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Trade: XRP/USDT/720/HMA/WMA/2872

Strategy
XRP/USDT/720/HMA/WMA/2872
Pair
XRP_USDT
Interval
12h
Score
518439
Daily Profit
0.271050
Profit Factor
2.512029
Profitability
48.181818
Streak
164.063697
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 04:31
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1126904.2202 909355.7171 217548.5031 87129884.7217 72457007.2965 14672877.4252
Total P&L (%) 1126.9042 909.3557 217.5485 87129.8847 72457.0073 14672.8774
Avg Daily Profit (%) 0.4505 0.3635 0.087 0.2711 0.2637 0.1999
Buy And Hold Return (%) 796.7797 796.7797 796.7797 796.7797 796.7797 796.7797
Max Trade Drawdown -51735 -50204 -39802 -17384828 -14565922 -12155202
Profit Factor 3.3844 4.3488 2.082 2.512 3.0431 1.6621
Total Trades 110 55 55 110 55 55
Winning Trades 53 24 29 53 24 29
Losing Trades 57 31 26 57 31 26
Profitability (%) 48.1818 43.6364 52.7273 48.1818 43.6364 52.7273
Ratio Avg Win / Avg Loss 3.6399 5.6172 1.8666 2.7016 3.9307 1.4902
Largest Winning Trade 302768 302768 46151 39830235 39830235 8226213
Largest Losing Trade -26293 -23411 -26293 -14565922 -14565922 -7108573
Avg Bars in Trades 43 47 40 43 47 40
Avg Bars in Winners 60 65 55 60 65 55
Avg Bars in Losers 28 33 23 28 33 23
Bars Traded 4821 2603 2218 4821 2603 2218
Profit Streak 164.0637 176.5637 164.0637 164.0637 176.5637 164.0637
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19258 -286628 -417405 518439 -167165 -168661

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677503398,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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": [
        [
            1126904.2202335712,
            909355.7171425429,
            217548.5030910283,
            87129884.72171785,
            72457007.29650936,
            14672877.42520849
        ],
        [
            1126.90422,
            909.355717,
            217.548503,
            87129.884722,
            72457.007297,
            14672.877425
        ],
        [
            0.450491,
            0.363524,
            0.086967,
            0.27105,
            0.263667,
            0.199895
        ],
        [
            796.779677,
            796.779677,
            796.779677,
            796.779677,
            796.779677,
            796.779677
        ],
        [
            -51735,
            -50204,
            -39802,
            -17384828,
            -14565922,
            -12155202
        ],
        [
            3.384427,
            4.348783,
            2.081997,
            2.512029,
            3.043102,
            1.662126
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            48.181818,
            43.636364,
            52.727273,
            48.181818,
            43.636364,
            52.727273
        ],
        [
            3.639856,
            5.617179,
            1.866618,
            2.701616,
            3.930673,
            1.490182
        ],
        [
            302768,
            302768,
            46151,
            39830235,
            39830235,
            8226213
        ],
        [
            -26293,
            -23411,
            -26293,
            -14565922,
            -14565922,
            -7108573
        ],
        [
            43,
            47,
            40,
            43,
            47,
            40
        ],
        [
            60,
            65,
            55,
            60,
            65,
            55
        ],
        [
            28,
            33,
            23,
            28,
            33,
            23
        ],
        [
            4821,
            2603,
            2218,
            4821,
            2603,
            2218
        ],
        [
            164.063697,
            176.563697,
            164.063697,
            164.063697,
            176.563697,
            164.063697
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19258,
            -286628,
            -417405,
            518439,
            -167165,
            -168661
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758677503398,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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)