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Trade: XRP/USDT/720/LINREG/WMA/8827

Strategy
XRP/USDT/720/LINREG/WMA/8827
Pair
XRP_USDT
Interval
12h
Score
506777
Daily Profit
0.175622
Profit Factor
2.675746
Profitability
51.428571
Streak
170.306764
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 10:21
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 806390.8237 724015.7602 82375.0635 4663240.6994 7944607.6027 -3281366.9033
Total P&L (%) 806.3908 724.0158 82.3751 4663.2407 7944.6076 -3281.3669
Avg Daily Profit (%) 0.3225 0.2895 0.0329 0.1546 0.1756 0
Buy And Hold Return (%) 830.9522 830.9522 830.9522 830.9522 830.9522 830.9522
Max Trade Drawdown -78360 -48611 -82223 -4105984 -1770693 -5235191
Profit Factor 2.971 5.1918 1.3484 1.3792 2.6757 0.5657
Total Trades 71 35 36 71 35 36
Winning Trades 36 18 18 36 18 18
Losing Trades 35 17 18 35 17 18
Profitability (%) 50.7042 51.4286 50 50.7042 51.4286 50
Ratio Avg Win / Avg Loss 2.8885 4.9033 1.3484 1.3409 2.5271 0.5657
Largest Winning Trade 346226 346226 46624 5609502 5609502 708710
Largest Losing Trade -63983 -33444 -63983 -3030591 -1359834 -3030591
Avg Bars in Trades 68 71 64 68 71 64
Avg Bars in Winners 76 77 76 76 77 76
Avg Bars in Losers 59 65 53 59 65 53
Bars Traded 4850 2514 2336 4850 2514 2336
Profit Streak 0 170.3068 0 0 170.3068 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -242205 -147895 -314282 -83893 506777 -580780

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758352904451,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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": [
        [
            806390.8236951274,
            724015.7602311291,
            82375.0634639981,
            4663240.699425572,
            7944607.6026907405,
            -3281366.90326517
        ],
        [
            806.390824,
            724.01576,
            82.375063,
            4663.240699,
            7944.607603,
            -3281.366903
        ],
        [
            0.322492,
            0.289548,
            0.032943,
            0.154629,
            0.175622,
            0
        ],
        [
            830.952159,
            830.952159,
            830.952159,
            830.952159,
            830.952159,
            830.952159
        ],
        [
            -78360,
            -48611,
            -82223,
            -4105984,
            -1770693,
            -5235191
        ],
        [
            2.970987,
            5.191777,
            1.348445,
            1.379213,
            2.675746,
            0.56574
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            50.704225,
            51.428571,
            50,
            50.704225,
            51.428571,
            50
        ],
        [
            2.88846,
            4.903345,
            1.348445,
            1.340901,
            2.527094,
            0.56574
        ],
        [
            346226,
            346226,
            46624,
            5609502,
            5609502,
            708710
        ],
        [
            -63983,
            -33444,
            -63983,
            -3030591,
            -1359834,
            -3030591
        ],
        [
            68,
            71,
            64,
            68,
            71,
            64
        ],
        [
            76,
            77,
            76,
            76,
            77,
            76
        ],
        [
            59,
            65,
            53,
            59,
            65,
            53
        ],
        [
            4850,
            2514,
            2336,
            4850,
            2514,
            2336
        ],
        [
            0,
            170.306764,
            0,
            0,
            170.306764,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -242205,
            -147895,
            -314282,
            -83893,
            506777,
            -580780
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758352904451,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 24,
            "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)