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Trade: XRP/USDT/720/ALMA/WMA/3731

Strategy
XRP/USDT/720/ALMA/WMA/3731
Pair
XRP_USDT
Interval
12h
Score
740952
Daily Profit
0.216840
Profit Factor
6.829541
Profitability
69.444444
Streak
163.915100
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 00:57
Expiration Time
2025-12-05 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 983189.7838 812059.1693 171130.6145 21370392.0892 22402341.5535 -1031949.4643
Total P&L (%) 983.1898 812.0592 171.1306 21370.3921 22402.3416 -1031.9495
Avg Daily Profit (%) 0.3932 0.3248 0.0684 0.215 0.2168 0
Buy And Hold Return (%) 886.5398 886.5398 886.5398 886.5398 886.5398 886.5398
Max Trade Drawdown -84667 -54742 -72728 -4548870 -1771036 -4353955
Profit Factor 3.9262 8.2361 1.7647 2.6137 6.8295 0.8902
Total Trades 73 36 37 73 36 37
Winning Trades 49 25 24 49 25 24
Losing Trades 24 11 13 24 11 13
Profitability (%) 67.1233 69.4444 64.8649 67.1233 69.4444 64.8649
Ratio Avg Win / Avg Loss 1.923 3.6239 0.9559 1.2802 3.005 0.4822
Largest Winning Trade 340743 340743 49903 11416924 11416924 1172326
Largest Losing Trade -72728 -26657 -72728 -4353955 -1553429 -4353955
Avg Bars in Trades 65 71 58 65 71 58
Avg Bars in Winners 71 75 67 71 75 67
Avg Bars in Losers 52 64 41 52 64 41
Bars Traded 4760 2588 2172 4760 2588 2172
Profit Streak 162.4151 163.9151 162.4151 162.4151 163.9151 162.4151
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -187503 -144273 -263477 -60300 740952 -577492

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758491864676,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "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": [
        [
            983189.7837834195,
            812059.1692541947,
            171130.6145292246,
            21370392.089227106,
            22402341.553523242,
            -1031949.4642961338
        ],
        [
            983.189784,
            812.059169,
            171.130615,
            21370.392089,
            22402.341554,
            -1031.949464
        ],
        [
            0.393197,
            0.324759,
            0.068439,
            0.214958,
            0.21684,
            0
        ],
        [
            886.5398,
            886.5398,
            886.5398,
            886.5398,
            886.5398,
            886.5398
        ],
        [
            -84667,
            -54742,
            -72728,
            -4548870,
            -1771036,
            -4353955
        ],
        [
            3.92616,
            8.236057,
            1.76474,
            2.613728,
            6.829541,
            0.890218
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            67.123288,
            69.444444,
            64.864865,
            67.123288,
            69.444444,
            64.864865
        ],
        [
            1.923017,
            3.623865,
            0.955901,
            1.280194,
            3.004998,
            0.482201
        ],
        [
            340743,
            340743,
            49903,
            11416924,
            11416924,
            1172326
        ],
        [
            -72728,
            -26657,
            -72728,
            -4353955,
            -1553429,
            -4353955
        ],
        [
            65,
            71,
            58,
            65,
            71,
            58
        ],
        [
            71,
            75,
            67,
            71,
            75,
            67
        ],
        [
            52,
            64,
            41,
            52,
            64,
            41
        ],
        [
            4760,
            2588,
            2172,
            4760,
            2588,
            2172
        ],
        [
            162.4151,
            163.9151,
            162.4151,
            162.4151,
            163.9151,
            162.4151
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -187503,
            -144273,
            -263477,
            -60300,
            740952,
            -577492
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758491864676,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 214,
            "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)