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Trade: XRP/USDT/720/WMA/MIDPOINT/7230

Strategy
XRP/USDT/720/WMA/MIDPOINT/7230
Pair
XRP_USDT
Interval
12h
Score
372311
Daily Profit
0.189906
Profit Factor
1.639804
Profitability
44.954128
Streak
110.496040
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 14:54
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 979223.9488 865283.2508 113940.698 11390460.0476 12957383.0185 -1566922.9709
Total P&L (%) 979.2239 865.2833 113.9407 11390.46 12957.383 -1566.923
Avg Daily Profit (%) 0.3916 0.346 0.0456 0.1899 0.195 0
Buy And Hold Return (%) 759.7616 759.7616 759.7616 759.7616 759.7616 759.7616
Max Trade Drawdown -171861 -126357 -60971 -5038797 -3738584 -5583176
Profit Factor 2.7774 3.3939 1.6014 1.6398 2.3422 0.8077
Total Trades 109 54 55 109 54 55
Winning Trades 49 24 25 49 24 25
Losing Trades 60 30 30 60 30 30
Profitability (%) 44.9541 44.4444 45.4545 44.9541 44.4444 45.4545
Ratio Avg Win / Avg Loss 3.4009 4.2424 1.9216 2.0079 2.9277 0.9693
Largest Winning Trade 273643 273643 56572 9641500 9641500 1508191
Largest Losing Trade -48390 -48390 -33399 -4397052 -1420971 -4397052
Avg Bars in Trades 43 58 27 43 58 27
Avg Bars in Winners 53 66 41 53 66 41
Avg Bars in Losers 34 52 16 34 52 16
Bars Traded 4712 3177 1535 4712 3177 1535
Profit Streak 110.496 132.496 110.496 110.496 132.496 110.496
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61649 -288439 -475780 372311 -169191 -761760

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758023657827,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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": [
        [
            979223.9487689605,
            865283.2508154903,
            113940.6979534705,
            11390460.047574485,
            12957383.018483073,
            -1566922.9709085878
        ],
        [
            979.223949,
            865.283251,
            113.940698,
            11390.460048,
            12957.383018,
            -1566.922971
        ],
        [
            0.391611,
            0.346044,
            0.045567,
            0.189906,
            0.195029,
            0
        ],
        [
            759.761635,
            759.761635,
            759.761635,
            759.761635,
            759.761635,
            759.761635
        ],
        [
            -171861,
            -126357,
            -60971,
            -5038797,
            -3738584,
            -5583176
        ],
        [
            2.777426,
            3.39393,
            1.601354,
            1.639804,
            2.342153,
            0.807713
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44.954128,
            44.444444,
            45.454545,
            44.954128,
            44.444444,
            45.454545
        ],
        [
            3.40093,
            4.242413,
            1.921624,
            2.007923,
            2.927691,
            0.969256
        ],
        [
            273643,
            273643,
            56572,
            9641500,
            9641500,
            1508191
        ],
        [
            -48390,
            -48390,
            -33399,
            -4397052,
            -1420971,
            -4397052
        ],
        [
            43,
            58,
            27,
            43,
            58,
            27
        ],
        [
            53,
            66,
            41,
            53,
            66,
            41
        ],
        [
            34,
            52,
            16,
            34,
            52,
            16
        ],
        [
            4712,
            3177,
            1535,
            4712,
            3177,
            1535
        ],
        [
            110.49604,
            132.49604,
            110.49604,
            110.49604,
            132.49604,
            110.49604
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61649,
            -288439,
            -475780,
            372311,
            -169191,
            -761760
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1546516800000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758023657827,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "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)