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Trade: XRP/USDT/360/SMA/MIDPOINT/7754

Strategy
XRP/USDT/360/SMA/MIDPOINT/7754
Pair
XRP_USDT
Interval
6h
Score
547971
Daily Profit
0.211942
Profit Factor
3.097737
Profitability
51.282051
Streak
205.141318
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 06:23
Expiration Time
2025-12-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958271.4191 815916.4945 142354.9246 18979663.3008 19792573.2657 -812909.9649
Total P&L (%) 958.2714 815.9165 142.3549 18979.6633 19792.5733 -812.91
Avg Daily Profit (%) 0.3833 0.3264 0.0569 0.2103 0.2119 0
Buy And Hold Return (%) 816.973 816.973 816.973 816.973 816.973 816.973
Max Trade Drawdown -103890 -57130 -90956 -9307271 -4951207 -10038696
Profit Factor 3.3667 4.4461 1.8467 1.9089 3.0977 0.929
Total Trades 79 39 40 79 39 40
Winning Trades 44 20 24 44 20 24
Losing Trades 35 19 16 35 19 16
Profitability (%) 55.6962 51.2821 60 55.6962 51.2821 60
Ratio Avg Win / Avg Loss 2.678 4.2238 1.2311 1.5185 2.9429 0.6193
Largest Winning Trade 285098 285098 60317 12101601 12101601 2898466
Largest Losing Trade -36407 -36407 -34764 -5682632 -2842994 -5682632
Avg Bars in Trades 119 164 76 119 164 76
Avg Bars in Winners 146 209 94 146 209 94
Avg Bars in Losers 85 115 49 85 115 49
Bars Traded 9446 6398 3048 9446 6398 3048
Profit Streak 203.6413 205.1413 203.6413 203.6413 205.1413 203.6413
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125081 -148108 -277967 -17403 547971 -578477

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758425009854,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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": [
        [
            958271.4190842982,
            815916.4944938287,
            142354.9245904695,
            18979663.30082241,
            19792573.265705988,
            -812909.9648835709
        ],
        [
            958.271419,
            815.916494,
            142.354925,
            18979.663301,
            19792.573266,
            -812.909965
        ],
        [
            0.383309,
            0.326367,
            0.056942,
            0.210269,
            0.211942,
            0
        ],
        [
            816.973039,
            816.973039,
            816.973039,
            816.973039,
            816.973039,
            816.973039
        ],
        [
            -103890,
            -57130,
            -90956,
            -9307271,
            -4951207,
            -10038696
        ],
        [
            3.366662,
            4.44609,
            1.846654,
            1.908916,
            3.097737,
            0.928981
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            55.696203,
            51.282051,
            60,
            55.696203,
            51.282051,
            60
        ],
        [
            2.678027,
            4.223785,
            1.231103,
            1.518456,
            2.94285,
            0.619321
        ],
        [
            285098,
            285098,
            60317,
            12101601,
            12101601,
            2898466
        ],
        [
            -36407,
            -36407,
            -34764,
            -5682632,
            -2842994,
            -5682632
        ],
        [
            119,
            164,
            76,
            119,
            164,
            76
        ],
        [
            146,
            209,
            94,
            146,
            209,
            94
        ],
        [
            85,
            115,
            49,
            85,
            115,
            49
        ],
        [
            9446,
            6398,
            3048,
            9446,
            6398,
            3048
        ],
        [
            203.641318,
            205.141318,
            203.641318,
            203.641318,
            205.141318,
            203.641318
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125081,
            -148108,
            -277967,
            -17403,
            547971,
            -578477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547337600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758425009854,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 229,
            "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)