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Trade: XRP/USDT/360/MIDPRICE/RMA/7943

Strategy
XRP/USDT/360/MIDPRICE/RMA/7943
Pair
XRP_USDT
Interval
6h
Score
366090
Daily Profit
0.177847
Profit Factor
1.477936
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 00:54
Expiration Time
2025-11-29 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -97376.8827 271383.3165 -368760.1992 8396365.2411 4388817.4426 4007547.7986
Total P&L (%) -97.3769 271.3833 -368.7602 8396.3652 4388.8174 4007.5478
Avg Daily Profit (%) -0.039 0.1086 -0.1475 0.1778 0.1523 0.1487
Buy And Hold Return (%) 903.4776 903.4776 903.4776 903.4776 903.4776 903.4776
Max Trade Drawdown -444421 -64776 -519581 -7423632 -2294869 -6457940
Profit Factor 0.8962 2.6523 0.5233 1.4779 1.8158 1.3288
Total Trades 128 64 64 128 64 64
Winning Trades 76 38 38 72 37 35
Losing Trades 52 26 26 56 27 29
Profitability (%) 59.375 59.375 59.375 56.25 57.8125 54.6875
Ratio Avg Win / Avg Loss 0.6132 1.8147 0.358 1.1495 1.3251 1.101
Largest Winning Trade 57891 57891 46521 9987551 2299955 9987551
Largest Losing Trade -292760 -38033 -292760 -3533739 -1466558 -3533739
Avg Bars in Trades 76 66 86 76 66 86
Avg Bars in Winners 70 63 76 79 72 86
Avg Bars in Losers 86 71 101 73 58 87
Bars Traded 9821 4262 5559 9821 4262 5559
Profit Streak 0 186.6627 0 0 186.6627 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -579223 -345780 -718743 366090 -128691 -134234

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541959200000,
    "first_datapoint_time": 1544508000000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757973258930,
    "expiration_time": 1764439200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 85,
            "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": [
        [
            -97376.8827080654,
            271383.3165354104,
            -368760.199243476,
            8396365.241139112,
            4388817.442550494,
            4007547.798588618
        ],
        [
            -97.376883,
            271.383317,
            -368.760199,
            8396.365241,
            4388.817443,
            4007.547799
        ],
        [
            -0.038951,
            0.108553,
            -0.147504,
            0.177847,
            0.152283,
            0.148727
        ],
        [
            903.477563,
            903.477563,
            903.477563,
            903.477563,
            903.477563,
            903.477563
        ],
        [
            -444421,
            -64776,
            -519581,
            -7423632,
            -2294869,
            -6457940
        ],
        [
            0.896163,
            2.652316,
            0.523281,
            1.477936,
            1.815836,
            1.328799
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            76,
            38,
            38,
            72,
            37,
            35
        ],
        [
            52,
            26,
            26,
            56,
            27,
            29
        ],
        [
            59.375,
            59.375,
            59.375,
            56.25,
            57.8125,
            54.6875
        ],
        [
            0.613164,
            1.814742,
            0.358034,
            1.149506,
            1.32507,
            1.101005
        ],
        [
            57891,
            57891,
            46521,
            9987551,
            2299955,
            9987551
        ],
        [
            -292760,
            -38033,
            -292760,
            -3533739,
            -1466558,
            -3533739
        ],
        [
            76,
            66,
            86,
            76,
            66,
            86
        ],
        [
            70,
            63,
            76,
            79,
            72,
            86
        ],
        [
            86,
            71,
            101,
            73,
            58,
            87
        ],
        [
            9821,
            4262,
            5559,
            9821,
            4262,
            5559
        ],
        [
            0,
            186.662719,
            0,
            0,
            186.662719,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -579223,
            -345780,
            -718743,
            366090,
            -128691,
            -134234
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541959200000,
    "first_datapoint_time": 1544508000000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757973258930,
    "expiration_time": 1764439200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 85,
            "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)