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Trade: XRP/USDT/360/LINREG/MIDPRICE/2521

Strategy
XRP/USDT/360/LINREG/MIDPRICE/2521
Pair
XRP_USDT
Interval
6h
Score
385595
Daily Profit
0.192177
Profit Factor
1.769721
Profitability
47.777778
Streak
109.371062
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 11:54
Expiration Time
2025-11-30 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 797179.421 698899.1279 98280.2931 7334557.8264 12048880.0757 -4714322.2492
Total P&L (%) 797.1794 698.8991 98.2803 7334.5578 12048.8801 -4714.3222
Avg Daily Profit (%) 0.3189 0.2796 0.0393 0.1725 0.1922 0
Buy And Hold Return (%) 734.2928 734.2928 734.2928 734.2928 734.2928 734.2928
Max Trade Drawdown -104042 -93720 -108334 -7815883 -6217517 -10452987
Profit Factor 2.077 2.9362 1.2592 1.2056 1.7697 0.7645
Total Trades 181 90 91 181 90 91
Winning Trades 93 43 50 93 43 50
Losing Trades 88 47 41 88 47 41
Profitability (%) 51.3812 47.7778 54.9451 51.3812 47.7778 54.9451
Ratio Avg Win / Avg Loss 1.9653 3.2093 1.0325 1.1408 1.9343 0.6269
Largest Winning Trade 188839 188839 54849 6761285 6761285 1312804
Largest Losing Trade -48911 -33368 -48911 -3811548 -1949401 -3811548
Avg Bars in Trades 53 57 49 53 57 49
Avg Bars in Winners 65 68 62 65 68 62
Avg Bars in Losers 40 47 33 40 47 33
Bars Traded 9652 5181 4471 9652 5181 4471
Profit Streak 74.3711 109.3711 74.3711 74.3711 109.3711 74.3711
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124038 -152068 -305445 338476 385595 -579890

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542002400000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758012859749,
    "expiration_time": 1764482400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "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": [
        [
            797179.4209561865,
            698899.1279040853,
            98280.2930521014,
            7334557.826433164,
            12048880.075663157,
            -4714322.2492299955
        ],
        [
            797.179421,
            698.899128,
            98.280293,
            7334.557826,
            12048.880076,
            -4714.322249
        ],
        [
            0.318872,
            0.27956,
            0.039312,
            0.172498,
            0.192177,
            0
        ],
        [
            734.292763,
            734.292763,
            734.292763,
            734.292763,
            734.292763,
            734.292763
        ],
        [
            -104042,
            -93720,
            -108334,
            -7815883,
            -6217517,
            -10452987
        ],
        [
            2.076995,
            2.936207,
            1.25916,
            1.205587,
            1.769721,
            0.764549
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            93,
            43,
            50,
            93,
            43,
            50
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            51.381215,
            47.777778,
            54.945055,
            51.381215,
            47.777778,
            54.945055
        ],
        [
            1.965328,
            3.209342,
            1.032512,
            1.140771,
            1.934346,
            0.62693
        ],
        [
            188839,
            188839,
            54849,
            6761285,
            6761285,
            1312804
        ],
        [
            -48911,
            -33368,
            -48911,
            -3811548,
            -1949401,
            -3811548
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            65,
            68,
            62,
            65,
            68,
            62
        ],
        [
            40,
            47,
            33,
            40,
            47,
            33
        ],
        [
            9652,
            5181,
            4471,
            9652,
            5181,
            4471
        ],
        [
            74.371062,
            109.371062,
            74.371062,
            74.371062,
            109.371062,
            74.371062
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124038,
            -152068,
            -305445,
            338476,
            385595,
            -579890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542002400000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758002400000,
    "evaluation_time": 1758012859749,
    "expiration_time": 1764482400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 75,
            "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)