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Trade: XRP/USDT/360/ALMA/MIDPRICE/6188

Strategy
XRP/USDT/360/ALMA/MIDPRICE/6188
Pair
XRP_USDT
Interval
6h
Score
302876
Daily Profit
0.217837
Profit Factor
1.209024
Profitability
52.845528
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-22 15:06
Expiration Time
2025-12-06 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1021757.5095 861045.109 160712.4006 22956525.6753 43573690.9918 -20617165.3166
Total P&L (%) 1021.7575 861.0451 160.7124 22956.5257 43573.691 -20617.1653
Avg Daily Profit (%) 0.4087 0.3444 0.0643 0.2178 0.2434 0
Buy And Hold Return (%) 764.3728 764.3728 764.3728 764.3728 764.3728 764.3728
Max Trade Drawdown -120579 -58528 -131555 -38111173 -19698340 -44840116
Profit Factor 3.1077 4.4998 1.6732 1.209 1.8301 0.6404
Total Trades 123 61 62 123 61 62
Winning Trades 65 31 34 65 31 34
Losing Trades 58 30 28 58 30 28
Profitability (%) 52.8455 50.8197 54.8387 52.8455 50.8197 54.8387
Ratio Avg Win / Avg Loss 2.7731 4.3546 1.3779 1.0788 1.7711 0.5274
Largest Winning Trade 341123 341123 44282 41331309 41331309 7266378
Largest Losing Trade -43896 -27183 -43896 -17821222 -9883701 -17821222
Avg Bars in Trades 78 94 63 78 94 63
Avg Bars in Winners 93 113 75 93 113 75
Avg Bars in Losers 62 74 48 62 74 48
Bars Traded 9695 5754 3941 9695 5754 3941
Profit Streak 0 132.7545 0 0 132.7545 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44564 -270736 -424373 302876 -149124 -734331

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547143200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758542787190,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "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": [
        [
            1021757.5095116219,
            861045.1089558757,
            160712.4005557459,
            22956525.675255973,
            43573690.99182583,
            -20617165.31656984
        ],
        [
            1021.75751,
            861.045109,
            160.712401,
            22956.525675,
            43573.690992,
            -20617.165317
        ],
        [
            0.408662,
            0.344384,
            0.064279,
            0.217837,
            0.243445,
            0
        ],
        [
            764.372844,
            764.372844,
            764.372844,
            764.372844,
            764.372844,
            764.372844
        ],
        [
            -120579,
            -58528,
            -131555,
            -38111173,
            -19698340,
            -44840116
        ],
        [
            3.107746,
            4.499774,
            1.673185,
            1.209024,
            1.830144,
            0.640428
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            52.845528,
            50.819672,
            54.83871,
            52.845528,
            50.819672,
            54.83871
        ],
        [
            2.773066,
            4.35462,
            1.377917,
            1.078821,
            1.771107,
            0.527411
        ],
        [
            341123,
            341123,
            44282,
            41331309,
            41331309,
            7266378
        ],
        [
            -43896,
            -27183,
            -43896,
            -17821222,
            -9883701,
            -17821222
        ],
        [
            78,
            94,
            63,
            78,
            94,
            63
        ],
        [
            93,
            113,
            75,
            93,
            113,
            75
        ],
        [
            62,
            74,
            48,
            62,
            74,
            48
        ],
        [
            9695,
            5754,
            3941,
            9695,
            5754,
            3941
        ],
        [
            0,
            132.754481,
            0,
            0,
            132.754481,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44564,
            -270736,
            -424373,
            302876,
            -149124,
            -734331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547143200000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758542787190,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "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)