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Trade: XRP/USDT/720/FWMA/MIDPOINT/9437

Strategy
XRP/USDT/720/FWMA/MIDPOINT/9437
Pair
XRP_USDT
Interval
12h
Score
529945
Daily Profit
0.164722
Profit Factor
3.026500
Profitability
49.074074
Streak
92.706349
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 19:57
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 238226.2609 361494.9842 -123268.7233 6028124.6581 1535758.9705 4492365.6876
Total P&L (%) 238.2263 361.495 -123.2687 6028.1247 1535.759 4492.3657
Avg Daily Profit (%) 0.0953 0.1446 -0.0493 0.1647 0.1118 0.1532
Buy And Hold Return (%) 901.5502 901.5502 901.5502 901.5502 901.5502 901.5502
Max Trade Drawdown -263750 -58321 -264414 -2230148 -780319 -1557818
Profit Factor 1.4146 3.9296 0.7268 3.0265 2.2119 3.6311
Total Trades 108 54 54 108 54 54
Winning Trades 93 47 46 53 25 28
Losing Trades 15 7 8 55 29 26
Profitability (%) 86.1111 87.037 85.1852 49.0741 46.2963 51.8519
Ratio Avg Win / Avg Loss 0.2282 0.5853 0.1264 3.1407 2.5658 3.3718
Largest Winning Trade 87631 87631 36265 4151107 1144468 4151107
Largest Losing Trade -263750 -47231 -263750 -810276 -310925 -810276
Avg Bars in Trades 42 49 34 42 49 34
Avg Bars in Winners 26 28 23 38 48 30
Avg Bars in Losers 140 187 98 45 50 39
Bars Traded 4561 2673 1888 4561 2673 1888
Profit Streak 92.7063 92.7063 196.7063 92.7063 92.7063 340.2063
Trades During Streak 6 3 5 6 3 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -225905 -335715 -755028 529945 -228078 -165311

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757696228558,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "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": [
        [
            238226.2609258333,
            361494.9842360324,
            -123268.7233101991,
            6028124.658138746,
            1535758.9705217371,
            4492365.6876170095
        ],
        [
            238.226261,
            361.494984,
            -123.268723,
            6028.124658,
            1535.758971,
            4492.365688
        ],
        [
            0.095271,
            0.144569,
            -0.049298,
            0.164722,
            0.111828,
            0.153166
        ],
        [
            901.550234,
            901.550234,
            901.550234,
            901.550234,
            901.550234,
            901.550234
        ],
        [
            -263750,
            -58321,
            -264414,
            -2230148,
            -780319,
            -1557818
        ],
        [
            1.414579,
            3.929599,
            0.726815,
            3.0265,
            2.211864,
            3.631149
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            93,
            47,
            46,
            53,
            25,
            28
        ],
        [
            15,
            7,
            8,
            55,
            29,
            26
        ],
        [
            86.111111,
            87.037037,
            85.185185,
            49.074074,
            46.296296,
            51.851852
        ],
        [
            0.228158,
            0.585259,
            0.126403,
            3.140708,
            2.565763,
            3.371781
        ],
        [
            87631,
            87631,
            36265,
            4151107,
            1144468,
            4151107
        ],
        [
            -263750,
            -47231,
            -263750,
            -810276,
            -310925,
            -810276
        ],
        [
            42,
            49,
            34,
            42,
            49,
            34
        ],
        [
            26,
            28,
            23,
            38,
            48,
            30
        ],
        [
            140,
            187,
            98,
            45,
            50,
            39
        ],
        [
            4561,
            2673,
            1888,
            4561,
            2673,
            1888
        ],
        [
            92.706349,
            92.706349,
            196.706349,
            92.706349,
            92.706349,
            340.206349
        ],
        [
            6,
            3,
            5,
            6,
            3,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -225905,
            -335715,
            -755028,
            529945,
            -228078,
            -165311
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757696228558,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 203,
            "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)