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Trade: XRP/USDT/360/LINREG/HMA/3600

Strategy
XRP/USDT/360/LINREG/HMA/3600
Pair
XRP_USDT
Interval
6h
Score
532781
Daily Profit
0.209811
Profit Factor
3.941217
Profitability
46.511628
Streak
159.159536
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 18:49
Expiration Time
2025-11-25 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 924088.8531 796897.8908 127190.9624 12200720.3258 18762926.4009 -6562206.0751
Total P&L (%) 924.0889 796.8979 127.191 12200.7203 18762.9264 -6562.2061
Avg Daily Profit (%) 0.3696 0.3188 0.0509 0.1927 0.2098 0
Buy And Hold Return (%) 729.9614 729.9614 729.9614 729.9614 729.9614 729.9614
Max Trade Drawdown -72717 -51718 -78277 -10840548 -3745832 -10037952
Profit Factor 3.0825 5.6447 1.4673 1.5852 3.9412 0.5465
Total Trades 86 43 43 86 43 43
Winning Trades 46 20 26 46 20 26
Losing Trades 40 23 17 40 23 17
Profitability (%) 53.4884 46.5116 60.4651 53.4884 46.5116 60.4651
Ratio Avg Win / Avg Loss 2.6805 6.4914 0.9594 1.3784 4.5324 0.3573
Largest Winning Trade 361783 361783 49041 14509683 14509683 1033471
Largest Losing Trade -46906 -23536 -46906 -7399327 -2617497 -7399327
Avg Bars in Trades 111 116 105 111 116 105
Avg Bars in Winners 132 148 121 132 148 121
Avg Bars in Losers 86 89 82 86 89 82
Bars Traded 9567 5022 4545 9567 5022 4545
Profit Streak 159.1595 159.1595 237.4095 159.1595 159.1595 237.4095
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65599 -120269 -288547 427176 532781 -578015

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757605783899,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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": [
        [
            924088.8531053005,
            796897.8907541073,
            127190.9623511929,
            12200720.325835468,
            18762926.400904547,
            -6562206.075069083
        ],
        [
            924.088853,
            796.897891,
            127.190962,
            12200.720326,
            18762.926401,
            -6562.206075
        ],
        [
            0.369636,
            0.318759,
            0.050876,
            0.192675,
            0.209811,
            0
        ],
        [
            729.961424,
            729.961424,
            729.961424,
            729.961424,
            729.961424,
            729.961424
        ],
        [
            -72717,
            -51718,
            -78277,
            -10840548,
            -3745832,
            -10037952
        ],
        [
            3.082534,
            5.644695,
            1.467337,
            1.58519,
            3.941217,
            0.546491
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            46,
            20,
            26,
            46,
            20,
            26
        ],
        [
            40,
            23,
            17,
            40,
            23,
            17
        ],
        [
            53.488372,
            46.511628,
            60.465116,
            53.488372,
            46.511628,
            60.465116
        ],
        [
            2.680464,
            6.491399,
            0.959412,
            1.378426,
            4.5324,
            0.357321
        ],
        [
            361783,
            361783,
            49041,
            14509683,
            14509683,
            1033471
        ],
        [
            -46906,
            -23536,
            -46906,
            -7399327,
            -2617497,
            -7399327
        ],
        [
            111,
            116,
            105,
            111,
            116,
            105
        ],
        [
            132,
            148,
            121,
            132,
            148,
            121
        ],
        [
            86,
            89,
            82,
            86,
            89,
            82
        ],
        [
            9567,
            5022,
            4545,
            9567,
            5022,
            4545
        ],
        [
            159.159536,
            159.159536,
            237.409536,
            159.159536,
            159.159536,
            237.409536
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65599,
            -120269,
            -288547,
            427176,
            532781,
            -578015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757605783899,
    "expiration_time": 1764072000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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)