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Trade: XRP/USDT/360/LINREG/HMA/5246

Strategy
XRP/USDT/360/LINREG/HMA/5246
Pair
XRP_USDT
Interval
6h
Score
455685
Daily Profit
0.153241
Profit Factor
2.137548
Profitability
54.054054
Streak
158.770158
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 03:29
Expiration Time
2025-11-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 758459.7054 712040.8499 46418.8555 2780028.3169 4497510.7802 -1717482.4633
Total P&L (%) 758.4597 712.0409 46.4189 2780.0283 4497.5108 -1717.4825
Avg Daily Profit (%) 0.3034 0.2848 0.0186 0.1345 0.1532 0
Buy And Hold Return (%) 726.8932 726.8932 726.8932 726.8932 726.8932 726.8932
Max Trade Drawdown -92391 -72556 -93656 -3254867 -2160846 -3435501
Profit Factor 2.5411 4.5914 1.1579 1.2956 2.1375 0.6849
Total Trades 74 37 37 74 37 37
Winning Trades 38 20 18 38 20 18
Losing Trades 36 17 19 36 17 19
Profitability (%) 51.3514 54.0541 48.6486 51.3514 54.0541 48.6486
Ratio Avg Win / Avg Loss 2.4074 3.9027 1.2223 1.2274 1.8169 0.7229
Largest Winning Trade 275778 275778 56160 3248103 3248103 689798
Largest Losing Trade -50815 -21919 -50815 -1693469 -841732 -1693469
Avg Bars in Trades 129 135 122 129 135 122
Avg Bars in Winners 149 154 144 149 154 144
Avg Bars in Losers 107 114 101 107 114 101
Bars Traded 9556 5026 4530 9556 5026 4530
Profit Streak 69.0202 158.7702 0 69.0202 158.7702 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -206545 -148023 -381132 -83413 455685 -581298

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550541633,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 191,
            "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": [
        [
            758459.705419074,
            712040.8499242597,
            46418.8554948142,
            2780028.3169246367,
            4497510.780181712,
            -1717482.4632570746
        ],
        [
            758.459705,
            712.04085,
            46.418855,
            2780.028317,
            4497.51078,
            -1717.482463
        ],
        [
            0.303384,
            0.284816,
            0.018568,
            0.134506,
            0.153241,
            0
        ],
        [
            726.893225,
            726.893225,
            726.893225,
            726.893225,
            726.893225,
            726.893225
        ],
        [
            -92391,
            -72556,
            -93656,
            -3254867,
            -2160846,
            -3435501
        ],
        [
            2.541116,
            4.591428,
            1.157947,
            1.295619,
            2.137548,
            0.684889
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            51.351351,
            54.054054,
            48.648649,
            51.351351,
            54.054054,
            48.648649
        ],
        [
            2.407373,
            3.902714,
            1.222277,
            1.227429,
            1.816916,
            0.722938
        ],
        [
            275778,
            275778,
            56160,
            3248103,
            3248103,
            689798
        ],
        [
            -50815,
            -21919,
            -50815,
            -1693469,
            -841732,
            -1693469
        ],
        [
            129,
            135,
            122,
            129,
            135,
            122
        ],
        [
            149,
            154,
            144,
            149,
            154,
            144
        ],
        [
            107,
            114,
            101,
            107,
            114,
            101
        ],
        [
            9556,
            5026,
            4530,
            9556,
            5026,
            4530
        ],
        [
            69.020158,
            158.770158,
            0,
            69.020158,
            158.770158,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -206545,
            -148023,
            -381132,
            -83413,
            455685,
            -581298
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757550541633,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 191,
            "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)