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Trade: XRP/USDT/360/LINREG/MIDPOINT/7269

Strategy
XRP/USDT/360/LINREG/MIDPOINT/7269
Pair
XRP_USDT
Interval
6h
Score
409492
Daily Profit
0.206116
Profit Factor
1.571948
Profitability
47.656250
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 21:01
Expiration Time
2025-11-21 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 923792.4587 784497.8034 139294.6553 17101716.2619 16261131.6005 840584.6614
Total P&L (%) 923.7925 784.4978 139.2947 17101.7163 16261.1316 840.5847
Avg Daily Profit (%) 0.3695 0.3138 0.0557 0.2061 0.2041 0.0897
Buy And Hold Return (%) 840.1597 840.1597 840.1597 840.1597 840.1597 840.1597
Max Trade Drawdown -98638 -94734 -51897 -9872901 -5752903 -4854055
Profit Factor 2.1334 2.6213 1.4205 1.5719 1.9491 1.0658
Total Trades 256 128 128 256 128 128
Winning Trades 122 59 63 122 59 63
Losing Trades 134 69 65 134 69 65
Profitability (%) 47.6563 46.0938 49.2188 47.6563 46.0938 49.2188
Ratio Avg Win / Avg Loss 2.3432 3.0656 1.4656 1.7266 2.2795 1.0997
Largest Winning Trade 169041 169041 60325 6981676 6981676 2456252
Largest Losing Trade -37889 -37889 -26537 -2661857 -2661857 -2570423
Avg Bars in Trades 38 43 32 38 43 32
Avg Bars in Winners 51 55 48 51 55 48
Avg Bars in Losers 25 33 17 25 33 17
Bars Traded 9747 5560 4187 9747 5560 4187
Profit Streak 0 0 66.7507 0 0 66.7507
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120836 -153501 -282608 409492 361486 -385665

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1544594400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757268061623,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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": [
        [
            923792.4587166624,
            784497.8033995191,
            139294.6553171439,
            17101716.261898275,
            16261131.600494916,
            840584.6614033616
        ],
        [
            923.792459,
            784.497803,
            139.294655,
            17101.716262,
            16261.1316,
            840.584661
        ],
        [
            0.369517,
            0.313799,
            0.055718,
            0.206116,
            0.204108,
            0.089693
        ],
        [
            840.159706,
            840.159706,
            840.159706,
            840.159706,
            840.159706,
            840.159706
        ],
        [
            -98638,
            -94734,
            -51897,
            -9872901,
            -5752903,
            -4854055
        ],
        [
            2.133366,
            2.621319,
            1.420545,
            1.571948,
            1.949129,
            1.065834
        ],
        [
            256,
            128,
            128,
            256,
            128,
            128
        ],
        [
            122,
            59,
            63,
            122,
            59,
            63
        ],
        [
            134,
            69,
            65,
            134,
            69,
            65
        ],
        [
            47.65625,
            46.09375,
            49.21875,
            47.65625,
            46.09375,
            49.21875
        ],
        [
            2.343205,
            3.065611,
            1.465642,
            1.726565,
            2.27949,
            1.09967
        ],
        [
            169041,
            169041,
            60325,
            6981676,
            6981676,
            2456252
        ],
        [
            -37889,
            -37889,
            -26537,
            -2661857,
            -2661857,
            -2570423
        ],
        [
            38,
            43,
            32,
            38,
            43,
            32
        ],
        [
            51,
            55,
            48,
            51,
            55,
            48
        ],
        [
            25,
            33,
            17,
            25,
            33,
            17
        ],
        [
            9747,
            5560,
            4187,
            9747,
            5560,
            4187
        ],
        [
            0,
            0,
            66.750713,
            0,
            0,
            66.750713
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120836,
            -153501,
            -282608,
            409492,
            361486,
            -385665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1544594400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757268061623,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 38,
            "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)