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Trade: XRP/USDT/360/LINREG/MIDPOINT/2517

Strategy
XRP/USDT/360/LINREG/MIDPOINT/2517
Pair
XRP_USDT
Interval
6h
Score
363187
Daily Profit
0.253051
Profit Factor
1.369460
Profitability
58.558559
Streak
126.573376
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 04:45
Expiration Time
2025-12-06 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1045907.758 848935.9035 196971.8545 55361705.0158 103090392.656 -47728687.6402
Total P&L (%) 1045.9078 848.9359 196.9719 55361.705 103090.3927 -47728.6876
Avg Daily Profit (%) 0.4184 0.3396 0.0788 0.2531 0.278 0
Buy And Hold Return (%) 800.1228 800.1228 800.1228 800.1228 800.1228 800.1228
Max Trade Drawdown -99988 -70512 -114573 -77690648 -15578320 -88272762
Profit Factor 3.2604 4.8327 1.8166 1.3695 3.7933 0.5774
Total Trades 111 55 56 111 55 56
Winning Trades 65 33 32 65 33 32
Losing Trades 46 22 24 46 22 24
Profitability (%) 58.5586 60 57.1429 58.5586 60 57.1429
Ratio Avg Win / Avg Loss 2.3074 3.2218 1.3625 0.9692 2.5288 0.433
Largest Winning Trade 175020 175020 63374 55847353 55847353 11256177
Largest Losing Trade -58433 -48768 -58433 -59487591 -8357845 -59487591
Avg Bars in Trades 86 105 68 86 105 68
Avg Bars in Winners 104 109 99 104 109 99
Avg Bars in Losers 61 99 27 61 99 27
Bars Traded 9630 5783 3847 9630 5783 3847
Profit Streak 126.5734 126.5734 132.5734 126.5734 126.5734 132.5734
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51316 -308087 -428975 363187 -162578 -758556

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758505539709,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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": [
        [
            1045907.7580074575,
            848935.90348041,
            196971.8545270478,
            55361705.01582409,
            103090392.65602002,
            -47728687.64019594
        ],
        [
            1045.907758,
            848.935903,
            196.971855,
            55361.705016,
            103090.392656,
            -47728.68764
        ],
        [
            0.418363,
            0.339574,
            0.078789,
            0.253051,
            0.277952,
            0
        ],
        [
            800.122775,
            800.122775,
            800.122775,
            800.122775,
            800.122775,
            800.122775
        ],
        [
            -99988,
            -70512,
            -114573,
            -77690648,
            -15578320,
            -88272762
        ],
        [
            3.26043,
            4.832738,
            1.816609,
            1.36946,
            3.79326,
            0.577391
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            58.558559,
            60,
            57.142857,
            58.558559,
            60,
            57.142857
        ],
        [
            2.307382,
            3.221825,
            1.362457,
            0.969156,
            2.52884,
            0.433043
        ],
        [
            175020,
            175020,
            63374,
            55847353,
            55847353,
            11256177
        ],
        [
            -58433,
            -48768,
            -58433,
            -59487591,
            -8357845,
            -59487591
        ],
        [
            86,
            105,
            68,
            86,
            105,
            68
        ],
        [
            104,
            109,
            99,
            104,
            109,
            99
        ],
        [
            61,
            99,
            27,
            61,
            99,
            27
        ],
        [
            9630,
            5783,
            3847,
            9630,
            5783,
            3847
        ],
        [
            126.573376,
            126.573376,
            132.573376,
            126.573376,
            126.573376,
            132.573376
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51316,
            -308087,
            -428975,
            363187,
            -162578,
            -758556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758505539709,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 135,
            "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)