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Trade: XRP/USDT/360/HMA/SUPERTREND/6509

Strategy
XRP/USDT/360/HMA/SUPERTREND/6509
Pair
XRP_USDT
Interval
6h
Score
368940
Daily Profit
0.174312
Profit Factor
1.768351
Profitability
45.348837
Streak
28.462293
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 08:05
Expiration Time
2025-12-01 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 716943.6203 658734.9582 58208.662 2880388.9454 7679023.1781 -4798634.2327
Total P&L (%) 716.9436 658.735 58.2087 2880.3889 7679.0232 -4798.6342
Avg Daily Profit (%) 0.2868 0.2635 0.0233 0.1359 0.1743 0
Buy And Hold Return (%) 753.7228 753.7228 753.7228 753.7228 753.7228 753.7228
Max Trade Drawdown -121782 -90534 -99678 -7770302 -3251272 -6974716
Profit Factor 1.6047 2.027 1.107 1.1316 1.7684 0.5964
Total Trades 345 172 173 345 172 173
Winning Trades 160 78 82 160 78 82
Losing Trades 185 94 91 185 94 91
Profitability (%) 46.3768 45.3488 47.3988 46.3768 45.3488 47.3988
Ratio Avg Win / Avg Loss 1.8554 2.4428 1.2285 1.3084 2.1311 0.6618
Largest Winning Trade 188025 188025 48910 6063326 6063326 800692
Largest Losing Trade -42016 -28919 -42016 -3213888 -1729136 -3213888
Avg Bars in Trades 28 30 25 28 30 25
Avg Bars in Winners 35 39 32 35 39 32
Avg Bars in Losers 21 23 19 21 23 19
Bars Traded 9691 5291 4400 9691 5291 4400
Profit Streak 28.4623 28.4623 71.7123 28.4623 28.4623 71.7123
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151823 -154268 -429413 -87201 368940 -579784

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085542099,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 2.6937
        }
    }
}
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": [
        [
            716943.6202675881,
            658734.9582240758,
            58208.6620435122,
            2880388.9453802234,
            7679023.178074513,
            -4798634.232694286
        ],
        [
            716.94362,
            658.734958,
            58.208662,
            2880.388945,
            7679.023178,
            -4798.634233
        ],
        [
            0.286777,
            0.263494,
            0.023283,
            0.135878,
            0.174312,
            0
        ],
        [
            753.722801,
            753.722801,
            753.722801,
            753.722801,
            753.722801,
            753.722801
        ],
        [
            -121782,
            -90534,
            -99678,
            -7770302,
            -3251272,
            -6974716
        ],
        [
            1.604707,
            2.027006,
            1.106964,
            1.131625,
            1.768351,
            0.596383
        ],
        [
            345,
            172,
            173,
            345,
            172,
            173
        ],
        [
            160,
            78,
            82,
            160,
            78,
            82
        ],
        [
            185,
            94,
            91,
            185,
            94,
            91
        ],
        [
            46.376812,
            45.348837,
            47.398844,
            46.376812,
            45.348837,
            47.398844
        ],
        [
            1.855443,
            2.442802,
            1.22846,
            1.308442,
            2.13109,
            0.66184
        ],
        [
            188025,
            188025,
            48910,
            6063326,
            6063326,
            800692
        ],
        [
            -42016,
            -28919,
            -42016,
            -3213888,
            -1729136,
            -3213888
        ],
        [
            28,
            30,
            25,
            28,
            30,
            25
        ],
        [
            35,
            39,
            32,
            35,
            39,
            32
        ],
        [
            21,
            23,
            19,
            21,
            23,
            19
        ],
        [
            9691,
            5291,
            4400,
            9691,
            5291,
            4400
        ],
        [
            28.462293,
            28.462293,
            71.712293,
            28.462293,
            28.462293,
            71.712293
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151823,
            -154268,
            -429413,
            -87201,
            368940,
            -579784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085542099,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 54,
            "offset": 0,
            "multiplier": 2.6937
        }
    }
}

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)