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Trade: XRP/USDT/720/LINREG/WMA/5611

Strategy
XRP/USDT/720/LINREG/WMA/5611
Pair
XRP_USDT
Interval
12h
Score
530486
Daily Profit
0.193625
Profit Factor
2.940506
Profitability
51.515152
Streak
161.395921
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 00:30
Expiration Time
2025-11-29 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 924019.1687 811722.9105 112296.2582 9396247.9568 12507914.8512 -3111666.8944
Total P&L (%) 924.0192 811.7229 112.2963 9396.248 12507.9149 -3111.6669
Avg Daily Profit (%) 0.3695 0.3246 0.0449 0.1823 0.1936 0
Buy And Hold Return (%) 846.7803 846.7803 846.7803 846.7803 846.7803 846.7803
Max Trade Drawdown -79718 -38055 -65426 -4386940 -2108424 -6821438
Profit Factor 3.1661 5.7806 1.4373 1.5378 2.9405 0.7178
Total Trades 66 33 33 66 33 33
Winning Trades 33 17 16 33 17 16
Losing Trades 33 16 17 33 16 17
Profitability (%) 50 51.5152 48.4848 50 51.5152 48.4848
Ratio Avg Win / Avg Loss 3.1661 5.4406 1.5271 1.5378 2.7675 0.7627
Largest Winning Trade 334438 334438 54330 9171971 9171971 1915898
Largest Losing Trade -61991 -37188 -61991 -3881311 -1955521 -3881311
Avg Bars in Trades 72 76 68 72 76 68
Avg Bars in Winners 88 83 92 88 83 92
Avg Bars in Losers 55 67 44 55 67 44
Bars Traded 4756 2512 2244 4756 2512 2244
Profit Streak 74.8959 161.3959 0 74.8959 161.3959 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -249804 -147170 -297284 -117407 530486 -581392

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757971807589,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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": [
        [
            924019.1686809588,
            811722.9105301405,
            112296.258150818,
            9396247.956805272,
            12507914.851243997,
            -3111666.8944387226
        ],
        [
            924.019169,
            811.722911,
            112.296258,
            9396.247957,
            12507.914851,
            -3111.666894
        ],
        [
            0.369534,
            0.324624,
            0.04491,
            0.182269,
            0.193625,
            0
        ],
        [
            846.780303,
            846.780303,
            846.780303,
            846.780303,
            846.780303,
            846.780303
        ],
        [
            -79718,
            -38055,
            -65426,
            -4386940,
            -2108424,
            -6821438
        ],
        [
            3.166088,
            5.780629,
            1.437307,
            1.537779,
            2.940506,
            0.717804
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            50,
            51.515152,
            48.484848,
            50,
            51.515152,
            48.484848
        ],
        [
            3.166088,
            5.440592,
            1.527139,
            1.537779,
            2.767535,
            0.762667
        ],
        [
            334438,
            334438,
            54330,
            9171971,
            9171971,
            1915898
        ],
        [
            -61991,
            -37188,
            -61991,
            -3881311,
            -1955521,
            -3881311
        ],
        [
            72,
            76,
            68,
            72,
            76,
            68
        ],
        [
            88,
            83,
            92,
            88,
            83,
            92
        ],
        [
            55,
            67,
            44,
            55,
            67,
            44
        ],
        [
            4756,
            2512,
            2244,
            4756,
            2512,
            2244
        ],
        [
            74.895921,
            161.395921,
            0,
            74.895921,
            161.395921,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -249804,
            -147170,
            -297284,
            -117407,
            530486,
            -581392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547985600000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757971807589,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 29,
            "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)