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Trade: XRP/USDT/360/ALMA/MIDPOINT/4335

Strategy
XRP/USDT/360/ALMA/MIDPOINT/4335
Pair
XRP_USDT
Interval
6h
Score
452626
Daily Profit
0.163881
Profit Factor
1.677457
Profitability
52.173913
Streak
27.467545
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 14:13
Expiration Time
2025-12-07 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 968337.8616 851513.3545 116824.5071 5895891.7795 5597981.7234 297910.0562
Total P&L (%) 968.3379 851.5134 116.8245 5895.8918 5597.9817 297.9101
Avg Daily Profit (%) 0.3873 0.3406 0.0467 0.1639 0.1618 0.0553
Buy And Hold Return (%) 674.7078 674.7078 674.7078 674.7078 674.7078 674.7078
Max Trade Drawdown -99554 -65214 -81741 -4412622 -2992334 -2147114
Profit Factor 2.3524 3.2992 1.338 1.6775 2.0843 1.0841
Total Trades 161 80 81 161 80 81
Winning Trades 84 43 41 84 43 41
Losing Trades 77 37 40 77 37 40
Profitability (%) 52.1739 53.75 50.6173 52.1739 53.75 50.6173
Ratio Avg Win / Avg Loss 2.1564 2.8388 1.3054 1.5377 1.7935 1.0577
Largest Winning Trade 329263 329263 43835 4640136 4640136 765239
Largest Losing Trade -77342 -31442 -77342 -1759455 -1759455 -1169162
Avg Bars in Trades 60 70 50 60 70 50
Avg Bars in Winners 72 82 62 72 82 62
Avg Bars in Losers 46 55 38 46 55 38
Bars Traded 9729 5625 4104 9729 5625 4104
Profit Streak 27.4675 0 38.4675 27.4675 0 38.4675
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14598 -87677 -307293 452626 -7297 -424206

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758625995933,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 144,
            "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": [
        [
            968337.8616228844,
            851513.3545384222,
            116824.5070844622,
            5895891.779524454,
            5597981.723365195,
            297910.0561592583
        ],
        [
            968.337862,
            851.513355,
            116.824507,
            5895.89178,
            5597.981723,
            297.910056
        ],
        [
            0.387335,
            0.340605,
            0.04673,
            0.163881,
            0.161839,
            0.055257
        ],
        [
            674.707844,
            674.707844,
            674.707844,
            674.707844,
            674.707844,
            674.707844
        ],
        [
            -99554,
            -65214,
            -81741,
            -4412622,
            -2992334,
            -2147114
        ],
        [
            2.352448,
            3.299152,
            1.338005,
            1.677457,
            2.08434,
            1.084146
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            52.173913,
            53.75,
            50.617284,
            52.173913,
            53.75,
            50.617284
        ],
        [
            2.156411,
            2.838805,
            1.305371,
            1.537669,
            1.793502,
            1.057703
        ],
        [
            329263,
            329263,
            43835,
            4640136,
            4640136,
            765239
        ],
        [
            -77342,
            -31442,
            -77342,
            -1759455,
            -1759455,
            -1169162
        ],
        [
            60,
            70,
            50,
            60,
            70,
            50
        ],
        [
            72,
            82,
            62,
            72,
            82,
            62
        ],
        [
            46,
            55,
            38,
            46,
            55,
            38
        ],
        [
            9729,
            5625,
            4104,
            9729,
            5625,
            4104
        ],
        [
            27.467545,
            0,
            38.467545,
            27.467545,
            0,
            38.467545
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14598,
            -87677,
            -307293,
            452626,
            -7297,
            -424206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758625995933,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 144,
            "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)