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Trade: XRP/USDT/720/HMA/WMA/9926

Strategy
XRP/USDT/720/HMA/WMA/9926
Pair
XRP_USDT
Interval
12h
Score
753037
Daily Profit
0.270856
Profit Factor
6.459973
Profitability
68.965517
Streak
359.023903
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-27 03:34
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012142.4149 790880.3401 221262.0748 72273587.5104 86475694.9797 -14202107.4693
Total P&L (%) 1012.1424 790.8803 221.2621 72273.5875 86475.695 -14202.1075
Avg Daily Profit (%) 0.4048 0.3163 0.0885 0.2637 0.2709 0
Buy And Hold Return (%) 906.0043 906.0043 906.0043 906.0043 906.0043 906.0043
Max Trade Drawdown -67621 -47632 -70530 -30283622 -8176849 -47586621
Profit Factor 5.0585 8.9513 2.4758 1.9741 6.46 0.7566
Total Trades 59 29 30 59 29 30
Winning Trades 42 20 22 42 20 22
Losing Trades 17 9 8 17 9 8
Profitability (%) 71.1864 68.9655 73.3333 71.1864 68.9655 73.3333
Ratio Avg Win / Avg Loss 2.0475 4.0281 0.9003 0.799 2.907 0.2751
Largest Winning Trade 190973 190973 40611 39373950 39373950 11081937
Largest Losing Trade -57369 -36610 -57369 -30283622 -6414836 -30283622
Avg Bars in Trades 80 83 77 80 83 77
Avg Bars in Winners 83 81 84 83 81 84
Avg Bars in Losers 73 88 56 73 88 56
Bars Traded 4738 2426 2312 4738 2426 2312
Profit Streak 209.5239 359.0239 209.5239 209.5239 359.0239 209.5239
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -287074 -144471 -234707 -165814 753037 -576825
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933265215,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "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": [
        [
            1012142.4148651743,
            790880.3401046301,
            221262.074760544,
            72273587.5103885,
            86475694.97970909,
            -14202107.469320579
        ],
        [
            1012.142415,
            790.88034,
            221.262075,
            72273.58751,
            86475.69498,
            -14202.107469
        ],
        [
            0.404776,
            0.316289,
            0.088487,
            0.263671,
            0.270856,
            0
        ],
        [
            906.004348,
            906.004348,
            906.004348,
            906.004348,
            906.004348,
            906.004348
        ],
        [
            -67621,
            -47632,
            -70530,
            -30283622,
            -8176849,
            -47586621
        ],
        [
            5.058504,
            8.951284,
            2.475845,
            1.974094,
            6.459973,
            0.756637
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            17,
            9,
            8,
            17,
            9,
            8
        ],
        [
            71.186441,
            68.965517,
            73.333333,
            71.186441,
            68.965517,
            73.333333
        ],
        [
            2.04749,
            4.028078,
            0.900307,
            0.799038,
            2.906988,
            0.275141
        ],
        [
            190973,
            190973,
            40611,
            39373950,
            39373950,
            11081937
        ],
        [
            -57369,
            -36610,
            -57369,
            -30283622,
            -6414836,
            -30283622
        ],
        [
            80,
            83,
            77,
            80,
            83,
            77
        ],
        [
            83,
            81,
            84,
            83,
            81,
            84
        ],
        [
            73,
            88,
            56,
            73,
            88,
            56
        ],
        [
            4738,
            2426,
            2312,
            4738,
            2426,
            2312
        ],
        [
            209.523903,
            359.023903,
            209.523903,
            209.523903,
            359.023903,
            209.523903
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -287074,
            -144471,
            -234707,
            -165814,
            753037,
            -576825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933265215,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 61,
            "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)