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Trade: XRP/USDT/720/HMA/SMA/6197

Strategy
XRP/USDT/720/HMA/SMA/6197
Pair
XRP_USDT
Interval
12h
Score
390077
Daily Profit
0.271367
Profit Factor
1.613438
Profitability
44.444444
Streak
89.956783
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:57
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 1160878.5129 950474.2247 210404.2882 87703348.8526 93927508.2543 -6224159.4017
Total P&L (%) 1160.8785 950.4742 210.4043 87703.3489 93927.5083 -6224.1594
Avg Daily Profit (%) 0.4642 0.38 0.0841 0.2714 0.2741 0
Buy And Hold Return (%) 808.4514 808.4514 808.4514 808.4514 808.4514 808.4514
Max Trade Drawdown -73739 -42898 -63918 -64069007 -38554048 -35103487
Profit Factor 3.252 4.1453 1.9864 1.6134 2.1705 0.9008
Total Trades 126 63 63 126 63 63
Winning Trades 56 26 30 56 26 30
Losing Trades 70 37 33 70 37 33
Profitability (%) 44.4444 41.2698 47.619 44.4444 41.2698 47.619
Ratio Avg Win / Avg Loss 4.065 5.899 2.1851 2.0168 3.0888 0.9908
Largest Winning Trade 345786 345786 50760 81629430 81629430 16325873
Largest Losing Trade -30625 -30625 -19833 -13272791 -13272791 -9156373
Avg Bars in Trades 38 40 36 38 40 36
Avg Bars in Winners 56 58 54 56 58 54
Avg Bars in Losers 23 27 20 23 27 20
Bars Traded 4817 2521 2296 4817 2521 2296
Profit Streak 89.9568 93.4568 89.9568 89.9568 93.4568 89.9568
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14510 -244173 -389686 390077 -136993 -727825

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625066063,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 13,
            "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": [
        [
            1160878.5128567142,
            950474.2246654085,
            210404.2881913052,
            87703348.85257985,
            93927508.25432462,
            -6224159.4017447615
        ],
        [
            1160.878513,
            950.474225,
            210.404288,
            87703.348853,
            93927.508254,
            -6224.159402
        ],
        [
            0.464166,
            0.380038,
            0.084128,
            0.271367,
            0.274112,
            0
        ],
        [
            808.451377,
            808.451377,
            808.451377,
            808.451377,
            808.451377,
            808.451377
        ],
        [
            -73739,
            -42898,
            -63918,
            -64069007,
            -38554048,
            -35103487
        ],
        [
            3.252,
            4.145253,
            1.986449,
            1.613438,
            2.170495,
            0.90077
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            44.444444,
            41.269841,
            47.619048,
            44.444444,
            41.269841,
            47.619048
        ],
        [
            4.065,
            5.899014,
            2.185094,
            2.016797,
            3.088781,
            0.990846
        ],
        [
            345786,
            345786,
            50760,
            81629430,
            81629430,
            16325873
        ],
        [
            -30625,
            -30625,
            -19833,
            -13272791,
            -13272791,
            -9156373
        ],
        [
            38,
            40,
            36,
            38,
            40,
            36
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            23,
            27,
            20,
            23,
            27,
            20
        ],
        [
            4817,
            2521,
            2296,
            4817,
            2521,
            2296
        ],
        [
            89.956783,
            93.456783,
            89.956783,
            89.956783,
            93.456783,
            89.956783
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14510,
            -244173,
            -389686,
            390077,
            -136993,
            -727825
        ]
    ]
}
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": 1548244800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758625066063,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 13,
            "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)