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Trade: XRP/USDT/720/WMA/MIDPRICE/3662

Strategy
XRP/USDT/720/WMA/MIDPRICE/3662
Pair
XRP_USDT
Interval
12h
Score
493303
Daily Profit
0.148965
Profit Factor
5.138121
Profitability
60.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 01:37
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615428.3747 575046.0315 40382.3432 749504.7716 4035125.7254 -3285620.9538
Total P&L (%) 615.4284 575.046 40.3823 749.5048 4035.1257 -3285.621
Avg Daily Profit (%) 0.2461 0.23 0.0162 0.0856 0.149 0
Buy And Hold Return (%) 890.1176 890.1176 890.1176 890.1176 890.1176 890.1176
Max Trade Drawdown -103484 -71851 -117607 -3213072 -358663 -3668840
Profit Factor 2.2406 4.749 1.1178 1.1205 5.1381 0.3736
Total Trades 80 40 40 80 40 40
Winning Trades 49 24 25 49 24 25
Losing Trades 31 16 15 31 16 15
Profitability (%) 61.25 60 62.5 61.25 60 62.5
Ratio Avg Win / Avg Loss 1.4176 3.166 0.6707 0.7089 3.4254 0.2242
Largest Winning Trade 177399 177399 48222 2385803 2385803 216767
Largest Losing Trade -84489 -49677 -84489 -3152039 -232293 -3152039
Avg Bars in Trades 57 66 48 57 66 48
Avg Bars in Winners 65 66 64 65 66 64
Avg Bars in Losers 44 65 22 44 65 22
Bars Traded 4587 2641 1946 4587 2641 1946
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -176233 -148548 -427963 -355735 493303 -579129

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548460800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757803038034,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            615428.3747482172,
            575046.031529888,
            40382.3432183292,
            749504.7715875057,
            4035125.72542222,
            -3285620.953834714
        ],
        [
            615.428375,
            575.046032,
            40.382343,
            749.504772,
            4035.125725,
            -3285.620954
        ],
        [
            0.246122,
            0.229972,
            0.01615,
            0.085599,
            0.148965,
            0
        ],
        [
            890.117572,
            890.117572,
            890.117572,
            890.117572,
            890.117572,
            890.117572
        ],
        [
            -103484,
            -71851,
            -117607,
            -3213072,
            -358663,
            -3668840
        ],
        [
            2.240649,
            4.74896,
            1.117848,
            1.120487,
            5.138121,
            0.373633
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            61.25,
            60,
            62.5,
            61.25,
            60,
            62.5
        ],
        [
            1.417554,
            3.165973,
            0.670709,
            0.70888,
            3.425414,
            0.22418
        ],
        [
            177399,
            177399,
            48222,
            2385803,
            2385803,
            216767
        ],
        [
            -84489,
            -49677,
            -84489,
            -3152039,
            -232293,
            -3152039
        ],
        [
            57,
            66,
            48,
            57,
            66,
            48
        ],
        [
            65,
            66,
            64,
            65,
            66,
            64
        ],
        [
            44,
            65,
            22,
            44,
            65,
            22
        ],
        [
            4587,
            2641,
            1946,
            4587,
            2641,
            1946
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -176233,
            -148548,
            -427963,
            -355735,
            493303,
            -579129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548460800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757803038034,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)