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Trade: XRP/USDT/360/LINREG/HMA/5783

Strategy
XRP/USDT/360/LINREG/HMA/5783
Pair
XRP_USDT
Interval
6h
Score
495385
Daily Profit
0.245227
Profit Factor
2.401412
Profitability
48.695652
Streak
79.084523
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 23:01
Expiration Time
2025-11-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1112003.4184 930129.6061 181873.8123 45530854.2518 38109218.1459 7421636.1059
Total P&L (%) 1112.0034 930.1296 181.8738 45530.8543 38109.2181 7421.6361
Avg Daily Profit (%) 0.4448 0.3721 0.0728 0.2452 0.2381 0.173
Buy And Hold Return (%) 732.61 732.61 732.61 732.61 732.61 732.61
Max Trade Drawdown -58527 -47600 -37658 -13032525 -10443353 -4907128
Profit Factor 3.164 4.1876 1.819 2.4014 2.8109 1.6484
Total Trades 115 57 58 115 57 58
Winning Trades 56 26 30 56 26 30
Losing Trades 59 31 28 59 31 28
Profitability (%) 48.6957 45.614 51.7241 48.6957 45.614 51.7241
Ratio Avg Win / Avg Loss 3.3335 4.9929 1.6978 2.5301 3.3515 1.5385
Largest Winning Trade 372582 372582 49744 24093986 24093986 4448364
Largest Losing Trade -31885 -31885 -23049 -6407723 -6407723 -2397266
Avg Bars in Trades 84 85 83 84 85 83
Avg Bars in Winners 112 113 112 112 113 112
Avg Bars in Losers 57 62 52 57 62 52
Bars Traded 9731 4876 4855 9731 4876 4855
Profit Streak 79.0845 90.5845 79.0845 79.0845 90.5845 79.0845
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 246061 -246393 -437407 495385 -167473 -168345

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1545717600000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757707302799,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "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": [
        [
            1112003.418377136,
            930129.6060632709,
            181873.8123138653,
            45530854.25176748,
            38109218.145863995,
            7421636.10590349
        ],
        [
            1112.003418,
            930.129606,
            181.873812,
            45530.854252,
            38109.218146,
            7421.636106
        ],
        [
            0.444801,
            0.372052,
            0.07275,
            0.245227,
            0.23811,
            0.172964
        ],
        [
            732.610043,
            732.610043,
            732.610043,
            732.610043,
            732.610043,
            732.610043
        ],
        [
            -58527,
            -47600,
            -37658,
            -13032525,
            -10443353,
            -4907128
        ],
        [
            3.164021,
            4.18756,
            1.819031,
            2.401412,
            2.810932,
            1.648445
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            48.695652,
            45.614035,
            51.724138,
            48.695652,
            45.614035,
            51.724138
        ],
        [
            3.333522,
            4.992859,
            1.697762,
            2.530059,
            3.351495,
            1.538549
        ],
        [
            372582,
            372582,
            49744,
            24093986,
            24093986,
            4448364
        ],
        [
            -31885,
            -31885,
            -23049,
            -6407723,
            -6407723,
            -2397266
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            112,
            113,
            112,
            112,
            113,
            112
        ],
        [
            57,
            62,
            52,
            57,
            62,
            52
        ],
        [
            9731,
            4876,
            4855,
            9731,
            4876,
            4855
        ],
        [
            79.084523,
            90.584523,
            79.084523,
            79.084523,
            90.584523,
            79.084523
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            246061,
            -246393,
            -437407,
            495385,
            -167473,
            -168345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1545717600000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757707302799,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 71,
            "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)