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Trade: XRP/USDT/360/LINREG/MIDPRICE/1274

Strategy
XRP/USDT/360/LINREG/MIDPRICE/1274
Pair
XRP_USDT
Interval
6h
Score
452038
Daily Profit
0.192795
Profit Factor
2.572509
Profitability
45.714286
Streak
121.153907
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-29 06:41
Expiration Time
2025-12-13 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 879888.6512 745377.8021 134510.8491 11831524.9753 12255379.9514 -423854.9761
Total P&L (%) 879.8887 745.3778 134.5108 11831.525 12255.38 -423.855
Avg Daily Profit (%) 0.3519 0.2981 0.0538 0.1914 0.1928 0
Buy And Hold Return (%) 851.1816 851.1816 851.1816 851.1816 851.1816 851.1816
Max Trade Drawdown -124149 -48323 -101334 -8949197 -3774694 -8083492
Profit Factor 3.6066 6.396 1.6745 1.6273 2.5725 0.9617
Total Trades 71 35 36 71 35 36
Winning Trades 33 16 17 33 16 17
Losing Trades 38 19 19 38 19 19
Profitability (%) 46.4789 45.7143 47.2222 46.4789 45.7143 47.2222
Ratio Avg Win / Avg Loss 4.153 7.5953 1.8715 1.8739 3.0549 1.0748
Largest Winning Trade 301606 301606 54146 6494757 6494757 3063526
Largest Losing Trade -57219 -21108 -57219 -3836208 -1640155 -3836208
Avg Bars in Trades 129 148 110 129 148 110
Avg Bars in Winners 159 182 137 159 182 137
Avg Bars in Losers 102 119 85 102 119 85
Bars Traded 9160 5197 3963 9160 5197 3963
Profit Streak 80.6539 121.1539 80.6539 80.6539 121.1539 80.6539
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -230860 -148698 -284219 -80638 452038 -579635
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1549864800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117297538,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "offset": 67
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "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": [
        [
            879888.6512051933,
            745377.8020564776,
            134510.8491487157,
            11831524.975326123,
            12255379.951394085,
            -423854.9760679642
        ],
        [
            879.888651,
            745.377802,
            134.510849,
            11831.524975,
            12255.379951,
            -423.854976
        ],
        [
            0.35185,
            0.298062,
            0.053788,
            0.191396,
            0.192795,
            0
        ],
        [
            851.181571,
            851.181571,
            851.181571,
            851.181571,
            851.181571,
            851.181571
        ],
        [
            -124149,
            -48323,
            -101334,
            -8949197,
            -3774694,
            -8083492
        ],
        [
            3.606551,
            6.396033,
            1.674464,
            1.627348,
            2.572509,
            0.961698
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            46.478873,
            45.714286,
            47.222222,
            46.478873,
            45.714286,
            47.222222
        ],
        [
            4.152998,
            7.595289,
            1.871459,
            1.873916,
            3.054854,
            1.074839
        ],
        [
            301606,
            301606,
            54146,
            6494757,
            6494757,
            3063526
        ],
        [
            -57219,
            -21108,
            -57219,
            -3836208,
            -1640155,
            -3836208
        ],
        [
            129,
            148,
            110,
            129,
            148,
            110
        ],
        [
            159,
            182,
            137,
            159,
            182,
            137
        ],
        [
            102,
            119,
            85,
            102,
            119,
            85
        ],
        [
            9160,
            5197,
            3963,
            9160,
            5197,
            3963
        ],
        [
            80.653907,
            121.153907,
            80.653907,
            80.653907,
            121.153907,
            80.653907
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -230860,
            -148698,
            -284219,
            -80638,
            452038,
            -579635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1549864800000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759117297538,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 250,
            "offset": 67
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "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)