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Trade: XRP/USDT/360/ALMA/MIDPOINT/4924

Strategy
XRP/USDT/360/ALMA/MIDPOINT/4924
Pair
XRP_USDT
Interval
6h
Score
399436
Daily Profit
0.186712
Profit Factor
1.487955
Profitability
52.136752
Streak
128.070488
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-24 10:41
Expiration Time
2025-12-08 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 981770.3095 866453.6252 115316.6842 10519936.29 14404839.1949 -3884902.9049
Total P&L (%) 981.7703 866.4536 115.3167 10519.9363 14404.8392 -3884.9029
Avg Daily Profit (%) 0.3926 0.3464 0.0461 0.1867 0.1992 0
Buy And Hold Return (%) 784.6 784.6 784.6 784.6 784.6 784.6
Max Trade Drawdown -135474 -106099 -73473 -10303749 -4589554 -7945180
Profit Factor 2.6176 3.5654 1.4284 1.488 2.348 0.6427
Total Trades 117 58 59 117 58 59
Winning Trades 61 31 30 61 31 30
Losing Trades 56 27 29 56 27 29
Profitability (%) 52.1368 53.4483 50.8475 52.1368 53.4483 50.8475
Ratio Avg Win / Avg Loss 2.403 3.1054 1.3808 1.366 2.045 0.6213
Largest Winning Trade 353660 353660 61471 12686919 12686919 1359701
Largest Losing Trade -44345 -44345 -37736 -6141320 -3360253 -6141320
Avg Bars in Trades 82 100 65 82 100 65
Avg Bars in Winners 109 115 103 109 115 103
Avg Bars in Losers 53 82 25 53 82 25
Bars Traded 9683 5828 3855 9683 5828 3855
Profit Streak 128.0705 128.0705 130.0705 128.0705 128.0705 130.0705
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70981 -296329 -471849 399436 -166538 -756389

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547272800000,
    "last_datapoint_time": 1758693600000,
    "evaluation_time": 1758699690131,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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": [
        [
            981770.3094507048,
            866453.6252280038,
            115316.6842227014,
            10519936.289973427,
            14404839.194894865,
            -3884902.9049214423
        ],
        [
            981.770309,
            866.453625,
            115.316684,
            10519.93629,
            14404.839195,
            -3884.902905
        ],
        [
            0.392551,
            0.346443,
            0.046108,
            0.186712,
            0.199201,
            0
        ],
        [
            784.599957,
            784.599957,
            784.599957,
            784.599957,
            784.599957,
            784.599957
        ],
        [
            -135474,
            -106099,
            -73473,
            -10303749,
            -4589554,
            -7945180
        ],
        [
            2.617579,
            3.565448,
            1.428371,
            1.487955,
            2.348003,
            0.642708
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            52.136752,
            53.448276,
            50.847458,
            52.136752,
            53.448276,
            50.847458
        ],
        [
            2.403024,
            3.105391,
            1.380758,
            1.365991,
            2.045034,
            0.621284
        ],
        [
            353660,
            353660,
            61471,
            12686919,
            12686919,
            1359701
        ],
        [
            -44345,
            -44345,
            -37736,
            -6141320,
            -3360253,
            -6141320
        ],
        [
            82,
            100,
            65,
            82,
            100,
            65
        ],
        [
            109,
            115,
            103,
            109,
            115,
            103
        ],
        [
            53,
            82,
            25,
            53,
            82,
            25
        ],
        [
            9683,
            5828,
            3855,
            9683,
            5828,
            3855
        ],
        [
            128.070488,
            128.070488,
            130.070488,
            128.070488,
            128.070488,
            130.070488
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70981,
            -296329,
            -471849,
            399436,
            -166538,
            -756389
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547272800000,
    "last_datapoint_time": 1758693600000,
    "evaluation_time": 1758699690131,
    "expiration_time": 1765176192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 217,
            "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)