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Trade: XRP/USDT/720/WMA/MIDPRICE/7474

Strategy
XRP/USDT/720/WMA/MIDPRICE/7474
Pair
XRP_USDT
Interval
12h
Score
771642
Daily Profit
0.259698
Profit Factor
18.733563
Profitability
72.972973
Streak
440.300420
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 10:12
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 1059905.7732 828632.0743 231273.6989 79782670.2905 65445348.8074 14337321.483
Total P&L (%) 1059.9058 828.6321 231.2737 79782.6703 65445.3488 14337.3215
Avg Daily Profit (%) 0.4239 0.3314 0.0925 0.2676 0.2597 0.1991
Buy And Hold Return (%) 874.0132 874.0132 874.0132 874.0132 874.0132 874.0132
Max Trade Drawdown -67102 -71462 -61510 -2810527 -2229488 -1021160
Profit Factor 4.7832 6.3378 2.8513 14.8865 18.7336 7.9773
Total Trades 74 37 37 74 37 37
Winning Trades 52 27 25 52 27 25
Losing Trades 22 10 12 22 10 12
Profitability (%) 70.2703 72.973 67.5676 70.2703 72.973 67.5676
Ratio Avg Win / Avg Loss 2.0236 2.3473 1.3686 6.2981 6.9384 3.8291
Largest Winning Trade 325803 325803 49969 26536880 26536880 8421354
Largest Losing Trade -60990 -40348 -60990 -1068488 -1068488 -800767
Avg Bars in Trades 60 76 44 60 76 44
Avg Bars in Winners 67 76 58 67 76 58
Avg Bars in Losers 43 77 16 43 77 16
Bars Traded 4488 2840 1648 4488 2840 1648
Profit Streak 428.8004 440.3004 428.8004 428.8004 440.3004 428.8004
Trades During Streak 7 5 3 7 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146480 -143730 -227309 -47315 771642 726465

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": 1548331200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179556282,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "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": [
        [
            1059905.7732052903,
            828632.0742629404,
            231273.6989423496,
            79782670.2904615,
            65445348.80742694,
            14337321.483034566
        ],
        [
            1059.905773,
            828.632074,
            231.273699,
            79782.67029,
            65445.348807,
            14337.321483
        ],
        [
            0.423878,
            0.331387,
            0.092491,
            0.26763,
            0.259698,
            0.199054
        ],
        [
            874.013231,
            874.013231,
            874.013231,
            874.013231,
            874.013231,
            874.013231
        ],
        [
            -67102,
            -71462,
            -61510,
            -2810527,
            -2229488,
            -1021160
        ],
        [
            4.783162,
            6.33782,
            2.851284,
            14.886488,
            18.733563,
            7.977254
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            70.27027,
            72.972973,
            67.567568,
            70.27027,
            72.972973,
            67.567568
        ],
        [
            2.023645,
            2.347341,
            1.368617,
            6.29813,
            6.938357,
            3.829082
        ],
        [
            325803,
            325803,
            49969,
            26536880,
            26536880,
            8421354
        ],
        [
            -60990,
            -40348,
            -60990,
            -1068488,
            -1068488,
            -800767
        ],
        [
            60,
            76,
            44,
            60,
            76,
            44
        ],
        [
            67,
            76,
            58,
            67,
            76,
            58
        ],
        [
            43,
            77,
            16,
            43,
            77,
            16
        ],
        [
            4488,
            2840,
            1648,
            4488,
            2840,
            1648
        ],
        [
            428.80042,
            440.30042,
            428.80042,
            428.80042,
            440.30042,
            428.80042
        ],
        [
            7,
            5,
            3,
            7,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146480,
            -143730,
            -227309,
            -47315,
            771642,
            726465
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179556282,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "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)