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Trade: XRP/USDT/360/LINREG/SMA/9076

Strategy
XRP/USDT/360/LINREG/SMA/9076
Pair
XRP_USDT
Interval
6h
Score
559072
Daily Profit
0.194252
Profit Factor
3.324678
Profitability
51.063830
Streak
160.819959
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 22:40
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 951372.8741 827370.0628 124002.8113 8916541.4119 12694421.0177 -3777879.6058
Total P&L (%) 951.3729 827.3701 124.0028 8916.5414 12694.421 -3777.8796
Avg Daily Profit (%) 0.3805 0.3309 0.0496 0.1802 0.1943 0
Buy And Hold Return (%) 704.4449 704.4449 704.4449 704.4449 704.4449 704.4449
Max Trade Drawdown -91402 -38418 -80886 -5681830 -1746329 -8114217
Profit Factor 3.0402 5.0511 1.4732 1.5536 3.3247 0.6451
Total Trades 94 47 47 94 47 47
Winning Trades 48 24 24 48 24 24
Losing Trades 46 23 23 46 23 23
Profitability (%) 51.0638 51.0638 51.0638 51.0638 51.0638 51.0638
Ratio Avg Win / Avg Loss 2.9136 4.8406 1.4118 1.4889 3.1862 0.6183
Largest Winning Trade 371729 371729 50536 7314368 7314368 1075581
Largest Losing Trade -76361 -24155 -76361 -5361963 -1076534 -5361963
Avg Bars in Trades 101 104 98 101 104 98
Avg Bars in Winners 132 127 137 132 127 137
Avg Bars in Losers 69 81 57 69 81 57
Bars Traded 9545 4924 4621 9545 4924 4621
Profit Streak 146.57 160.82 146.57 146.57 160.82 146.57
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39595 -93315 -290515 404727 559072 -579986

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541268000000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757274044431,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 23,
            "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": [
        [
            951372.8740942052,
            827370.062751239,
            124002.811342966,
            8916541.41191469,
            12694421.017666444,
            -3777879.605751758
        ],
        [
            951.372874,
            827.370063,
            124.002811,
            8916.541412,
            12694.421018,
            -3777.879606
        ],
        [
            0.380549,
            0.330948,
            0.049601,
            0.180228,
            0.194252,
            0
        ],
        [
            704.444944,
            704.444944,
            704.444944,
            704.444944,
            704.444944,
            704.444944
        ],
        [
            -91402,
            -38418,
            -80886,
            -5681830,
            -1746329,
            -8114217
        ],
        [
            3.040226,
            5.05109,
            1.47316,
            1.553591,
            3.324678,
            0.645137
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            51.06383,
            51.06383,
            51.06383,
            51.06383,
            51.06383,
            51.06383
        ],
        [
            2.91355,
            4.840628,
            1.411778,
            1.488858,
            3.18615,
            0.618256
        ],
        [
            371729,
            371729,
            50536,
            7314368,
            7314368,
            1075581
        ],
        [
            -76361,
            -24155,
            -76361,
            -5361963,
            -1076534,
            -5361963
        ],
        [
            101,
            104,
            98,
            101,
            104,
            98
        ],
        [
            132,
            127,
            137,
            132,
            127,
            137
        ],
        [
            69,
            81,
            57,
            69,
            81,
            57
        ],
        [
            9545,
            4924,
            4621,
            9545,
            4924,
            4621
        ],
        [
            146.569959,
            160.819959,
            146.569959,
            146.569959,
            160.819959,
            146.569959
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39595,
            -93315,
            -290515,
            404727,
            559072,
            -579986
        ]
    ]
}
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": 1546214400000,
    "last_datapoint_time": 1757268000000,
    "evaluation_time": 1757274044431,
    "expiration_time": 1763748000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 23,
            "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)