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Trade: XRP/USDT/720/HMA/MIDPRICE/6002

Strategy
XRP/USDT/720/HMA/MIDPRICE/6002
Pair
XRP_USDT
Interval
12h
Score
689079
Daily Profit
0.251628
Profit Factor
5.522060
Profitability
61.538462
Streak
293.916492
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 00:59
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 949626.5131 756465.2588 193161.2543 55977161.2189 53495769.4664 2481391.7525
Total P&L (%) 949.6265 756.4653 193.1613 55977.1612 53495.7695 2481.3918
Avg Daily Profit (%) 0.3798 0.3025 0.0772 0.2534 0.2516 0.1301
Buy And Hold Return (%) 859.5484 859.5484 859.5484 859.5484 859.5484 859.5484
Max Trade Drawdown -120639 -93968 -53610 -13627169 -4936331 -16939048
Profit Factor 3.634 4.762 2.2114 2.5856 5.5221 1.1057
Total Trades 79 39 40 79 39 40
Winning Trades 49 24 25 49 24 25
Losing Trades 30 15 15 30 15 15
Profitability (%) 62.0253 61.5385 62.5 62.0253 61.5385 62.5
Ratio Avg Win / Avg Loss 2.2249 2.9763 1.3269 1.5831 3.4513 0.6634
Largest Winning Trade 137426 137426 56970 21461245 21461245 9605352
Largest Losing Trade -52058 -52058 -26048 -8842812 -1953937 -8842812
Avg Bars in Trades 58 69 47 58 69 47
Avg Bars in Winners 69 79 60 69 79 60
Avg Bars in Losers 41 55 27 41 55 27
Bars Traded 4637 2727 1909 4637 2727 1909
Profit Streak 111.4165 293.9165 111.4165 111.4165 293.9165 111.4165
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145289 -146759 -250277 -15058 689079 -125837
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": 1550059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758837584884,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "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": [
        [
            949626.5130799431,
            756465.2588203597,
            193161.2542595835,
            55977161.21890053,
            53495769.46640783,
            2481391.752492711
        ],
        [
            949.626513,
            756.465259,
            193.161254,
            55977.161219,
            53495.769466,
            2481.391752
        ],
        [
            0.379775,
            0.302526,
            0.077249,
            0.253443,
            0.251628,
            0.130095
        ],
        [
            859.548417,
            859.548417,
            859.548417,
            859.548417,
            859.548417,
            859.548417
        ],
        [
            -120639,
            -93968,
            -53610,
            -13627169,
            -4936331,
            -16939048
        ],
        [
            3.633974,
            4.762007,
            2.211424,
            2.585648,
            5.52206,
            1.105715
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            62.025316,
            61.538462,
            62.5,
            62.025316,
            61.538462,
            62.5
        ],
        [
            2.224882,
            2.976254,
            1.326855,
            1.58305,
            3.451287,
            0.663429
        ],
        [
            137426,
            137426,
            56970,
            21461245,
            21461245,
            9605352
        ],
        [
            -52058,
            -52058,
            -26048,
            -8842812,
            -1953937,
            -8842812
        ],
        [
            58,
            69,
            47,
            58,
            69,
            47
        ],
        [
            69,
            79,
            60,
            69,
            79,
            60
        ],
        [
            41,
            55,
            27,
            41,
            55,
            27
        ],
        [
            4637,
            2727,
            1909,
            4637,
            2727,
            1909
        ],
        [
            111.416492,
            293.916492,
            111.416492,
            111.416492,
            293.916492,
            111.416492
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145289,
            -146759,
            -250277,
            -15058,
            689079,
            -125837
        ]
    ]
}
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": 1550059200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758837584884,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 97,
            "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)