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Trade: XRP/USDT/240/T3/MIDPRICE/1976

Strategy
XRP/USDT/240/T3/MIDPRICE/1976
Pair
XRP_USDT
Interval
4h
Score
300566
Daily Profit
0.156195
Profit Factor
1.492700
Profitability
40.000000
Streak
85.721815
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-14 00:19
Expiration Time
2025-11-27 21:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 861354.825 786688.8495 74665.9756 4842872.5443 5540646.9462 -697774.402
Total P&L (%) 861.3548 786.6888 74.666 4842.8725 5540.6469 -697.7744
Avg Daily Profit (%) 0.3447 0.3148 0.0299 0.1562 0.1615 0
Buy And Hold Return (%) 686.4173 686.4173 686.4173 686.4173 686.4173 686.4173
Max Trade Drawdown -84773 -71089 -71384 -3479605 -1918453 -2213780
Profit Factor 2.2305 3.1467 1.2239 1.4927 2.0871 0.8526
Total Trades 160 80 80 160 80 80
Winning Trades 64 34 30 64 34 30
Losing Trades 96 46 50 96 46 50
Profitability (%) 40 42.5 37.5 40 42.5 37.5
Ratio Avg Win / Avg Loss 3.3458 4.2574 2.0398 2.2391 2.8237 1.4209
Largest Winning Trade 350465 350465 51068 4153382 4153382 545921
Largest Losing Trade -27823 -27823 -24823 -1352081 -1352081 -881611
Avg Bars in Trades 92 91 92 92 91 92
Avg Bars in Winners 154 151 158 154 151 158
Avg Bars in Losers 50 47 53 50 47 53
Bars Traded 14732 7340 7392 14732 7340 7392
Profit Streak 85.7218 85.7218 113.8885 85.7218 85.7218 113.8885
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74656 -127115 -340986 300566 -10139 -602077

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1543420800000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757798364834,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 113,
            "offset": 0,
            "a": 0.89202
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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": [
        [
            861354.8250367823,
            786688.849456563,
            74665.975580219,
            4842872.544266533,
            5540646.946227764,
            -697774.4019612306
        ],
        [
            861.354825,
            786.688849,
            74.665976,
            4842.872544,
            5540.646946,
            -697.774402
        ],
        [
            0.344656,
            0.31478,
            0.029876,
            0.156195,
            0.161487,
            0
        ],
        [
            686.417298,
            686.417298,
            686.417298,
            686.417298,
            686.417298,
            686.417298
        ],
        [
            -84773,
            -71089,
            -71384,
            -3479605,
            -1918453,
            -2213780
        ],
        [
            2.230507,
            3.146749,
            1.223856,
            1.4927,
            2.087097,
            0.852557
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            40,
            42.5,
            37.5,
            40,
            42.5,
            37.5
        ],
        [
            3.34576,
            4.257367,
            2.039761,
            2.23905,
            2.82372,
            1.420929
        ],
        [
            350465,
            350465,
            51068,
            4153382,
            4153382,
            545921
        ],
        [
            -27823,
            -27823,
            -24823,
            -1352081,
            -1352081,
            -881611
        ],
        [
            92,
            91,
            92,
            92,
            91,
            92
        ],
        [
            154,
            151,
            158,
            154,
            151,
            158
        ],
        [
            50,
            47,
            53,
            50,
            47,
            53
        ],
        [
            14732,
            7340,
            7392,
            14732,
            7340,
            7392
        ],
        [
            85.721815,
            85.721815,
            113.888482,
            85.721815,
            85.721815,
            113.888482
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74656,
            -127115,
            -340986,
            300566,
            -10139,
            -602077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541793600000,
    "first_datapoint_time": 1543420800000,
    "last_datapoint_time": 1757793600000,
    "evaluation_time": 1757798364834,
    "expiration_time": 1764271440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 113,
            "offset": 0,
            "a": 0.89202
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 20,
            "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)