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Trade: XRP/USDT/720/LINREG/HMA/9956

Strategy
XRP/USDT/720/LINREG/HMA/9956
Pair
XRP_USDT
Interval
12h
Score
318426
Daily Profit
0.157065
Profit Factor
1.329495
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-23 01:25
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 770191.7653 685996.5769 84195.1884 4961882.9749 9399843.5768 -4437960.6019
Total P&L (%) 770.1918 685.9966 84.1952 4961.883 9399.8436 -4437.9606
Avg Daily Profit (%) 0.308 0.2743 0.0337 0.1571 0.1823 0
Buy And Hold Return (%) 681.7947 681.7947 681.7947 681.7947 681.7947 681.7947
Max Trade Drawdown -101270 -47613 -105718 -6355125 -2529858 -7236917
Profit Factor 2.0925 3.2102 1.2134 1.3295 2.8878 0.5597
Total Trades 121 60 61 121 60 61
Winning Trades 66 32 34 66 32 34
Losing Trades 55 28 27 55 28 27
Profitability (%) 54.5455 53.3333 55.7377 54.5455 53.3333 55.7377
Ratio Avg Win / Avg Loss 1.7437 2.8089 0.9635 1.1079 2.5268 0.4445
Largest Winning Trade 153799 153799 50368 5089166 5089166 526926
Largest Losing Trade -54711 -32895 -54711 -3256940 -1456887 -3256940
Avg Bars in Trades 40 42 37 40 42 37
Avg Bars in Winners 46 48 44 46 48 44
Avg Bars in Losers 32 35 29 32 35 29
Bars Traded 4870 2558 2312 4870 2558 2312
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111591 -317799 -476738 318426 -155348 -741714
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758579943815,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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": [
        [
            770191.7653418558,
            685996.576900093,
            84195.1884417629,
            4961882.974926231,
            9399843.576786492,
            -4437960.601860259
        ],
        [
            770.191765,
            685.996577,
            84.195188,
            4961.882975,
            9399.843577,
            -4437.960602
        ],
        [
            0.308015,
            0.274344,
            0.033671,
            0.157065,
            0.182284,
            0
        ],
        [
            681.794653,
            681.794653,
            681.794653,
            681.794653,
            681.794653,
            681.794653
        ],
        [
            -101270,
            -47613,
            -105718,
            -6355125,
            -2529858,
            -7236917
        ],
        [
            2.092454,
            3.210195,
            1.213351,
            1.329495,
            2.88776,
            0.559713
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            54.545455,
            53.333333,
            55.737705,
            54.545455,
            53.333333,
            55.737705
        ],
        [
            1.743712,
            2.808921,
            0.963543,
            1.107912,
            2.52679,
            0.444478
        ],
        [
            153799,
            153799,
            50368,
            5089166,
            5089166,
            526926
        ],
        [
            -54711,
            -32895,
            -54711,
            -3256940,
            -1456887,
            -3256940
        ],
        [
            40,
            42,
            37,
            40,
            42,
            37
        ],
        [
            46,
            48,
            44,
            46,
            48,
            44
        ],
        [
            32,
            35,
            29,
            32,
            35,
            29
        ],
        [
            4870,
            2558,
            2312,
            4870,
            2558,
            2312
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111591,
            -317799,
            -476738,
            318426,
            -155348,
            -741714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758579943815,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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)