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Trade: XRP/USDT/720/HMA/WMA/1766

Strategy
XRP/USDT/720/HMA/WMA/1766
Pair
XRP_USDT
Interval
12h
Score
616522
Daily Profit
0.205349
Profit Factor
6.275404
Profitability
50.000000
Streak
105.971426
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 14:18
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 954155.2343 811696.1698 142459.0645 16895286.1433 16792857.0882 102429.0551
Total P&L (%) 954.1552 811.6962 142.4591 16895.2861 16792.8571 102.4291
Avg Daily Profit (%) 0.3816 0.3246 0.057 0.2056 0.2053 0.0282
Buy And Hold Return (%) 873.8153 873.8153 873.8153 873.8153 873.8153 873.8153
Max Trade Drawdown -79086 -41427 -61959 -3596174 -1308268 -3254003
Profit Factor 3.9236 7.6216 1.6991 2.9 6.2754 1.0179
Total Trades 60 30 30 60 30 30
Winning Trades 34 15 19 34 15 19
Losing Trades 26 15 11 26 15 11
Profitability (%) 56.6667 50 63.3333 56.6667 50 63.3333
Ratio Avg Win / Avg Loss 3.0004 7.6216 0.9837 2.2176 6.2754 0.5893
Largest Winning Trade 368021 368021 50688 9285660 9285660 1114197
Largest Losing Trade -61959 -17720 -61959 -3254003 -586945 -3254003
Avg Bars in Trades 77 82 72 77 82 72
Avg Bars in Winners 90 87 93 90 87 93
Avg Bars in Losers 59 77 36 59 77 36
Bars Traded 4642 2469 2173 4642 2469 2173
Profit Streak 105.9714 105.9714 349.4714 105.9714 105.9714 349.4714
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -292256 -147632 -279155 -158055 616522 -520408

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": 1549972800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757503131219,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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": [
        [
            954155.2342906373,
            811696.1697627266,
            142459.0645279106,
            16895286.14330922,
            16792857.08816947,
            102429.0551397464
        ],
        [
            954.155234,
            811.69617,
            142.459065,
            16895.286143,
            16792.857088,
            102.429055
        ],
        [
            0.381586,
            0.324614,
            0.056972,
            0.205591,
            0.205349,
            0.028207
        ],
        [
            873.815298,
            873.815298,
            873.815298,
            873.815298,
            873.815298,
            873.815298
        ],
        [
            -79086,
            -41427,
            -61959,
            -3596174,
            -1308268,
            -3254003
        ],
        [
            3.923598,
            7.621605,
            1.699081,
            2.899994,
            6.275404,
            1.017942
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            56.666667,
            50,
            63.333333,
            56.666667,
            50,
            63.333333
        ],
        [
            3.000398,
            7.621605,
            0.983679,
            2.217643,
            6.275404,
            0.589335
        ],
        [
            368021,
            368021,
            50688,
            9285660,
            9285660,
            1114197
        ],
        [
            -61959,
            -17720,
            -61959,
            -3254003,
            -586945,
            -3254003
        ],
        [
            77,
            82,
            72,
            77,
            82,
            72
        ],
        [
            90,
            87,
            93,
            90,
            87,
            93
        ],
        [
            59,
            77,
            36,
            59,
            77,
            36
        ],
        [
            4642,
            2469,
            2173,
            4642,
            2469,
            2173
        ],
        [
            105.971426,
            105.971426,
            349.471426,
            105.971426,
            105.971426,
            349.471426
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -292256,
            -147632,
            -279155,
            -158055,
            616522,
            -520408
        ]
    ]
}
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": 1549972800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757503131219,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 54,
            "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)