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Trade: XRP/USDT/720/WMA/DCM/5004

Strategy
XRP/USDT/720/WMA/DCM/5004
Pair
XRP_USDT
Interval
12h
Score
657876
Daily Profit
0.154569
Profit Factor
5.438467
Profitability
66.666667
Streak
531.626733
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-27 06:02
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 800894.1217 717399.5568 83494.5649 3143515.419 4656093.7893 -1512578.3703
Total P&L (%) 800.8941 717.3996 83.4946 3143.5154 4656.0938 -1512.5784
Avg Daily Profit (%) 0.3203 0.2869 0.0334 0.1392 0.1546 0
Buy And Hold Return (%) 840.6014 840.6014 840.6014 840.6014 840.6014 840.6014
Max Trade Drawdown -87929 -49748 -76653 -1435799 -706855 -2075998
Profit Factor 3.215 7.0024 1.3449 1.5828 5.4385 0.6519
Total Trades 60 30 30 60 30 30
Winning Trades 39 20 19 39 20 19
Losing Trades 21 10 11 21 10 11
Profitability (%) 65 66.6667 63.3333 65 66.6667 63.3333
Ratio Avg Win / Avg Loss 1.7312 3.5012 0.7786 0.8523 2.7192 0.3774
Largest Winning Trade 407150 407150 51525 3030585 3030585 564927
Largest Losing Trade -66889 -36647 -66889 -1217403 -440543 -1217403
Avg Bars in Trades 74 93 55 74 93 55
Avg Bars in Winners 79 87 69 79 87 69
Avg Bars in Losers 66 106 31 66 106 31
Bars Traded 4483 2813 1670 4483 2813 1670
Profit Streak 72.1267 531.6267 0 72.1267 531.6267 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321564 -144986 -313690 -180043 657876 -579097
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": 1553212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942149709,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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": [
        [
            800894.1216670991,
            717399.5568170432,
            83494.5648500561,
            3143515.419003801,
            4656093.789326128,
            -1512578.3703223276
        ],
        [
            800.894122,
            717.399557,
            83.494565,
            3143.515419,
            4656.093789,
            -1512.57837
        ],
        [
            0.320294,
            0.286902,
            0.033391,
            0.139239,
            0.154569,
            0
        ],
        [
            840.601407,
            840.601407,
            840.601407,
            840.601407,
            840.601407,
            840.601407
        ],
        [
            -87929,
            -49748,
            -76653,
            -1435799,
            -706855,
            -2075998
        ],
        [
            3.215004,
            7.002378,
            1.344937,
            1.582763,
            5.438467,
            0.651891
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            65,
            66.666667,
            63.333333,
            65,
            66.666667,
            63.333333
        ],
        [
            1.731156,
            3.501189,
            0.778648,
            0.852257,
            2.719233,
            0.377411
        ],
        [
            407150,
            407150,
            51525,
            3030585,
            3030585,
            564927
        ],
        [
            -66889,
            -36647,
            -66889,
            -1217403,
            -440543,
            -1217403
        ],
        [
            74,
            93,
            55,
            74,
            93,
            55
        ],
        [
            79,
            87,
            69,
            79,
            87,
            69
        ],
        [
            66,
            106,
            31,
            66,
            106,
            31
        ],
        [
            4483,
            2813,
            1670,
            4483,
            2813,
            1670
        ],
        [
            72.126733,
            531.626733,
            0,
            72.126733,
            531.626733,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321564,
            -144986,
            -313690,
            -180043,
            657876,
            -579097
        ]
    ]
}
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": 1553212800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758942149709,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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)