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Trade: XRP/USDT/720/SMA/MIDPOINT/8892

Strategy
XRP/USDT/720/SMA/MIDPOINT/8892
Pair
XRP_USDT
Interval
12h
Score
687999
Daily Profit
0.228559
Profit Factor
7.914832
Profitability
63.636364
Streak
70.986779
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:40
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 857454.3052 723624.8666 133829.4386 12476415.7823 30113948.0677 -17637532.2853
Total P&L (%) 857.4543 723.6249 133.8294 12476.4158 30113.9481 -17637.5323
Avg Daily Profit (%) 0.3428 0.2893 0.0535 0.1934 0.2286 0
Buy And Hold Return (%) 820.1253 820.1253 820.1253 820.1253 820.1253 820.1253
Max Trade Drawdown -88454 -38268 -100936 -20745792 -1493115 -21371933
Profit Factor 3.5255 7.4643 1.5881 1.4 7.9148 0.3428
Total Trades 66 33 33 66 33 33
Winning Trades 41 21 20 41 21 20
Losing Trades 25 12 13 25 12 13
Profitability (%) 62.1212 63.6364 60.6061 62.1212 63.6364 60.6061
Ratio Avg Win / Avg Loss 2.1497 4.2653 1.0322 0.8537 4.5228 0.2228
Largest Winning Trade 174959 174959 60107 20840157 20840157 1615639
Largest Losing Trade -75338 -24972 -75338 -10694487 -1097332 -10694487
Avg Bars in Trades 69 83 55 69 83 55
Avg Bars in Winners 76 77 74 76 77 74
Avg Bars in Losers 58 93 25 58 93 25
Bars Traded 4572 2754 1818 4572 2754 1818
Profit Streak 68.9868 70.9868 0 68.9868 70.9868 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -262015 -146147 -284056 -119360 687999 -579427

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": 1552262400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670857715,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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": [
        [
            857454.3051948467,
            723624.8666296689,
            133829.4385651781,
            12476415.782344677,
            30113948.067689136,
            -17637532.28534446
        ],
        [
            857.454305,
            723.624867,
            133.829439,
            12476.415782,
            30113.948068,
            -17637.532285
        ],
        [
            0.342776,
            0.289276,
            0.0535,
            0.193447,
            0.228559,
            0
        ],
        [
            820.125319,
            820.125319,
            820.125319,
            820.125319,
            820.125319,
            820.125319
        ],
        [
            -88454,
            -38268,
            -100936,
            -20745792,
            -1493115,
            -21371933
        ],
        [
            3.525527,
            7.464345,
            1.58807,
            1.399986,
            7.914832,
            0.342794
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            62.121212,
            63.636364,
            60.606061,
            62.121212,
            63.636364,
            60.606061
        ],
        [
            2.149712,
            4.26534,
            1.032245,
            0.85365,
            4.522761,
            0.222816
        ],
        [
            174959,
            174959,
            60107,
            20840157,
            20840157,
            1615639
        ],
        [
            -75338,
            -24972,
            -75338,
            -10694487,
            -1097332,
            -10694487
        ],
        [
            69,
            83,
            55,
            69,
            83,
            55
        ],
        [
            76,
            77,
            74,
            76,
            77,
            74
        ],
        [
            58,
            93,
            25,
            58,
            93,
            25
        ],
        [
            4572,
            2754,
            1818,
            4572,
            2754,
            1818
        ],
        [
            68.986779,
            70.986779,
            0,
            68.986779,
            70.986779,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -262015,
            -146147,
            -284056,
            -119360,
            687999,
            -579427
        ]
    ]
}
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": 1552262400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670857715,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "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)