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Trade: XRP/USDT/360/ALMA/MIDPRICE/5625

Strategy
XRP/USDT/360/ALMA/MIDPRICE/5625
Pair
XRP_USDT
Interval
6h
Score
359381
Daily Profit
0.240617
Profit Factor
1.417494
Profitability
53.543307
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-20 17:23
Expiration Time
2025-12-04 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1079370.6557 891823.793 187546.8626 40599242.6987 52664903.9671 -12065661.2684
Total P&L (%) 1079.3707 891.8238 187.5469 40599.2427 52664.904 -12065.6613
Avg Daily Profit (%) 0.4317 0.3567 0.075 0.2406 0.251 0
Buy And Hold Return (%) 743.095 743.095 743.095 743.095 743.095 743.095
Max Trade Drawdown -88988 -43081 -80586 -33478532 -17972856 -29203607
Profit Factor 3.2666 4.6108 1.8182 1.4175 2.0819 0.7516
Total Trades 127 63 64 127 63 64
Winning Trades 68 33 35 68 33 35
Losing Trades 59 30 29 59 30 29
Profitability (%) 53.5433 52.381 54.6875 53.5433 52.381 54.6875
Ratio Avg Win / Avg Loss 2.8343 4.1916 1.5065 1.2299 1.8927 0.6227
Largest Winning Trade 365211 365211 37282 49785077 49785077 5258751
Largest Losing Trade -34410 -28089 -34410 -15281669 -15281669 -13934391
Avg Bars in Trades 76 91 61 76 91 61
Avg Bars in Winners 91 111 72 91 111 72
Avg Bars in Losers 59 70 47 59 70 47
Bars Traded 9699 5795 3904 9699 5795 3904
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 -7930 -232994 -393692 359381 -133939 -719350

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1546624800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378233596,
    "expiration_time": 1764850248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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": [
        [
            1079370.6556503496,
            891823.7930158952,
            187546.8626344544,
            40599242.69868016,
            52664903.96709881,
            -12065661.268418625
        ],
        [
            1079.370656,
            891.823793,
            187.546863,
            40599.242699,
            52664.903967,
            -12065.661268
        ],
        [
            0.431705,
            0.356694,
            0.075011,
            0.240617,
            0.251027,
            0
        ],
        [
            743.095049,
            743.095049,
            743.095049,
            743.095049,
            743.095049,
            743.095049
        ],
        [
            -88988,
            -43081,
            -80586,
            -33478532,
            -17972856,
            -29203607
        ],
        [
            3.266605,
            4.610791,
            1.818205,
            1.417494,
            2.08192,
            0.75157
        ],
        [
            127,
            63,
            64,
            127,
            63,
            64
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            53.543307,
            52.380952,
            54.6875,
            53.543307,
            52.380952,
            54.6875
        ],
        [
            2.83426,
            4.191628,
            1.506513,
            1.229885,
            1.892655,
            0.62273
        ],
        [
            365211,
            365211,
            37282,
            49785077,
            49785077,
            5258751
        ],
        [
            -34410,
            -28089,
            -34410,
            -15281669,
            -15281669,
            -13934391
        ],
        [
            76,
            91,
            61,
            76,
            91,
            61
        ],
        [
            91,
            111,
            72,
            91,
            111,
            72
        ],
        [
            59,
            70,
            47,
            59,
            70,
            47
        ],
        [
            9699,
            5795,
            3904,
            9699,
            5795,
            3904
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7930,
            -232994,
            -393692,
            359381,
            -133939,
            -719350
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542348000000,
    "first_datapoint_time": 1546624800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758378233596,
    "expiration_time": 1764850248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 199,
            "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)