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Trade: XRP/USDT/480/LINREG/MIDPRICE/2606

Strategy
XRP/USDT/480/LINREG/MIDPRICE/2606
Pair
XRP_USDT
Interval
8h
Score
449383
Daily Profit
0.232019
Profit Factor
1.886751
Profitability
52.032520
Streak
0.000000
Best Strategy
Training Data Length
2504.330000
Evaluation Time
2025-10-02 13:07
Expiration Time
2025-12-16 13:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 999634.2886 829600.8468 170033.4417 33055238.4309 36154775.9259 -3099537.495
Total P&L (%) 999.6343 829.6008 170.0334 33055.2384 36154.7759 -3099.5375
Avg Daily Profit (%) 0.3992 0.3313 0.0679 0.232 0.2356 0
Buy And Hold Return (%) 828.6981 828.6981 828.6981 828.6981 828.6981 828.6981
Max Trade Drawdown -52184 -36294 -40827 -17834002 -11947040 -9945679
Profit Factor 3.3098 5.1973 1.7231 1.8868 3.003 0.8388
Total Trades 123 61 62 123 61 62
Winning Trades 64 34 30 64 34 30
Losing Trades 59 27 32 59 27 32
Profitability (%) 52.0325 55.7377 48.3871 52.0325 55.7377 48.3871
Ratio Avg Win / Avg Loss 3.0512 4.1272 1.838 1.7393 2.3847 0.8947
Largest Winning Trade 386963 386963 47606 31319686 31319686 2238372
Largest Losing Trade -28067 -28067 -20825 -9846727 -9846727 -7726770
Avg Bars in Trades 59 64 54 59 64 54
Avg Bars in Winners 77 76 77 77 76 77
Avg Bars in Losers 39 48 31 39 48 31
Bars Traded 7263 3907 3356 7263 3907 3356
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 -84947 -309276 -419597 449383 -146858 -735585
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 2504.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759399666213,
    "expiration_time": 1765883232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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": [
        [
            999634.2885504474,
            829600.8468167066,
            170033.4417337413,
            33055238.430858307,
            36154775.925907075,
            -3099537.4950487767
        ],
        [
            999.634289,
            829.600847,
            170.033442,
            33055.238431,
            36154.775926,
            -3099.537495
        ],
        [
            0.399162,
            0.331267,
            0.067896,
            0.232019,
            0.235596,
            0
        ],
        [
            828.698142,
            828.698142,
            828.698142,
            828.698142,
            828.698142,
            828.698142
        ],
        [
            -52184,
            -36294,
            -40827,
            -17834002,
            -11947040,
            -9945679
        ],
        [
            3.309782,
            5.197251,
            1.723148,
            1.886751,
            3.003015,
            0.838789
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            52.03252,
            55.737705,
            48.387097,
            52.03252,
            55.737705,
            48.387097
        ],
        [
            3.051205,
            4.127229,
            1.838024,
            1.739349,
            2.384747,
            0.894708
        ],
        [
            386963,
            386963,
            47606,
            31319686,
            31319686,
            2238372
        ],
        [
            -28067,
            -28067,
            -20825,
            -9846727,
            -9846727,
            -7726770
        ],
        [
            59,
            64,
            54,
            59,
            64,
            54
        ],
        [
            77,
            76,
            77,
            77,
            76,
            77
        ],
        [
            39,
            48,
            31,
            39,
            48,
            31
        ],
        [
            7263,
            3907,
            3356,
            7263,
            3907,
            3356
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84947,
            -309276,
            -419597,
            449383,
            -146858,
            -735585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7513,
    "evaluation_days": 2504.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759399666213,
    "expiration_time": 1765883232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 32,
            "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)