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Trade: XRP/USDT/720/BBL/ALMA/5142

Strategy
XRP/USDT/720/BBL/ALMA/5142
Pair
XRP_USDT
Interval
12h
Score
728107
Daily Profit
0.202659
Profit Factor
21.120862
Profitability
67.741935
Streak
417.694902
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 07:40
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 919232.625 769904.7585 149327.8665 18301634.0247 15712452.304 2589181.7207
Total P&L (%) 919.2326 769.9048 149.3279 18301.634 15712.4523 2589.1817
Avg Daily Profit (%) 0.3675 0.3078 0.0597 0.2087 0.2027 0.1317
Buy And Hold Return (%) 840.8693 840.8693 840.8693 840.8693 840.8693 840.8693
Max Trade Drawdown -91331 -69334 -92096 -802338 -467849 -809194
Profit Factor 4.1917 6.3823 2.0301 8.9539 21.1209 2.7033
Total Trades 62 31 31 62 31 31
Winning Trades 42 21 21 42 21 21
Losing Trades 20 10 10 20 10 10
Profitability (%) 67.7419 67.7419 67.7419 67.7419 67.7419 67.7419
Ratio Avg Win / Avg Loss 1.996 3.0392 0.9667 4.2637 10.0576 1.2873
Largest Winning Trade 287263 287263 55494 8283655 8283655 2083055
Largest Losing Trade -68157 -36621 -68157 -563129 -241545 -563129
Avg Bars in Trades 77 126 28 77 126 28
Avg Bars in Winners 76 121 31 76 121 31
Avg Bars in Losers 80 137 23 80 137 23
Bars Traded 4807 3918 889 4807 3918 889
Profit Streak 229.1949 417.6949 229.1949 229.1949 417.6949 229.1949
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -274932 -144653 -274383 -138179 728107 -12263

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549886400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602439557,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 157,
            "offset": 0,
            "std": 4.55569
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 171,
            "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": [
        [
            919232.6249916028,
            769904.7584867339,
            149327.8665048688,
            18301634.02465502,
            15712452.303958423,
            2589181.720696598
        ],
        [
            919.232625,
            769.904758,
            149.327867,
            18301.634025,
            15712.452304,
            2589.181721
        ],
        [
            0.367546,
            0.307839,
            0.059707,
            0.208735,
            0.202659,
            0.131707
        ],
        [
            840.869278,
            840.869278,
            840.869278,
            840.869278,
            840.869278,
            840.869278
        ],
        [
            -91331,
            -69334,
            -92096,
            -802338,
            -467849,
            -809194
        ],
        [
            4.191687,
            6.382305,
            2.030098,
            8.953851,
            21.120862,
            2.703326
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            67.741935,
            67.741935,
            67.741935,
            67.741935,
            67.741935,
            67.741935
        ],
        [
            1.996041,
            3.039193,
            0.966713,
            4.263739,
            10.057553,
            1.287298
        ],
        [
            287263,
            287263,
            55494,
            8283655,
            8283655,
            2083055
        ],
        [
            -68157,
            -36621,
            -68157,
            -563129,
            -241545,
            -563129
        ],
        [
            77,
            126,
            28,
            77,
            126,
            28
        ],
        [
            76,
            121,
            31,
            76,
            121,
            31
        ],
        [
            80,
            137,
            23,
            80,
            137,
            23
        ],
        [
            4807,
            3918,
            889,
            4807,
            3918,
            889
        ],
        [
            229.194902,
            417.694902,
            229.194902,
            229.194902,
            417.694902,
            229.194902
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -274932,
            -144653,
            -274383,
            -138179,
            728107,
            -12263
        ]
    ]
}
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": 1549886400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602439557,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 157,
            "offset": 0,
            "std": 4.55569
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 171,
            "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)