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Trade: XRP/USDT/360/ALMA/MIDPOINT/4058

Strategy
XRP/USDT/360/ALMA/MIDPOINT/4058
Pair
XRP_USDT
Interval
6h
Score
493028
Daily Profit
0.183947
Profit Factor
1.869647
Profitability
54.263566
Streak
125.091925
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 17:12
Expiration Time
2025-12-05 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 959987.9951 849469.9454 110518.0496 9793448.3928 8624319.3748 1169129.018
Total P&L (%) 959.988 849.4699 110.5181 9793.4484 8624.3194 1169.129
Avg Daily Profit (%) 0.384 0.3398 0.0442 0.1839 0.1789 0.1017
Buy And Hold Return (%) 723.8072 723.8072 723.8072 723.8072 723.8072 723.8072
Max Trade Drawdown -155304 -117426 -52920 -2796514 -2520865 -1259244
Profit Factor 2.5857 3.3803 1.4447 1.8696 2.1396 1.3165
Total Trades 129 64 65 129 64 65
Winning Trades 70 36 34 70 36 34
Losing Trades 59 28 31 59 28 31
Profitability (%) 54.2636 56.25 52.3077 54.2636 56.25 52.3077
Ratio Avg Win / Avg Loss 2.1794 2.6291 1.3172 1.5758 1.6641 1.2004
Largest Winning Trade 343758 343758 61907 4849399 4849399 728920
Largest Losing Trade -44683 -44683 -25734 -2044212 -2044212 -822252
Avg Bars in Trades 75 93 57 75 93 57
Avg Bars in Winners 94 112 76 94 112 76
Avg Bars in Losers 51 68 36 51 68 36
Bars Traded 9702 5982 3720 9702 5982 3720
Profit Streak 125.0919 125.0919 126.0919 125.0919 125.0919 126.0919
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47474 -233872 -429095 493028 -125876 -196496

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1546408800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758463942363,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "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": [
        [
            959987.9950649836,
            849469.9454363221,
            110518.0496286614,
            9793448.392843569,
            8624319.37480425,
            1169129.0180393169
        ],
        [
            959.987995,
            849.469945,
            110.51805,
            9793.448393,
            8624.319375,
            1169.129018
        ],
        [
            0.383995,
            0.339788,
            0.044207,
            0.183947,
            0.178908,
            0.101688
        ],
        [
            723.807157,
            723.807157,
            723.807157,
            723.807157,
            723.807157,
            723.807157
        ],
        [
            -155304,
            -117426,
            -52920,
            -2796514,
            -2520865,
            -1259244
        ],
        [
            2.585672,
            3.380261,
            1.444681,
            1.869647,
            2.139616,
            1.316523
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            54.263566,
            56.25,
            52.307692,
            54.263566,
            56.25,
            52.307692
        ],
        [
            2.179352,
            2.629092,
            1.31721,
            1.575845,
            1.664146,
            1.200359
        ],
        [
            343758,
            343758,
            61907,
            4849399,
            4849399,
            728920
        ],
        [
            -44683,
            -44683,
            -25734,
            -2044212,
            -2044212,
            -822252
        ],
        [
            75,
            93,
            57,
            75,
            93,
            57
        ],
        [
            94,
            112,
            76,
            94,
            112,
            76
        ],
        [
            51,
            68,
            36,
            51,
            68,
            36
        ],
        [
            9702,
            5982,
            3720,
            9702,
            5982,
            3720
        ],
        [
            125.091925,
            125.091925,
            126.091925,
            125.091925,
            125.091925,
            126.091925
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47474,
            -233872,
            -429095,
            493028,
            -125876,
            -196496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1546408800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758463942363,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "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)