← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/720/FWMA/MIDPOINT/2788

Strategy
XRP/USDT/720/FWMA/MIDPOINT/2788
Pair
XRP_USDT
Interval
12h
Score
455129
Daily Profit
0.155617
Profit Factor
3.457503
Profitability
43.220339
Streak
122.580102
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 04:55
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 117730.6669 323635.1217 -205904.4549 4782206.2815 979868.1661 3802338.1154
Total P&L (%) 117.7307 323.6351 -205.9045 4782.2063 979.8682 3802.3381
Avg Daily Profit (%) 0.0471 0.1294 -0.0823 0.1556 0.0952 0.1466
Buy And Hold Return (%) 830.9659 830.9659 830.9659 830.9659 830.9659 830.9659
Max Trade Drawdown -311947 -48766 -311947 -1375221 -582122 -844962
Profit Factor 1.1734 3.0959 0.6076 3.4575 2.0291 4.8261
Total Trades 118 59 59 118 59 59
Winning Trades 97 49 48 51 25 26
Losing Trades 21 10 11 67 34 33
Profitability (%) 82.2034 83.0508 81.3559 43.2203 42.3729 44.0678
Ratio Avg Win / Avg Loss 0.254 0.6318 0.1392 4.5422 2.7596 6.1254
Largest Winning Trade 87631 87631 36265 3339923 446884 3339923
Largest Losing Trade -311947 -48766 -311947 -386384 -193188 -386384
Avg Bars in Trades 38 43 34 38 43 34
Avg Bars in Winners 20 19 21 46 56 37
Avg Bars in Losers 122 160 89 32 33 31
Bars Traded 4580 2553 2027 4580 2553 2027
Profit Streak 122.5801 122.5801 210.0801 122.5801 122.5801 327.5801
Trades During Streak 8 4 6 8 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321083 -353984 -752003 455129 -349885 -168466

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757469320820,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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": [
        [
            117730.6668510438,
            323635.1217083636,
            -205904.4548573199,
            4782206.281486514,
            979868.1660963295,
            3802338.1153901843
        ],
        [
            117.730667,
            323.635122,
            -205.904455,
            4782.206281,
            979.868166,
            3802.338115
        ],
        [
            0.047083,
            0.129428,
            -0.082345,
            0.155617,
            0.095203,
            0.146645
        ],
        [
            830.965909,
            830.965909,
            830.965909,
            830.965909,
            830.965909,
            830.965909
        ],
        [
            -311947,
            -48766,
            -311947,
            -1375221,
            -582122,
            -844962
        ],
        [
            1.173362,
            3.095885,
            0.607568,
            3.457503,
            2.029091,
            4.826087
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            97,
            49,
            48,
            51,
            25,
            26
        ],
        [
            21,
            10,
            11,
            67,
            34,
            33
        ],
        [
            82.20339,
            83.050847,
            81.355932,
            43.220339,
            42.372881,
            44.067797
        ],
        [
            0.254027,
            0.631813,
            0.139234,
            4.54221,
            2.759564,
            6.125418
        ],
        [
            87631,
            87631,
            36265,
            3339923,
            446884,
            3339923
        ],
        [
            -311947,
            -48766,
            -311947,
            -386384,
            -193188,
            -386384
        ],
        [
            38,
            43,
            34,
            38,
            43,
            34
        ],
        [
            20,
            19,
            21,
            46,
            56,
            37
        ],
        [
            122,
            160,
            89,
            32,
            33,
            31
        ],
        [
            4580,
            2553,
            2027,
            4580,
            2553,
            2027
        ],
        [
            122.580102,
            122.580102,
            210.080102,
            122.580102,
            122.580102,
            327.580102
        ],
        [
            8,
            4,
            6,
            8,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321083,
            -353984,
            -752003,
            455129,
            -349885,
            -168466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757469320820,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 152,
            "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)