303 -252286 -80069 684609 -13764

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548576000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757648563538,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            1018624.0059575653,
            831037.9151167735,
            187586.0908407915,
            27429731.686570413,
            24725032.350091204,
            2704699.3364792094
        ],
        [
            1018.624006,
            831.037915,
            187.586091,
            27429.731687,
            24725.03235,
            2704.699336
        ],
        [
            0.407396,
            0.332371,
            0.075025,
            0.224937,
            0.220792,
            0.133427
        ],
        [
            886.824984,
            886.824984,
            886.824984,
            886.824984,
            886.824984,
            886.824984
        ],
        [
            -91646,
            -89506,
            -66791,
            -2399357,
            -2118803,
            -1699557
        ],
        [
            3.818261,
            5.323353,
            2.108558,
            4.306249,
            6.654053,
            1.689384
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            61.428571,
            57.142857,
            65.714286,
            61.428571,
            57.142857,
            65.714286
        ],
        [
            2.397513,
            3.992515,
            1.100117,
            2.703924,
            4.99054,
            0.881418
        ],
        [
            320650,
            320650,
            50913,
            11316140,
            11316140,
            2091130
        ],
        [
            -66791,
            -43400,
            -66791,
            -1699557,
            -897576,
            -1699557
        ],
        [
            96,
            116,
            75,
            96,
            116,
            75
        ],
        [
            118,
            141,
            98,
            118,
            141,
            98
        ],
        [
            61,
            84,
            32,
            61,
            84,
            32
        ],
        [
            6734,
            4091,
            2643,
            6734,
            4091,
            2643
        ],
        [
            431.821337,
            434.15467,
            431.821337,
            431.821337,
            434.154671,
            431.821337
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -198408,
            -146303,
            -252286,
            -80069,
            684609,
            -13764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548576000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757648563538,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)