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Trade: XRP/USDT/360/BBL/SMA/5060

Strategy
XRP/USDT/360/BBL/SMA/5060
Pair
XRP_USDT
Interval
6h
Score
752900
Daily Profit
0.203211
Profit Factor
14.952224
Profitability
73.333333
Streak
350.353414
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 17:28
Expiration Time
2025-11-29 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 863915.3287 727908.8372 136006.4915 11659685.2167 15899145.1086 -4239459.8919
Total P&L (%) 863.9153 727.9088 136.0065 11659.6852 15899.1451 -4239.4599
Avg Daily Profit (%) 0.3456 0.2912 0.0544 0.1909 0.2032 0
Buy And Hold Return (%) 830.3077 830.3077 830.3077 830.3077 830.3077 830.3077
Max Trade Drawdown -63203 -66811 -63203 -8175216 -693238 -8175216
Profit Factor 3.5854 5.8487 1.7391 2.0812 14.9522 0.5604
Total Trades 61 30 31 61 30 31
Winning Trades 45 22 23 45 22 23
Losing Trades 16 8 8 16 8 8
Profitability (%) 73.7705 73.3333 74.1935 73.7705 73.3333 74.1935
Ratio Avg Win / Avg Loss 1.2748 2.1268 0.6049 0.74 5.4372 0.1949
Largest Winning Trade 174263 174263 54943 8885978 8885978 1454947
Largest Losing Trade -63203 -51591 -63203 -8175216 -504374 -8175216
Avg Bars in Trades 152 211 95 152 211 95
Avg Bars in Winners 138 181 97 138 181 97
Avg Bars in Losers 191 294 89 191 294 89
Bars Traded 9312 6351 2961 9312 6351 2961
Profit Streak 221.1034 350.3534 221.1034 221.1034 350.3534 221.1034
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -299793 -144223 -281457 -152397 752900 -576707

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757946534973,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.12254
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "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": [
        [
            863915.3286975349,
            727908.8371578631,
            136006.4915396718,
            11659685.216666695,
            15899145.10857202,
            -4239459.891905325
        ],
        [
            863.915329,
            727.908837,
            136.006492,
            11659.685217,
            15899.145109,
            -4239.459892
        ],
        [
            0.345566,
            0.291164,
            0.054403,
            0.190872,
            0.203211,
            0
        ],
        [
            830.307692,
            830.307692,
            830.307692,
            830.307692,
            830.307692,
            830.307692
        ],
        [
            -63203,
            -66811,
            -63203,
            -8175216,
            -693238,
            -8175216
        ],
        [
            3.585397,
            5.848675,
            1.739059,
            2.081232,
            14.952224,
            0.560412
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            73.770492,
            73.333333,
            74.193548,
            73.770492,
            73.333333,
            74.193548
        ],
        [
            1.274808,
            2.126791,
            0.60489,
            0.739994,
            5.437172,
            0.194926
        ],
        [
            174263,
            174263,
            54943,
            8885978,
            8885978,
            1454947
        ],
        [
            -63203,
            -51591,
            -63203,
            -8175216,
            -504374,
            -8175216
        ],
        [
            152,
            211,
            95,
            152,
            211,
            95
        ],
        [
            138,
            181,
            97,
            138,
            181,
            97
        ],
        [
            191,
            294,
            89,
            191,
            294,
            89
        ],
        [
            9312,
            6351,
            2961,
            9312,
            6351,
            2961
        ],
        [
            221.103414,
            350.353414,
            221.103414,
            221.103414,
            350.353414,
            221.103414
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -299793,
            -144223,
            -281457,
            -152397,
            752900,
            -576707
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757946534973,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 1.12254
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "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)