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Trade: XRP/USDT/720/BBM/WMA/8272

Strategy
XRP/USDT/720/BBM/WMA/8272
Pair
XRP_USDT
Interval
12h
Score
392183
Daily Profit
0.178010
Profit Factor
1.717674
Profitability
54.807692
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 21:15
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 925462.1003 801233.917 124228.1832 8438545.019 10424822.341 -1986277.322
Total P&L (%) 925.4621 801.2339 124.2282 8438.545 10424.8223 -1986.2773
Avg Daily Profit (%) 0.3701 0.3204 0.0497 0.178 0.1864 0
Buy And Hold Return (%) 759.2887 759.2887 759.2887 759.2887 759.2887 759.2887
Max Trade Drawdown -90443 -51562 -67432 -3585527 -1010597 -5085470
Profit Factor 2.7047 4.4048 1.4039 1.7177 3.4007 0.7322
Total Trades 104 52 52 104 52 52
Winning Trades 57 28 29 57 28 29
Losing Trades 47 24 23 47 24 23
Profitability (%) 54.8077 53.8462 55.7692 54.8077 53.8462 55.7692
Ratio Avg Win / Avg Loss 2.2302 3.7755 1.1134 1.4163 2.9148 0.5807
Largest Winning Trade 351985 351985 40740 6437754 6437754 926601
Largest Losing Trade -67432 -23010 -67432 -2806553 -778974 -2806553
Avg Bars in Trades 46 50 42 46 50 42
Avg Bars in Winners 58 65 51 58 65 51
Avg Bars in Losers 32 32 32 32 32 32
Bars Traded 4850 2617 2233 4850 2617 2233
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82138 -311722 -470931 392183 -165132 -760085

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757787341964,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.177
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "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": [
        [
            925462.1002506649,
            801233.9170010019,
            124228.1832496625,
            8438545.018953681,
            10424822.340992898,
            -1986277.322039219
        ],
        [
            925.4621,
            801.233917,
            124.228183,
            8438.545019,
            10424.822341,
            -1986.277322
        ],
        [
            0.370111,
            0.320429,
            0.049681,
            0.17801,
            0.186389,
            0
        ],
        [
            759.288712,
            759.288712,
            759.288712,
            759.288712,
            759.288712,
            759.288712
        ],
        [
            -90443,
            -51562,
            -67432,
            -3585527,
            -1010597,
            -5085470
        ],
        [
            2.704662,
            4.404762,
            1.403898,
            1.717674,
            3.40065,
            0.732152
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            54.807692,
            53.846154,
            55.769231,
            54.807692,
            53.846154,
            55.769231
        ],
        [
            2.23016,
            3.775511,
            1.113436,
            1.416328,
            2.914843,
            0.580672
        ],
        [
            351985,
            351985,
            40740,
            6437754,
            6437754,
            926601
        ],
        [
            -67432,
            -23010,
            -67432,
            -2806553,
            -778974,
            -2806553
        ],
        [
            46,
            50,
            42,
            46,
            50,
            42
        ],
        [
            58,
            65,
            51,
            58,
            65,
            51
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            4850,
            2617,
            2233,
            4850,
            2617,
            2233
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82138,
            -311722,
            -470931,
            392183,
            -165132,
            -760085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757787341964,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.177
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 108,
            "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)