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Trade: XRP/USDT/720/LINREG/MIDPRICE/9222

Strategy
XRP/USDT/720/LINREG/MIDPRICE/9222
Pair
XRP_USDT
Interval
12h
Score
754816
Daily Profit
0.208481
Profit Factor
8.888503
Profitability
73.333333
Streak
124.548591
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-29 04:09
Expiration Time
2025-12-13 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 797834.0896 692416.3198 105417.7698 6116747.3176 18204483.6564 -12087736.3387
Total P&L (%) 797.8341 692.4163 105.4178 6116.7473 18204.4837 -12087.7363
Avg Daily Profit (%) 0.3189 0.2768 0.0421 0.1652 0.2085 0
Buy And Hold Return (%) 799.6507 799.6507 799.6507 799.6507 799.6507 799.6507
Max Trade Drawdown -83448 -41509 -94331 -8911072 -1645304 -13698139
Profit Factor 3.3168 11.4902 1.3787 1.2803 8.8885 0.3806
Total Trades 60 30 30 60 30 30
Winning Trades 41 22 19 41 22 19
Losing Trades 19 8 11 19 8 11
Profitability (%) 68.3333 73.3333 63.3333 68.3333 73.3333 63.3333
Ratio Avg Win / Avg Loss 1.537 4.1783 0.7982 0.5933 3.2322 0.2203
Largest Winning Trade 182812 182812 60001 9514733 9514733 1263157
Largest Losing Trade -79328 -21742 -79328 -6182237 -868041 -6182237
Avg Bars in Trades 76 88 63 76 88 63
Avg Bars in Winners 77 79 74 77 79 74
Avg Bars in Losers 73 113 44 73 113 44
Bars Traded 4562 2655 1907 4562 2655 1907
Profit Streak 74.0486 124.5486 0 74.0486 124.5486 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -320947 -144226 -301815 -164528 754816 -579097
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553083200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759108198233,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            797834.0895732433,
            692416.3197689814,
            105417.7698042621,
            6116747.317648051,
            18204483.65636527,
            -12087736.338717218
        ],
        [
            797.83409,
            692.41632,
            105.41777,
            6116.747318,
            18204.483656,
            -12087.736339
        ],
        [
            0.318942,
            0.2768,
            0.042142,
            0.165231,
            0.208481,
            0
        ],
        [
            799.650713,
            799.650713,
            799.650713,
            799.650713,
            799.650713,
            799.650713
        ],
        [
            -83448,
            -41509,
            -94331,
            -8911072,
            -1645304,
            -13698139
        ],
        [
            3.316783,
            11.490224,
            1.378703,
            1.280298,
            8.888503,
            0.38058
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            19,
            8,
            11,
            19,
            8,
            11
        ],
        [
            68.333333,
            73.333333,
            63.333333,
            68.333333,
            73.333333,
            63.333333
        ],
        [
            1.537046,
            4.178263,
            0.798196,
            0.593309,
            3.232183,
            0.220336
        ],
        [
            182812,
            182812,
            60001,
            9514733,
            9514733,
            1263157
        ],
        [
            -79328,
            -21742,
            -79328,
            -6182237,
            -868041,
            -6182237
        ],
        [
            76,
            88,
            63,
            76,
            88,
            63
        ],
        [
            77,
            79,
            74,
            77,
            79,
            74
        ],
        [
            73,
            113,
            44,
            73,
            113,
            44
        ],
        [
            4562,
            2655,
            1907,
            4562,
            2655,
            1907
        ],
        [
            74.048591,
            124.548591,
            0,
            74.048591,
            124.548591,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -320947,
            -144226,
            -301815,
            -164528,
            754816,
            -579097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1553083200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759108198233,
    "expiration_time": 1765587888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)