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Trade: XRP/USDT/720/LINREG/MIDPOINT/3053

Strategy
XRP/USDT/720/LINREG/MIDPOINT/3053
Pair
XRP_USDT
Interval
12h
Score
559303
Daily Profit
0.216907
Profit Factor
4.099926
Profitability
51.063830
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:12
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 845699.4596 706246.3984 139453.0612 18540858.5535 22489192.1002 -3948333.5467
Total P&L (%) 845.6995 706.2464 139.4531 18540.8586 22489.1921 -3948.3335
Avg Daily Profit (%) 0.3381 0.2823 0.0557 0.2092 0.2169 0
Buy And Hold Return (%) 793.0967 793.0967 793.0967 793.0967 793.0967 793.0967
Max Trade Drawdown -76547 -78728 -62424 -10764071 -2300044 -10708170
Profit Factor 3.1038 4.4618 1.7044 1.8429 4.0999 0.7322
Total Trades 95 47 48 95 47 48
Winning Trades 49 24 25 49 24 25
Losing Trades 46 23 23 46 23 23
Profitability (%) 51.5789 51.0638 52.0833 51.5789 51.0638 52.0833
Ratio Avg Win / Avg Loss 2.9138 4.2759 1.568 1.7301 3.9291 0.6736
Largest Winning Trade 177042 177042 62132 13147846 13147846 2963375
Largest Losing Trade -42402 -42402 -32519 -4678340 -1423764 -4678340
Avg Bars in Trades 49 57 42 49 57 42
Avg Bars in Winners 64 66 62 64 66 62
Avg Bars in Losers 33 47 20 33 47 20
Bars Traded 4721 2688 2033 4721 2688 2033
Profit Streak 18.4669 0 209.9669 18.4669 0 209.9669
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128974 -149417 -279305 454817 559303 -579060

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758669137780,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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": [
        [
            845699.4596467589,
            706246.3984275619,
            139453.0612191975,
            18540858.553537004,
            22489192.10019084,
            -3948333.5466538346
        ],
        [
            845.69946,
            706.246398,
            139.453061,
            18540.858554,
            22489.1921,
            -3948.333547
        ],
        [
            0.338077,
            0.282329,
            0.055748,
            0.209211,
            0.216907,
            0
        ],
        [
            793.096746,
            793.096746,
            793.096746,
            793.096746,
            793.096746,
            793.096746
        ],
        [
            -76547,
            -78728,
            -62424,
            -10764071,
            -2300044,
            -10708170
        ],
        [
            3.103778,
            4.461839,
            1.704373,
            1.842924,
            4.099926,
            0.732155
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            51.578947,
            51.06383,
            52.083333,
            51.578947,
            51.06383,
            52.083333
        ],
        [
            2.913751,
            4.275929,
            1.568023,
            1.730092,
            3.929096,
            0.673583
        ],
        [
            177042,
            177042,
            62132,
            13147846,
            13147846,
            2963375
        ],
        [
            -42402,
            -42402,
            -32519,
            -4678340,
            -1423764,
            -4678340
        ],
        [
            49,
            57,
            42,
            49,
            57,
            42
        ],
        [
            64,
            66,
            62,
            64,
            66,
            62
        ],
        [
            33,
            47,
            20,
            33,
            47,
            20
        ],
        [
            4721,
            2688,
            2033,
            4721,
            2688,
            2033
        ],
        [
            18.466872,
            0,
            209.966872,
            18.466872,
            0,
            209.966872
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128974,
            -149417,
            -279305,
            454817,
            559303,
            -579060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547942400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758669137780,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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)