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Trade: XRP/USDT/720/SMA/MIDPRICE/8966

Strategy
XRP/USDT/720/SMA/MIDPRICE/8966
Pair
XRP_USDT
Interval
12h
Score
723169
Daily Profit
0.204653
Profit Factor
13.778187
Profitability
66.666667
Streak
534.342170
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 23:12
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 1066921.1928 864595.7656 202325.4273 19649174.9639 16553217.0596 3095957.9043
Total P&L (%) 1066.9212 864.5958 202.3254 19649.175 16553.2171 3095.9579
Avg Daily Profit (%) 0.4264 0.3456 0.0809 0.2115 0.2047 0.1386
Buy And Hold Return (%) 773.2446 773.2446 773.2446 773.2446 773.2446 773.2446
Max Trade Drawdown -87713 -75214 -87713 -2168446 -618955 -2168446
Profit Factor 4.7194 6.9976 2.4179 5.9182 13.7782 2.1468
Total Trades 61 30 31 61 30 31
Winning Trades 43 20 23 43 20 23
Losing Trades 18 10 8 18 10 8
Profitability (%) 70.4918 66.6667 74.1935 70.4918 66.6667 74.1935
Ratio Avg Win / Avg Loss 1.9755 3.4988 0.841 2.4774 6.8891 0.7467
Largest Winning Trade 368448 368448 56307 7440421 7440421 2062967
Largest Losing Trade -87713 -35226 -87713 -2168446 -476856 -2168446
Avg Bars in Trades 75 89 61 75 89 61
Avg Bars in Winners 86 101 72 86 101 72
Avg Bars in Losers 50 66 30 50 66 30
Bars Traded 4617 2699 1918 4617 2699 1918
Profit Streak 85.3422 534.3422 85.3422 85.3422 534.3422 85.3422
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -192438 -107730 -245280 -145778 723169 -4896
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550620800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176763527,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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": [
        [
            1066921.1928269295,
            864595.765558195,
            202325.4272687342,
            19649174.96388672,
            16553217.059623325,
            3095957.904263391
        ],
        [
            1066.921193,
            864.595766,
            202.325427,
            19649.174964,
            16553.21706,
            3095.957904
        ],
        [
            0.426427,
            0.345562,
            0.080865,
            0.211482,
            0.204653,
            0.138564
        ],
        [
            773.244552,
            773.244552,
            773.244552,
            773.244552,
            773.244552,
            773.244552
        ],
        [
            -87713,
            -75214,
            -87713,
            -2168446,
            -618955,
            -2168446
        ],
        [
            4.719356,
            6.997569,
            2.41785,
            5.918249,
            13.778187,
            2.146766
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            18,
            10,
            8,
            18,
            10,
            8
        ],
        [
            70.491803,
            66.666667,
            74.193548,
            70.491803,
            66.666667,
            74.193548
        ],
        [
            1.975544,
            3.498785,
            0.840991,
            2.477406,
            6.889094,
            0.746701
        ],
        [
            368448,
            368448,
            56307,
            7440421,
            7440421,
            2062967
        ],
        [
            -87713,
            -35226,
            -87713,
            -2168446,
            -476856,
            -2168446
        ],
        [
            75,
            89,
            61,
            75,
            89,
            61
        ],
        [
            86,
            101,
            72,
            86,
            101,
            72
        ],
        [
            50,
            66,
            30,
            50,
            66,
            30
        ],
        [
            4617,
            2699,
            1918,
            4617,
            2699,
            1918
        ],
        [
            85.34217,
            534.34217,
            85.34217,
            85.34217,
            534.34217,
            85.34217
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -192438,
            -107730,
            -245280,
            -145778,
            723169,
            -4896
        ]
    ]
}
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": 1550620800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759176763527,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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)