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Trade: XRP/USDT/720/ALMA/BBM/4337

Strategy
XRP/USDT/720/ALMA/BBM/4337
Pair
XRP_USDT
Interval
12h
Score
523912
Daily Profit
0.148099
Profit Factor
8.359724
Profitability
63.157895
Streak
92.940443
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:34
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 644552.4828 610257.4136 34295.0691 710651.7088 3949653.1275 -3239001.4186
Total P&L (%) 644.5525 610.2574 34.2951 710.6517 3949.6531 -3239.0014
Avg Daily Profit (%) 0.2577 0.244 0.0137 0.0837 0.1481 0
Buy And Hold Return (%) 788.8162 788.8162 788.8162 788.8162 788.8162 788.8162
Max Trade Drawdown -137669 -75195 -101200 -3655061 -238249 -3445677
Profit Factor 2.3036 4.4512 1.108 1.1447 8.3597 0.2597
Total Trades 77 38 39 77 38 39
Winning Trades 48 24 24 48 24 24
Losing Trades 29 14 15 29 14 15
Profitability (%) 62.3377 63.1579 61.5385 62.3377 63.1579 61.5385
Ratio Avg Win / Avg Loss 1.3918 2.5965 0.6925 0.6916 4.8765 0.1623
Largest Winning Trade 169302 169302 63393 2572612 2572612 162853
Largest Losing Trade -80124 -37915 -80124 -3278810 -129917 -3278810
Avg Bars in Trades 61 63 58 61 63 58
Avg Bars in Winners 67 66 68 67 66 68
Avg Bars in Losers 50 59 43 50 59 43
Bars Traded 4721 2427 2294 4721 2427 2294
Profit Streak 89.9404 92.9404 89.9404 89.9404 92.9404 89.9404
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -197412 -147693 -441645 -353048 523912 -578703

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623654266,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 199,
            "offset": 0,
            "std": 4.72396
        }
    }
}
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": [
        [
            644552.4827740618,
            610257.4136436636,
            34295.069130398,
            710651.7088342584,
            3949653.1274537086,
            -3239001.4186194497
        ],
        [
            644.552483,
            610.257414,
            34.295069,
            710.651709,
            3949.653127,
            -3239.001419
        ],
        [
            0.257718,
            0.244005,
            0.013713,
            0.083708,
            0.148099,
            0
        ],
        [
            788.81622,
            788.81622,
            788.81622,
            788.81622,
            788.81622,
            788.81622
        ],
        [
            -137669,
            -75195,
            -101200,
            -3655061,
            -238249,
            -3445677
        ],
        [
            2.303598,
            4.451206,
            1.107976,
            1.144675,
            8.359724,
            0.259722
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            62.337662,
            63.157895,
            61.538462,
            62.337662,
            63.157895,
            61.538462
        ],
        [
            1.391757,
            2.596537,
            0.692485,
            0.691575,
            4.876506,
            0.162326
        ],
        [
            169302,
            169302,
            63393,
            2572612,
            2572612,
            162853
        ],
        [
            -80124,
            -37915,
            -80124,
            -3278810,
            -129917,
            -3278810
        ],
        [
            61,
            63,
            58,
            61,
            63,
            58
        ],
        [
            67,
            66,
            68,
            67,
            66,
            68
        ],
        [
            50,
            59,
            43,
            50,
            59,
            43
        ],
        [
            4721,
            2427,
            2294,
            4721,
            2427,
            2294
        ],
        [
            89.940443,
            92.940443,
            89.940443,
            89.940443,
            92.940443,
            89.940443
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -197412,
            -147693,
            -441645,
            -353048,
            523912,
            -578703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623654266,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 199,
            "offset": 0,
            "std": 4.72396
        }
    }
}

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)