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Trade: XRP/USDT/480/LINREG/MIDPRICE/7671

Strategy
XRP/USDT/480/LINREG/MIDPRICE/7671
Pair
XRP_USDT
Interval
8h
Score
311766
Daily Profit
0.240737
Profit Factor
1.247626
Profitability
56.800000
Streak
77.268898
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 17:27
Expiration Time
2025-12-08 11:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029324.1316 843774.011 185550.1206 40893715.3493 90623883.6728 -49730168.3235
Total P&L (%) 1029.3241 843.774 185.5501 40893.7153 90623.8837 -49730.1683
Avg Daily Profit (%) 0.4114 0.3372 0.0742 0.2407 0.2726 0
Buy And Hold Return (%) 787.4305 787.4305 787.4305 787.4305 787.4305 787.4305
Max Trade Drawdown -115615 -97592 -110201 -73970316 -17995866 -79797717
Profit Factor 2.7985 3.9136 1.6563 1.2476 2.6401 0.5475
Total Trades 125 62 63 125 62 63
Winning Trades 71 35 36 71 35 36
Losing Trades 54 27 27 54 27 27
Profitability (%) 56.8 56.4516 57.1429 56.8 56.4516 57.1429
Ratio Avg Win / Avg Loss 2.1285 3.0191 1.2422 0.9489 2.0367 0.4106
Largest Winning Trade 159261 159261 61340 58289375 58289375 7249076
Largest Losing Trade -64287 -51746 -64287 -61001544 -15343320 -61001544
Avg Bars in Trades 57 68 47 57 68 47
Avg Bars in Winners 64 65 63 64 65 63
Avg Bars in Losers 48 73 24 48 73 24
Bars Traded 7226 4265 2961 7226 4265 2961
Profit Streak 77.2689 91.2689 77.2689 77.2689 91.2689 77.2689
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52843 -279692 -402873 311766 -138690 -725974

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547366400000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758724032770,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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": [
        [
            1029324.131616835,
            843774.0109726245,
            185550.1206442096,
            40893715.34931128,
            90623883.67281088,
            -49730168.32349959
        ],
        [
            1029.324132,
            843.774011,
            185.550121,
            40893.715349,
            90623.883673,
            -49730.168323
        ],
        [
            0.411401,
            0.33724,
            0.074161,
            0.240737,
            0.272569,
            0
        ],
        [
            787.430451,
            787.430451,
            787.430451,
            787.430451,
            787.430451,
            787.430451
        ],
        [
            -115615,
            -97592,
            -110201,
            -73970316,
            -17995866,
            -79797717
        ],
        [
            2.798543,
            3.91364,
            1.656314,
            1.247626,
            2.640148,
            0.547453
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            56.8,
            56.451613,
            57.142857,
            56.8,
            56.451613,
            57.142857
        ],
        [
            2.128469,
            3.019093,
            1.242235,
            0.948899,
            2.036685,
            0.41059
        ],
        [
            159261,
            159261,
            61340,
            58289375,
            58289375,
            7249076
        ],
        [
            -64287,
            -51746,
            -64287,
            -61001544,
            -15343320,
            -61001544
        ],
        [
            57,
            68,
            47,
            57,
            68,
            47
        ],
        [
            64,
            65,
            63,
            64,
            65,
            63
        ],
        [
            48,
            73,
            24,
            48,
            73,
            24
        ],
        [
            7226,
            4265,
            2961,
            7226,
            4265,
            2961
        ],
        [
            77.268898,
            91.268898,
            77.268898,
            77.268898,
            91.268898,
            77.268898
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52843,
            -279692,
            -402873,
            311766,
            -138690,
            -725974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547366400000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758724032770,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 168,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 99,
            "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)