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Trade: XRP/USDT/720/FWMA/MIDPOINT/3757

Strategy
XRP/USDT/720/FWMA/MIDPOINT/3757
Pair
XRP_USDT
Interval
12h
Score
447458
Daily Profit
0.162659
Profit Factor
2.681938
Profitability
45.192308
Streak
110.145542
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 18:29
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 196857.3215 341922.4428 -145065.1213 5725268.0662 351880.192 5373387.8742
Total P&L (%) 196.8573 341.9224 -145.0651 5725.2681 351.8802 5373.3879
Avg Daily Profit (%) 0.0787 0.1367 -0.058 0.1627 0.0603 0.1602
Buy And Hold Return (%) 884.5334 884.5334 884.5334 884.5334 884.5334 884.5334
Max Trade Drawdown -272485 -58793 -272485 -2665927 -1147220 -1611117
Profit Factor 1.3331 3.5997 0.6843 2.6819 1.2153 4.0368
Total Trades 104 52 52 104 52 52
Winning Trades 89 44 45 47 23 24
Losing Trades 15 8 7 57 29 28
Profitability (%) 85.5769 84.6154 86.5385 45.1923 44.2308 46.1538
Ratio Avg Win / Avg Loss 0.2247 0.6545 0.1065 3.2526 1.5323 4.7096
Largest Winning Trade 87631 87631 36265 5798475 464175 5798475
Largest Losing Trade -272485 -46740 -272485 -679144 -412538 -679144
Avg Bars in Trades 43 51 36 43 51 36
Avg Bars in Winners 28 29 27 44 57 32
Avg Bars in Losers 136 168 99 43 46 40
Bars Traded 4566 2657 1909 4566 2657 1909
Profit Streak 110.1455 110.1455 208.6455 110.1455 110.1455 352.1455
Trades During Streak 8 4 5 8 4 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -248492 -346635 -754898 447458 -458383 -165979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468574848,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 182,
            "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": [
        [
            196857.3215018082,
            341922.4428291867,
            -145065.1213273783,
            5725268.066240265,
            351880.1920373474,
            5373387.874202916
        ],
        [
            196.857322,
            341.922443,
            -145.065121,
            5725.268066,
            351.880192,
            5373.387874
        ],
        [
            0.078711,
            0.136714,
            -0.058003,
            0.162659,
            0.060324,
            0.160163
        ],
        [
            884.533351,
            884.533351,
            884.533351,
            884.533351,
            884.533351,
            884.533351
        ],
        [
            -272485,
            -58793,
            -272485,
            -2665927,
            -1147220,
            -1611117
        ],
        [
            1.33306,
            3.599728,
            0.684322,
            2.681938,
            1.215275,
            4.036824
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            89,
            44,
            45,
            47,
            23,
            24
        ],
        [
            15,
            8,
            7,
            57,
            29,
            28
        ],
        [
            85.576923,
            84.615385,
            86.538462,
            45.192308,
            44.230769,
            46.153846
        ],
        [
            0.224673,
            0.654496,
            0.10645,
            3.252564,
            1.532304,
            4.709628
        ],
        [
            87631,
            87631,
            36265,
            5798475,
            464175,
            5798475
        ],
        [
            -272485,
            -46740,
            -272485,
            -679144,
            -412538,
            -679144
        ],
        [
            43,
            51,
            36,
            43,
            51,
            36
        ],
        [
            28,
            29,
            27,
            44,
            57,
            32
        ],
        [
            136,
            168,
            99,
            43,
            46,
            40
        ],
        [
            4566,
            2657,
            1909,
            4566,
            2657,
            1909
        ],
        [
            110.145542,
            110.145542,
            208.645542,
            110.145542,
            110.145542,
            352.145542
        ],
        [
            8,
            4,
            5,
            8,
            4,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -248492,
            -346635,
            -754898,
            447458,
            -458383,
            -165979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1550232000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468574848,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 182,
            "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)