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Trade: XRP/USDT/720/HMA/MIDPRICE/5667

Strategy
XRP/USDT/720/HMA/MIDPRICE/5667
Pair
XRP_USDT
Interval
12h
Score
728444
Daily Profit
0.253837
Profit Factor
8.285384
Profitability
61.855670
Streak
81.275476
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 21:36
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1083136.4545 861046.1777 222090.2767 56747637.0608 45754067.3304 10993569.7304
Total P&L (%) 1083.1365 861.0462 222.0903 56747.6371 45754.0673 10993.5697
Avg Daily Profit (%) 0.4329 0.3441 0.0888 0.2538 0.2452 0.1884
Buy And Hold Return (%) 830.3495 830.3495 830.3495 830.3495 830.3495 830.3495
Max Trade Drawdown -110305 -103325 -92768 -2669994 -1233457 -2669994
Profit Factor 4.2927 5.3292 2.7077 8.2854 18.3546 3.1335
Total Trades 97 48 49 97 48 49
Winning Trades 60 27 33 60 27 33
Losing Trades 37 21 16 37 21 16
Profitability (%) 61.8557 56.25 67.3469 61.8557 56.25 67.3469
Ratio Avg Win / Avg Loss 2.6472 4.1449 1.3128 5.1093 14.2758 1.5193
Largest Winning Trade 338404 338404 60130 23459806 23459806 3647314
Largest Losing Trade -67495 -32919 -67495 -2669994 -950611 -2669994
Avg Bars in Trades 47 57 37 47 57 37
Avg Bars in Winners 57 66 49 57 66 49
Avg Bars in Losers 32 46 12 32 46 12
Bars Traded 4610 2767 1843 4610 2767 1843
Profit Streak 81.2755 451.7755 81.2755 81.2755 451.7755 81.2755
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50551 -134679 -232868 728444 692767 620408
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171001090,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            1083136.4544827733,
            861046.1777430755,
            222090.2767396978,
            56747637.06081749,
            45754067.330419846,
            10993569.73039764
        ],
        [
            1083.136454,
            861.046178,
            222.090277,
            56747.637061,
            45754.06733,
            10993.56973
        ],
        [
            0.432908,
            0.344143,
            0.088765,
            0.253837,
            0.245226,
            0.188385
        ],
        [
            830.349542,
            830.349542,
            830.349542,
            830.349542,
            830.349542,
            830.349542
        ],
        [
            -110305,
            -103325,
            -92768,
            -2669994,
            -1233457,
            -2669994
        ],
        [
            4.292746,
            5.329219,
            2.707671,
            8.285384,
            18.354609,
            3.133504
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            61.85567,
            56.25,
            67.346939,
            61.85567,
            56.25,
            67.346939
        ],
        [
            2.647193,
            4.144948,
            1.31281,
            5.10932,
            14.275807,
            1.519275
        ],
        [
            338404,
            338404,
            60130,
            23459806,
            23459806,
            3647314
        ],
        [
            -67495,
            -32919,
            -67495,
            -2669994,
            -950611,
            -2669994
        ],
        [
            47,
            57,
            37,
            47,
            57,
            37
        ],
        [
            57,
            66,
            49,
            57,
            66,
            49
        ],
        [
            32,
            46,
            12,
            32,
            46,
            12
        ],
        [
            4610,
            2767,
            1843,
            4610,
            2767,
            1843
        ],
        [
            81.275475,
            451.775475,
            81.275475,
            81.275476,
            451.775476,
            81.275476
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50551,
            -134679,
            -232868,
            728444,
            692767,
            620408
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759171001090,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)