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Trade: XRP/USDT/3/MIDPRICE/MIDPRICE/7713

Strategy
XRP/USDT/3/MIDPRICE/MIDPRICE/7713
Pair
XRP_USDT
Interval
3m
Score
313118
Daily Profit
0.533683
Profit Factor
1.608504
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
52.080000
Evaluation Time
2025-09-20 19:39
Expiration Time
2025-12-04 18:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 27794.2058 14987.3477 12806.858 29257.3817 15333.8763 13923.5054
Total P&L (%) 27.7942 14.9873 12.8069 29.2574 15.3339 13.9235
Avg Daily Profit (%) 0.5337 0.2878 0.2459 0.494 0.2743 0.2506
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -20475 -7346 -14388 -29825 -10305 -21529
Profit Factor 1.6085 1.6848 1.5383 1.4598 1.5131 1.4126
Total Trades 100 50 50 100 50 50
Winning Trades 50 23 27 50 23 27
Losing Trades 50 27 23 50 27 23
Profitability (%) 50 46 54 50 46 54
Ratio Avg Win / Avg Loss 1.6085 1.9778 1.3104 1.4598 1.7763 1.2033
Largest Winning Trade 11789 11789 7820 11896 11896 11093
Largest Losing Trade -3809 -3809 -3311 -5119 -5119 -5080
Avg Bars in Trades 240 217 262 240 217 262
Avg Bars in Winners 250 229 269 250 229 269
Avg Bars in Losers 229 207 254 229 207 254
Bars Traded 24009 10884 13125 24009 10884 13125
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 313118 -182442 -250215 224156 -182913 -216481

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1753886520000,
    "first_datapoint_time": 1753917660000,
    "last_datapoint_time": 1758386340000,
    "evaluation_time": 1758386374404,
    "expiration_time": 1764866340000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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": [
        [
            27794.2057921916,
            14987.3477442577,
            12806.8580479338,
            29257.3817257967,
            15333.8763463462,
            13923.5053794506
        ],
        [
            27.794206,
            14.987348,
            12.806858,
            29.257382,
            15.333876,
            13.923505
        ],
        [
            0.533683,
            0.287775,
            0.245907,
            0.493988,
            0.274302,
            0.250615
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -20475,
            -7346,
            -14388,
            -29825,
            -10305,
            -21529
        ],
        [
            1.608504,
            1.684765,
            1.538341,
            1.459819,
            1.513148,
            1.412596
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            1.608504,
            1.977768,
            1.310439,
            1.459819,
            1.776304,
            1.203323
        ],
        [
            11789,
            11789,
            7820,
            11896,
            11896,
            11093
        ],
        [
            -3809,
            -3809,
            -3311,
            -5119,
            -5119,
            -5080
        ],
        [
            240,
            217,
            262,
            240,
            217,
            262
        ],
        [
            250,
            229,
            269,
            250,
            229,
            269
        ],
        [
            229,
            207,
            254,
            229,
            207,
            254
        ],
        [
            24009,
            10884,
            13125,
            24009,
            10884,
            13125
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313118,
            -182442,
            -250215,
            224156,
            -182913,
            -216481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "3m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 52.08,
    "actual_first_datapoint_time": 1753886520000,
    "first_datapoint_time": 1753917660000,
    "last_datapoint_time": 1758386340000,
    "evaluation_time": 1758386374404,
    "expiration_time": 1764866340000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 174,
            "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)