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Trade: XRP/USDT/720/WMA/MIDPRICE/8231

Strategy
XRP/USDT/720/WMA/MIDPRICE/8231
Pair
XRP_USDT
Interval
12h
Score
722384
Daily Profit
0.201592
Profit Factor
6.743412
Profitability
69.444444
Streak
291.353968
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 11:29
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 796692.2242 663605.1299 133087.0942 12508919.9559 15296708.5524 -2787788.5965
Total P&L (%) 796.6922 663.6051 133.0871 12508.92 15296.7086 -2787.7886
Avg Daily Profit (%) 0.3185 0.2653 0.0532 0.1936 0.2016 0
Buy And Hold Return (%) 892.1562 892.1562 892.1562 892.1562 892.1562 892.1562
Max Trade Drawdown -84578 -82425 -83160 -4219872 -1435922 -4734081
Profit Factor 3.0402 5.181 1.5742 2.1521 6.7434 0.6598
Total Trades 72 36 36 72 36 36
Winning Trades 47 25 22 47 25 22
Losing Trades 25 11 14 25 11 14
Profitability (%) 65.2778 69.4444 61.1111 65.2778 69.4444 61.1111
Ratio Avg Win / Avg Loss 1.6171 2.2797 1.0018 1.1448 2.9671 0.4199
Largest Winning Trade 169904 169904 48560 6458840 6458840 973194
Largest Losing Trade -68157 -47462 -68157 -3003283 -705425 -3003283
Avg Bars in Trades 63 74 52 63 74 52
Avg Bars in Winners 72 73 70 72 73 70
Avg Bars in Losers 47 77 24 47 77 24
Bars Traded 4587 2694 1893 4587 2694 1893
Profit Streak 210.854 291.354 210.854 210.854 291.354 210.854
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -231079 -145767 -283842 -69194 722384 -578747

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758616182869,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            796692.2241523438,
            663605.1299171746,
            133087.0942351691,
            12508919.955926074,
            15296708.552442182,
            -2787788.596516107
        ],
        [
            796.692224,
            663.60513,
            133.087094,
            12508.919956,
            15296.708552,
            -2787.788597
        ],
        [
            0.318549,
            0.265336,
            0.053214,
            0.193589,
            0.201592,
            0
        ],
        [
            892.156185,
            892.156185,
            892.156185,
            892.156185,
            892.156185,
            892.156185
        ],
        [
            -84578,
            -82425,
            -83160,
            -4219872,
            -1435922,
            -4734081
        ],
        [
            3.04021,
            5.18104,
            1.574202,
            2.152138,
            6.743412,
            0.659768
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            65.277778,
            69.444444,
            61.111111,
            65.277778,
            69.444444,
            61.111111
        ],
        [
            1.617133,
            2.279658,
            1.001765,
            1.144754,
            2.967101,
            0.419852
        ],
        [
            169904,
            169904,
            48560,
            6458840,
            6458840,
            973194
        ],
        [
            -68157,
            -47462,
            -68157,
            -3003283,
            -705425,
            -3003283
        ],
        [
            63,
            74,
            52,
            63,
            74,
            52
        ],
        [
            72,
            73,
            70,
            72,
            73,
            70
        ],
        [
            47,
            77,
            24,
            47,
            77,
            24
        ],
        [
            4587,
            2694,
            1893,
            4587,
            2694,
            1893
        ],
        [
            210.853968,
            291.353968,
            210.853968,
            210.853968,
            291.353968,
            210.853968
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -231079,
            -145767,
            -283842,
            -69194,
            722384,
            -578747
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758616182869,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)