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Trade: XRP/USDT/720/WMA/MIDPRICE/3224

Strategy
XRP/USDT/720/WMA/MIDPRICE/3224
Pair
XRP_USDT
Interval
12h
Score
667561
Daily Profit
0.197359
Profit Factor
4.603586
Profitability
62.500000
Streak
431.887979
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 00:18
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 875677.1599 722778.6191 152898.5408 15582795.2693 13739423.4122 1843371.8571
Total P&L (%) 875.6772 722.7786 152.8985 15582.7953 13739.4234 1843.3719
Avg Daily Profit (%) 0.3502 0.2891 0.0611 0.2024 0.1974 0.1187
Buy And Hold Return (%) 710.6005 710.6005 710.6005 710.6005 710.6005 710.6005
Max Trade Drawdown -100113 -89062 -39142 -2287228 -1713708 -1399058
Profit Factor 3.2592 4.1234 1.9789 3.3706 4.6036 1.6677
Total Trades 81 40 41 81 40 41
Winning Trades 48 25 23 48 25 23
Losing Trades 33 15 18 33 15 18
Profitability (%) 59.2593 62.5 56.0976 59.2593 62.5 56.0976
Ratio Avg Win / Avg Loss 2.2407 2.474 1.5487 2.3173 2.7622 1.3052
Largest Winning Trade 278208 278208 50256 7762698 7762698 1270977
Largest Losing Trade -50192 -50192 -39142 -824293 -824293 -768603
Avg Bars in Trades 56 70 42 56 70 42
Avg Bars in Winners 65 68 62 65 68 62
Avg Bars in Losers 42 74 15 42 74 15
Bars Traded 4568 2835 1733 4568 2835 1733
Profit Streak 61.388 431.888 61.388 61.388 431.888 61.388
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91777 -141471 -271909 24446 667561 -34125

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452721402,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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": [
        [
            875677.1598944444,
            722778.6191299839,
            152898.54076446,
            15582795.269292053,
            13739423.412205806,
            1843371.8570862454
        ],
        [
            875.67716,
            722.778619,
            152.898541,
            15582.795269,
            13739.423412,
            1843.371857
        ],
        [
            0.350201,
            0.289054,
            0.061147,
            0.20237,
            0.197359,
            0.118727
        ],
        [
            710.600455,
            710.600455,
            710.600455,
            710.600455,
            710.600455,
            710.600455
        ],
        [
            -100113,
            -89062,
            -39142,
            -2287228,
            -1713708,
            -1399058
        ],
        [
            3.259157,
            4.12336,
            1.978853,
            3.370558,
            4.603586,
            1.667703
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            59.259259,
            62.5,
            56.097561,
            59.259259,
            62.5,
            56.097561
        ],
        [
            2.24067,
            2.474016,
            1.548668,
            2.317258,
            2.762152,
            1.305159
        ],
        [
            278208,
            278208,
            50256,
            7762698,
            7762698,
            1270977
        ],
        [
            -50192,
            -50192,
            -39142,
            -824293,
            -824293,
            -768603
        ],
        [
            56,
            70,
            42,
            56,
            70,
            42
        ],
        [
            65,
            68,
            62,
            65,
            68,
            62
        ],
        [
            42,
            74,
            15,
            42,
            74,
            15
        ],
        [
            4568,
            2835,
            1733,
            4568,
            2835,
            1733
        ],
        [
            61.387979,
            431.887979,
            61.387979,
            61.387979,
            431.887979,
            61.387979
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91777,
            -141471,
            -271909,
            24446,
            667561,
            -34125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452721402,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 111,
            "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)