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Trade: XRP/USDT/360/LINREG/MIDPRICE/6789

Strategy
XRP/USDT/360/LINREG/MIDPRICE/6789
Pair
XRP_USDT
Interval
6h
Score
329625
Daily Profit
0.172851
Profit Factor
1.199819
Profitability
52.229299
Streak
74.998480
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 08:57
Expiration Time
2025-12-07 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 883496.2322 777144.1786 106352.0536 7400376.5214 21057275.5985 -13656899.0771
Total P&L (%) 883.4962 777.1442 106.3521 7400.3765 21057.2756 -13656.8991
Avg Daily Profit (%) 0.3534 0.3109 0.0425 0.1729 0.2144 0
Buy And Hold Return (%) 738.8191 738.8191 738.8191 738.8191 738.8191 738.8191
Max Trade Drawdown -164083 -120596 -103596 -20434021 -3716860 -18916780
Profit Factor 2.311 3.2037 1.3311 1.1998 2.9903 0.4838
Total Trades 157 78 79 157 78 79
Winning Trades 82 40 42 82 40 42
Losing Trades 75 38 37 75 38 37
Profitability (%) 52.2293 51.2821 53.1646 52.2293 51.2821 53.1646
Ratio Avg Win / Avg Loss 2.1137 3.0435 1.1726 1.0974 2.8408 0.4262
Largest Winning Trade 161487 161487 64072 14102492 14102492 1713752
Largest Losing Trade -72407 -43399 -72407 -16828150 -1535165 -16828150
Avg Bars in Trades 61 71 50 61 71 50
Avg Bars in Winners 78 81 76 78 81 76
Avg Bars in Losers 42 62 21 42 62 21
Bars Traded 9623 5609 4014 9623 5609 4014
Profit Streak 74.9985 93.4985 74.9985 74.9985 93.4985 74.9985
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89029 -167463 -327579 329625 -19060 -606768

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1547100000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758607068683,
    "expiration_time": 1765065600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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": [
        [
            883496.2321901405,
            777144.1786258831,
            106352.053564257,
            7400376.5214215405,
            21057275.598545372,
            -13656899.07712383
        ],
        [
            883.496232,
            777.144179,
            106.352054,
            7400.376521,
            21057.275599,
            -13656.899077
        ],
        [
            0.353398,
            0.310858,
            0.042541,
            0.172851,
            0.214412,
            0
        ],
        [
            738.819059,
            738.819059,
            738.819059,
            738.819059,
            738.819059,
            738.819059
        ],
        [
            -164083,
            -120596,
            -103596,
            -20434021,
            -3716860,
            -18916780
        ],
        [
            2.311013,
            3.203676,
            1.331062,
            1.199819,
            2.990343,
            0.483781
        ],
        [
            157,
            78,
            79,
            157,
            78,
            79
        ],
        [
            82,
            40,
            42,
            82,
            40,
            42
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            52.229299,
            51.282051,
            53.164557,
            52.229299,
            51.282051,
            53.164557
        ],
        [
            2.113732,
            3.043492,
            1.172602,
            1.097396,
            2.840826,
            0.426188
        ],
        [
            161487,
            161487,
            64072,
            14102492,
            14102492,
            1713752
        ],
        [
            -72407,
            -43399,
            -72407,
            -16828150,
            -1535165,
            -16828150
        ],
        [
            61,
            71,
            50,
            61,
            71,
            50
        ],
        [
            78,
            81,
            76,
            78,
            81,
            76
        ],
        [
            42,
            62,
            21,
            42,
            62,
            21
        ],
        [
            9623,
            5609,
            4014,
            9623,
            5609,
            4014
        ],
        [
            74.99848,
            93.49848,
            74.99848,
            74.99848,
            93.49848,
            74.99848
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89029,
            -167463,
            -327579,
            329625,
            -19060,
            -606768
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542585600000,
    "first_datapoint_time": 1547100000000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758607068683,
    "expiration_time": 1765065600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 108,
            "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)