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Trade: XRP/USDT/720/LINREG/WMA/2499

Strategy
XRP/USDT/720/LINREG/WMA/2499
Pair
XRP_USDT
Interval
12h
Score
456821
Daily Profit
0.149932
Profit Factor
2.557783
Profitability
58.620690
Streak
95.522105
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 15:31
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 779410.6823 734662.1803 44748.502 1971051.8167 4139385.1182 -2168333.3014
Total P&L (%) 779.4107 734.6622 44.7485 1971.0518 4139.3851 -2168.3333
Avg Daily Profit (%) 0.3116 0.2937 0.0179 0.1213 0.1499 0
Buy And Hold Return (%) 826.7361 826.7361 826.7361 826.7361 826.7361 826.7361
Max Trade Drawdown -125244 -42855 -128885 -3168544 -1415637 -4287929
Profit Factor 2.8903 6.5194 1.1603 1.2233 2.5578 0.6486
Total Trades 58 29 29 58 29 29
Winning Trades 31 17 14 31 17 14
Losing Trades 27 12 15 27 12 15
Profitability (%) 53.4483 58.6207 48.2759 53.4483 58.6207 48.2759
Ratio Avg Win / Avg Loss 2.5174 4.6019 1.2431 1.0654 1.8055 0.6949
Largest Winning Trade 299651 299651 55099 2326970 2326970 1199353
Largest Losing Trade -70046 -23597 -70046 -1874636 -749934 -1874636
Avg Bars in Trades 79 78 80 79 78 80
Avg Bars in Winners 115 108 124 115 108 124
Avg Bars in Losers 38 35 39 38 35 39
Bars Traded 4616 2278 2338 4616 2278 2338
Profit Streak 69.5221 95.5221 0 69.5221 95.5221 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -329762 -146788 -379687 -213929 456821 -581503

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025909903,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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": [
        [
            779410.6823378123,
            734662.1803152873,
            44748.5020225249,
            1971051.8167370884,
            4139385.1181507204,
            -2168333.3014136325
        ],
        [
            779.410682,
            734.66218,
            44.748502,
            1971.051817,
            4139.385118,
            -2168.333301
        ],
        [
            0.31164,
            0.293747,
            0.017892,
            0.121251,
            0.149932,
            0
        ],
        [
            826.736122,
            826.736122,
            826.736122,
            826.736122,
            826.736122,
            826.736122
        ],
        [
            -125244,
            -42855,
            -128885,
            -3168544,
            -1415637,
            -4287929
        ],
        [
            2.890322,
            6.519422,
            1.160267,
            1.223279,
            2.557783,
            0.648599
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            53.448276,
            58.62069,
            48.275862,
            53.448276,
            58.62069,
            48.275862
        ],
        [
            2.517377,
            4.601945,
            1.243144,
            1.065436,
            1.805494,
            0.694928
        ],
        [
            299651,
            299651,
            55099,
            2326970,
            2326970,
            1199353
        ],
        [
            -70046,
            -23597,
            -70046,
            -1874636,
            -749934,
            -1874636
        ],
        [
            79,
            78,
            80,
            79,
            78,
            80
        ],
        [
            115,
            108,
            124,
            115,
            108,
            124
        ],
        [
            38,
            35,
            39,
            38,
            35,
            39
        ],
        [
            4616,
            2278,
            2338,
            4616,
            2278,
            2338
        ],
        [
            69.522105,
            95.522105,
            0,
            69.522105,
            95.522105,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -329762,
            -146788,
            -379687,
            -213929,
            456821,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758025909903,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 20,
            "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)