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Trade: XRP/USDT/360/SMA/MIDPRICE/1971

Strategy
XRP/USDT/360/SMA/MIDPRICE/1971
Pair
XRP_USDT
Interval
6h
Score
498067
Daily Profit
0.194303
Profit Factor
2.484353
Profitability
48.979592
Streak
434.719275
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 20:15
Expiration Time
2025-11-26 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1173070.3487 1046341.4322 126728.9165 13327142.7633 12710791.2724 616351.4909
Total P&L (%) 1173.0703 1046.3414 126.7289 13327.1428 12710.7913 616.3515
Avg Daily Profit (%) 0.4692 0.4185 0.0507 0.1962 0.1943 0.0788
Buy And Hold Return (%) 752.6389 752.6389 752.6389 752.6389 752.6389 752.6389
Max Trade Drawdown -81657 -80908 -81203 -4530432 -2762238 -5166937
Profit Factor 3.5056 4.8106 1.6546 1.815 2.4844 1.0791
Total Trades 99 49 50 99 49 50
Winning Trades 52 24 28 52 24 28
Losing Trades 47 25 22 47 25 22
Profitability (%) 52.5253 48.9796 56 52.5253 48.9796 56
Ratio Avg Win / Avg Loss 3.1686 5.011 1.3001 1.6405 2.5879 0.8479
Largest Winning Trade 595819 595819 47983 7585560 7585560 2292654
Largest Losing Trade -33155 -33155 -29298 -2818294 -1260357 -2818294
Avg Bars in Trades 95 124 67 95 124 67
Avg Bars in Winners 124 174 80 124 174 80
Avg Bars in Losers 63 75 49 63 75 49
Bars Traded 9433 6080 3353 9433 6080 3353
Profit Streak 63.9693 434.7193 63.9693 63.9693 434.7193 63.9693
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315735 -25699 -467690 468445 498067 -566979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757697345393,
    "expiration_time": 1764158400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "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": [
        [
            1173070.3486558,
            1046341.4321934406,
            126728.9164623591,
            13327142.763323966,
            12710791.272428745,
            616351.4908952168
        ],
        [
            1173.070349,
            1046.341432,
            126.728916,
            13327.142763,
            12710.791272,
            616.351491
        ],
        [
            0.469228,
            0.418537,
            0.050692,
            0.196187,
            0.194303,
            0.078791
        ],
        [
            752.638947,
            752.638947,
            752.638947,
            752.638947,
            752.638947,
            752.638947
        ],
        [
            -81657,
            -80908,
            -81203,
            -4530432,
            -2762238,
            -5166937
        ],
        [
            3.505629,
            4.810552,
            1.654648,
            1.815012,
            2.484353,
            1.079132
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            52.525253,
            48.979592,
            56,
            52.525253,
            48.979592,
            56
        ],
        [
            3.16855,
            5.010991,
            1.30008,
            1.640491,
            2.587868,
            0.847889
        ],
        [
            595819,
            595819,
            47983,
            7585560,
            7585560,
            2292654
        ],
        [
            -33155,
            -33155,
            -29298,
            -2818294,
            -1260357,
            -2818294
        ],
        [
            95,
            124,
            67,
            95,
            124,
            67
        ],
        [
            124,
            174,
            80,
            124,
            174,
            80
        ],
        [
            63,
            75,
            49,
            63,
            75,
            49
        ],
        [
            9433,
            6080,
            3353,
            9433,
            6080,
            3353
        ],
        [
            63.969275,
            434.719275,
            63.969275,
            63.969275,
            434.719275,
            63.969275
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315735,
            -25699,
            -467690,
            468445,
            498067,
            -566979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757697345393,
    "expiration_time": 1764158400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 219,
            "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)