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Trade: XRP/USDT/720/HL2/WMA/3582

Strategy
XRP/USDT/720/HL2/WMA/3582
Pair
XRP_USDT
Interval
12h
Score
457596
Daily Profit
0.151234
Profit Factor
2.162148
Profitability
53.535354
Streak
15.374403
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 11:59
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -85771.1453 240193.4203 -325964.5655 4276114.9382 1395120.1237 2880994.8145
Total P&L (%) -85.7711 240.1934 -325.9646 4276.1149 1395.1201 2880.9948
Avg Daily Profit (%) -0.0343 0.0961 -0.1304 0.1512 0.1082 0.1359
Buy And Hold Return (%) 864.0622 864.0622 864.0622 864.0622 864.0622 864.0622
Max Trade Drawdown -333477 -50493 -400488 -1349613 -516960 -1350684
Profit Factor 0.8947 2.5356 0.5048 2.1621 2.2248 2.134
Total Trades 198 99 99 198 99 99
Winning Trades 150 77 73 106 55 51
Losing Trades 48 22 26 92 44 48
Profitability (%) 75.7576 77.7778 73.7374 53.5354 55.5556 51.5152
Ratio Avg Win / Avg Loss 0.2863 0.7245 0.1798 1.8766 1.7799 2.0085
Largest Winning Trade 70182 70182 27566 3279600 543164 3279600
Largest Losing Trade -329462 -49782 -329462 -1349613 -391275 -1349613
Avg Bars in Trades 23 24 23 23 24 23
Avg Bars in Winners 11 10 12 25 27 22
Avg Bars in Losers 63 75 53 22 20 23
Bars Traded 4735 2435 2300 4735 2435 2300
Profit Streak 15.3744 76.3744 0 15.3744 76.3744 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575541 -223164 -577435 457596 -51181 -9815

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758272348424,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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": [
        [
            -85771.1452720313,
            240193.4202741474,
            -325964.5655461788,
            4276114.938199836,
            1395120.123681859,
            2880994.8145179753
        ],
        [
            -85.771145,
            240.19342,
            -325.964566,
            4276.114938,
            1395.120124,
            2880.994815
        ],
        [
            -0.034302,
            0.096058,
            -0.13036,
            0.151234,
            0.108229,
            0.135859
        ],
        [
            864.062152,
            864.062152,
            864.062152,
            864.062152,
            864.062152,
            864.062152
        ],
        [
            -333477,
            -50493,
            -400488,
            -1349613,
            -516960,
            -1350684
        ],
        [
            0.894723,
            2.535641,
            0.504846,
            2.162148,
            2.224837,
            2.134042
        ],
        [
            198,
            99,
            99,
            198,
            99,
            99
        ],
        [
            150,
            77,
            73,
            106,
            55,
            51
        ],
        [
            48,
            22,
            26,
            92,
            44,
            48
        ],
        [
            75.757576,
            77.777778,
            73.737374,
            53.535354,
            55.555556,
            51.515152
        ],
        [
            0.286311,
            0.724469,
            0.179808,
            1.876581,
            1.779869,
            2.00851
        ],
        [
            70182,
            70182,
            27566,
            3279600,
            543164,
            3279600
        ],
        [
            -329462,
            -49782,
            -329462,
            -1349613,
            -391275,
            -1349613
        ],
        [
            23,
            24,
            23,
            23,
            24,
            23
        ],
        [
            11,
            10,
            12,
            25,
            27,
            22
        ],
        [
            63,
            75,
            53,
            22,
            20,
            23
        ],
        [
            4735,
            2435,
            2300,
            4735,
            2435,
            2300
        ],
        [
            15.374403,
            76.374403,
            0,
            15.374403,
            76.374403,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575541,
            -223164,
            -577435,
            457596,
            -51181,
            -9815
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758272348424,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 222,
            "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)