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Trade: XRP/USDT/720/HLC3/ALMA/9682

Strategy
XRP/USDT/720/HLC3/ALMA/9682
Pair
XRP_USDT
Interval
12h
Score
528005
Daily Profit
0.176756
Profit Factor
2.971421
Profitability
51.282051
Streak
327.714335
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 08:08
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -267706.4875 184694.8162 -452401.3037 9145766.591 970372.745 8175393.846
Total P&L (%) -267.7065 184.6948 -452.4013 9145.7666 970.3727 8175.3938
Avg Daily Profit (%) -0.1071 0.0739 -0.1809 0.1812 0.0949 0.1768
Buy And Hold Return (%) 838.1798 838.1798 838.1798 838.1798 838.1798 838.1798
Max Trade Drawdown -524228 -40398 -559532 -4656104 -1781492 -3451224
Profit Factor 0.6567 2.8727 0.3359 2.3623 1.3781 2.9714
Total Trades 79 40 39 79 40 39
Winning Trades 65 32 33 41 21 20
Losing Trades 14 8 6 38 19 19
Profitability (%) 82.2785 80 84.6154 51.8987 52.5 51.2821
Ratio Avg Win / Avg Loss 0.1414 0.7182 0.0611 2.1895 1.2469 2.8229
Largest Winning Trade 78690 78690 33006 10189225 1459135 10189225
Largest Losing Trade -363438 -36423 -363438 -1978886 -715612 -1978886
Avg Bars in Trades 57 50 63 57 50 63
Avg Bars in Winners 28 19 38 61 57 66
Avg Bars in Losers 188 174 206 52 42 61
Bars Traded 4505 2014 2491 4505 2014 2491
Profit Streak 128.7143 325.2143 128.7143 327.7143 329.2143 327.7143
Trades During Streak 3 2 1 5 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -606316 -252510 -575852 -17269 -180375 528005

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1557532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863318519,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 194,
            "offset": 150
        }
    }
}
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": [
        [
            -267706.4874673342,
            184694.8162420304,
            -452401.3037093644,
            9145766.590989692,
            970372.7449896494,
            8175393.846000042
        ],
        [
            -267.706487,
            184.694816,
            -452.401304,
            9145.766591,
            970.372745,
            8175.393846
        ],
        [
            -0.107061,
            0.073863,
            -0.180924,
            0.181198,
            0.09485,
            0.176756
        ],
        [
            838.179829,
            838.179829,
            838.179829,
            838.179829,
            838.179829,
            838.179829
        ],
        [
            -524228,
            -40398,
            -559532,
            -4656104,
            -1781492,
            -3451224
        ],
        [
            0.656721,
            2.872682,
            0.335901,
            2.362314,
            1.378099,
            2.971421
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            65,
            32,
            33,
            41,
            21,
            20
        ],
        [
            14,
            8,
            6,
            38,
            19,
            19
        ],
        [
            82.278481,
            80,
            84.615385,
            51.898734,
            52.5,
            51.282051
        ],
        [
            0.141448,
            0.71817,
            0.061073,
            2.189462,
            1.246852,
            2.82285
        ],
        [
            78690,
            78690,
            33006,
            10189225,
            1459135,
            10189225
        ],
        [
            -363438,
            -36423,
            -363438,
            -1978886,
            -715612,
            -1978886
        ],
        [
            57,
            50,
            63,
            57,
            50,
            63
        ],
        [
            28,
            19,
            38,
            61,
            57,
            66
        ],
        [
            188,
            174,
            206,
            52,
            42,
            61
        ],
        [
            4505,
            2014,
            2491,
            4505,
            2014,
            2491
        ],
        [
            128.714335,
            325.214335,
            128.714335,
            327.714335,
            329.214335,
            327.714335
        ],
        [
            3,
            2,
            1,
            5,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -606316,
            -252510,
            -575852,
            -17269,
            -180375,
            528005
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1557532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758863318519,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 194,
            "offset": 150
        }
    }
}

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)