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Trade: XRP/USDT/720/WMA/DCM/2063

Strategy
XRP/USDT/720/WMA/DCM/2063
Pair
XRP_USDT
Interval
12h
Score
695857
Daily Profit
0.267805
Profit Factor
5.437562
Profitability
65.714286
Streak
134.087670
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 05:06
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1027434.6243 787006.3477 240428.2767 101268388.0141 80132932.8955 21135455.1186
Total P&L (%) 1027.4346 787.0063 240.4283 101268.388 80132.9329 21135.4551
Avg Daily Profit (%) 0.4109 0.3147 0.0962 0.2772 0.2678 0.2145
Buy And Hold Return (%) 854.5216 854.5216 854.5216 854.5216 854.5216 854.5216
Max Trade Drawdown -90971 -80633 -25750 -11257664 -7547322 -9279117
Profit Factor 4.3017 5.0021 3.0991 4.0594 5.4376 2.405
Total Trades 71 35 36 71 35 36
Winning Trades 45 23 22 45 23 22
Losing Trades 26 12 14 26 12 14
Profitability (%) 63.3803 65.7143 61.1111 63.3803 65.7143 61.1111
Ratio Avg Win / Avg Loss 2.4854 2.6098 1.9722 2.3454 2.837 1.5305
Largest Winning Trade 188944 188944 50972 32639021 32639021 16956960
Largest Losing Trade -49677 -49677 -18538 -7225009 -4477420 -7225009
Avg Bars in Trades 64 78 51 64 78 51
Avg Bars in Winners 74 73 76 74 73 76
Avg Bars in Losers 46 87 11 46 87 11
Bars Traded 4581 2740 1841 4581 2740 1841
Profit Streak 97.0877 134.0877 97.0877 97.0877 134.0877 97.0877
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -174007 -146366 -222462 -72504 695857 530695

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161174649,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "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": [
        [
            1027434.6243428865,
            787006.3476788,
            240428.2766640862,
            101268388.0141492,
            80132932.89551516,
            21135455.118634045
        ],
        [
            1027.434624,
            787.006348,
            240.428277,
            101268.388014,
            80132.932896,
            21135.455119
        ],
        [
            0.410892,
            0.31474,
            0.096152,
            0.277182,
            0.267805,
            0.214517
        ],
        [
            854.521597,
            854.521597,
            854.521597,
            854.521597,
            854.521597,
            854.521597
        ],
        [
            -90971,
            -80633,
            -25750,
            -11257664,
            -7547322,
            -9279117
        ],
        [
            4.301656,
            5.002071,
            3.099116,
            4.059414,
            5.437562,
            2.40503
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            63.380282,
            65.714286,
            61.111111,
            63.380282,
            65.714286,
            61.111111
        ],
        [
            2.485401,
            2.609776,
            1.972165,
            2.345439,
            2.836989,
            1.530474
        ],
        [
            188944,
            188944,
            50972,
            32639021,
            32639021,
            16956960
        ],
        [
            -49677,
            -49677,
            -18538,
            -7225009,
            -4477420,
            -7225009
        ],
        [
            64,
            78,
            51,
            64,
            78,
            51
        ],
        [
            74,
            73,
            76,
            74,
            73,
            76
        ],
        [
            46,
            87,
            11,
            46,
            87,
            11
        ],
        [
            4581,
            2740,
            1841,
            4581,
            2740,
            1841
        ],
        [
            97.087669,
            134.087669,
            97.087669,
            97.08767,
            134.08767,
            97.08767
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174007,
            -146366,
            -222462,
            -72504,
            695857,
            530695
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758161174649,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 129,
            "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)