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Trade: XRP/USDT/360/SMA/MIDPRICE/8429

Strategy
XRP/USDT/360/SMA/MIDPRICE/8429
Pair
XRP_USDT
Interval
6h
Score
540922
Daily Profit
0.150273
Profit Factor
3.220985
Profitability
57.777778
Streak
291.543896
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 04:03
Expiration Time
2025-12-06 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625553.3458 569136.7466 56416.5992 1915989.0232 4169168.5394 -2253179.5162
Total P&L (%) 625.5533 569.1367 56.4166 1915.989 4169.1685 -2253.1795
Avg Daily Profit (%) 0.2502 0.2277 0.0226 0.1202 0.1503 0
Buy And Hold Return (%) 798.8376 798.8376 798.8376 798.8376 798.8376 798.8376
Max Trade Drawdown -89015 -80919 -81890 -2968565 -644204 -3312536
Profit Factor 2.2924 3.8103 1.2004 1.2942 3.221 0.514
Total Trades 91 45 46 91 45 46
Winning Trades 49 26 23 49 26 23
Losing Trades 42 19 23 42 19 23
Profitability (%) 53.8462 57.7778 50 53.8462 57.7778 50
Ratio Avg Win / Avg Loss 1.9649 2.7845 1.2004 1.1093 2.3538 0.514
Largest Winning Trade 169408 169408 45404 2626256 2626256 323539
Largest Losing Trade -69856 -50728 -69856 -2917569 -483859 -2917569
Avg Bars in Trades 102 123 82 102 123 82
Avg Bars in Winners 119 110 129 119 110 129
Avg Bars in Losers 83 140 36 83 140 36
Bars Traded 9342 5536 3806 9342 5536 3806
Profit Streak 66.7939 291.5439 66.7939 66.7939 291.5439 66.7939
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151234 -148137 -328387 -34568 540922 -580145

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758502992638,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            625553.3457996369,
            569136.7466300346,
            56416.5991696017,
            1915989.0231900678,
            4169168.5393518945,
            -2253179.5161618264
        ],
        [
            625.553346,
            569.136747,
            56.416599,
            1915.989023,
            4169.168539,
            -2253.179516
        ],
        [
            0.250221,
            0.227655,
            0.022567,
            0.12022,
            0.150273,
            0
        ],
        [
            798.837604,
            798.837604,
            798.837604,
            798.837604,
            798.837604,
            798.837604
        ],
        [
            -89015,
            -80919,
            -81890,
            -2968565,
            -644204,
            -3312536
        ],
        [
            2.292381,
            3.810306,
            1.200404,
            1.294185,
            3.220985,
            0.513951
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            53.846154,
            57.777778,
            50,
            53.846154,
            57.777778,
            50
        ],
        [
            1.964898,
            2.784454,
            1.200404,
            1.109301,
            2.353797,
            0.513951
        ],
        [
            169408,
            169408,
            45404,
            2626256,
            2626256,
            323539
        ],
        [
            -69856,
            -50728,
            -69856,
            -2917569,
            -483859,
            -2917569
        ],
        [
            102,
            123,
            82,
            102,
            123,
            82
        ],
        [
            119,
            110,
            129,
            119,
            110,
            129
        ],
        [
            83,
            140,
            36,
            83,
            140,
            36
        ],
        [
            9342,
            5536,
            3806,
            9342,
            5536,
            3806
        ],
        [
            66.793896,
            291.543896,
            66.793896,
            66.793896,
            291.543896,
            66.793896
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151234,
            -148137,
            -328387,
            -34568,
            540922,
            -580145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758502992638,
    "expiration_time": 1764979200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)