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Trade: XRP/USDT/720/FWMA/MIDPOINT/5481

Strategy
XRP/USDT/720/FWMA/MIDPOINT/5481
Pair
XRP_USDT
Interval
12h
Score
484873
Daily Profit
0.163939
Profit Factor
3.032529
Profitability
46.428571
Streak
97.988913
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 02:44
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 177415.2339 338939.7576 -161524.5237 5909505.0916 734770.2799 5174734.8117
Total P&L (%) 177.4152 338.9398 -161.5245 5909.5051 734.7703 5174.7348
Avg Daily Profit (%) 0.071 0.1355 -0.0646 0.1639 0.0849 0.1587
Buy And Hold Return (%) 932.1844 932.1844 932.1844 932.1844 932.1844 932.1844
Max Trade Drawdown -287964 -63103 -288037 -2242479 -920477 -1415607
Profit Factor 1.2915 3.647 0.6639 3.0325 1.547 4.308
Total Trades 112 56 56 112 56 56
Winning Trades 96 48 48 52 25 27
Losing Trades 16 8 8 60 31 29
Profitability (%) 85.7143 85.7143 85.7143 46.4286 44.6429 48.2143
Ratio Avg Win / Avg Loss 0.2153 0.6078 0.1106 3.4991 1.9183 4.6271
Largest Winning Trade 87631 87631 36265 4952818 926248 4952818
Largest Losing Trade -287964 -46754 -287964 -659704 -321445 -659704
Avg Bars in Trades 40 47 33 40 47 33
Avg Bars in Winners 26 29 23 39 47 31
Avg Bars in Losers 127 159 95 41 47 36
Bars Traded 4566 2671 1895 4566 2671 1895
Profit Streak 97.9889 97.9889 199.9889 97.9889 97.9889 341.4889
Trades During Streak 6 3 5 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -259118 -348080 -754976 484873 -423045 -165319

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": 1550016000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757807042086,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "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": [
        [
            177415.2338867603,
            338939.7575965122,
            -161524.5237097521,
            5909505.091635386,
            734770.279905703,
            5174734.811729684
        ],
        [
            177.415234,
            338.939758,
            -161.524524,
            5909.505092,
            734.77028,
            5174.734812
        ],
        [
            0.070952,
            0.135549,
            -0.064597,
            0.163939,
            0.084899,
            0.158715
        ],
        [
            932.18444,
            932.18444,
            932.18444,
            932.18444,
            932.18444,
            932.18444
        ],
        [
            -287964,
            -63103,
            -288037,
            -2242479,
            -920477,
            -1415607
        ],
        [
            1.291521,
            3.646964,
            0.663866,
            3.032529,
            1.547041,
            4.308035
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            96,
            48,
            48,
            52,
            25,
            27
        ],
        [
            16,
            8,
            8,
            60,
            31,
            29
        ],
        [
            85.714286,
            85.714286,
            85.714286,
            46.428571,
            44.642857,
            48.214286
        ],
        [
            0.215254,
            0.607827,
            0.110644,
            3.499072,
            1.918331,
            4.627148
        ],
        [
            87631,
            87631,
            36265,
            4952818,
            926248,
            4952818
        ],
        [
            -287964,
            -46754,
            -287964,
            -659704,
            -321445,
            -659704
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            26,
            29,
            23,
            39,
            47,
            31
        ],
        [
            127,
            159,
            95,
            41,
            47,
            36
        ],
        [
            4566,
            2671,
            1895,
            4566,
            2671,
            1895
        ],
        [
            97.988913,
            97.988913,
            199.988913,
            97.988913,
            97.988913,
            341.488913
        ],
        [
            6,
            3,
            5,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -259118,
            -348080,
            -754976,
            484873,
            -423045,
            -165319
        ]
    ]
}
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": 1550016000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757807042086,
    "expiration_time": 1764246096000,
    "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": 192,
            "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)