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Trade: XRP/USDT/360/SMA/MIDPRICE/9474

Strategy
XRP/USDT/360/SMA/MIDPRICE/9474
Pair
XRP_USDT
Interval
6h
Score
374811
Daily Profit
0.192550
Profit Factor
1.634065
Profitability
45.045045
Streak
61.566538
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-10 10:35
Expiration Time
2025-11-24 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1205620.4898 1088040.676 117579.8138 12168406.2275 11324956.3756 843449.8519
Total P&L (%) 1205.6205 1088.0407 117.5798 12168.4062 11324.9564 843.4499
Avg Daily Profit (%) 0.4822 0.4352 0.047 0.1926 0.1897 0.0898
Buy And Hold Return (%) 703.0111 703.0111 703.0111 703.0111 703.0111 703.0111
Max Trade Drawdown -113281 -93029 -95937 -6432399 -4419353 -5751130
Profit Factor 3.4591 4.6533 1.6109 1.6341 2.0501 1.1003
Total Trades 111 55 56 111 55 56
Winning Trades 50 27 23 50 27 23
Losing Trades 61 28 33 61 28 33
Profitability (%) 45.045 49.0909 41.0714 45.045 49.0909 41.0714
Ratio Avg Win / Avg Loss 4.2201 4.8257 2.3114 1.9936 2.126 1.5787
Largest Winning Trade 605485 605485 60404 6765423 6765423 1815369
Largest Losing Trade -42458 -42458 -29298 -2608152 -1452063 -2608152
Avg Bars in Trades 84 106 63 84 106 63
Avg Bars in Winners 113 135 87 113 135 87
Avg Bars in Losers 61 78 46 61 78 46
Bars Traded 9420 5854 3566 9420 5854 3566
Profit Streak 61.5665 137.8165 61.5665 61.5665 137.8165 61.5665
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 274308 -171373 -475799 374811 -167211 -468293

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757489748871,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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": [
        [
            1205620.4897646615,
            1088040.6759572462,
            117579.813807415,
            12168406.227520635,
            11324956.3756432,
            843449.851877434
        ],
        [
            1205.62049,
            1088.040676,
            117.579814,
            12168.406228,
            11324.956376,
            843.449852
        ],
        [
            0.4822,
            0.435173,
            0.047027,
            0.19255,
            0.189696,
            0.089806
        ],
        [
            703.011055,
            703.011055,
            703.011055,
            703.011055,
            703.011055,
            703.011055
        ],
        [
            -113281,
            -93029,
            -95937,
            -6432399,
            -4419353,
            -5751130
        ],
        [
            3.459061,
            4.653323,
            1.610948,
            1.634065,
            2.050106,
            1.100333
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            45.045045,
            49.090909,
            41.071429,
            45.045045,
            49.090909,
            41.071429
        ],
        [
            4.220055,
            4.825669,
            2.311361,
            1.99356,
            2.126036,
            1.578739
        ],
        [
            605485,
            605485,
            60404,
            6765423,
            6765423,
            1815369
        ],
        [
            -42458,
            -42458,
            -29298,
            -2608152,
            -1452063,
            -2608152
        ],
        [
            84,
            106,
            63,
            84,
            106,
            63
        ],
        [
            113,
            135,
            87,
            113,
            135,
            87
        ],
        [
            61,
            78,
            46,
            61,
            78,
            46
        ],
        [
            9420,
            5854,
            3566,
            9420,
            5854,
            3566
        ],
        [
            61.566538,
            137.816538,
            61.566538,
            61.566538,
            137.816538,
            61.566538
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            274308,
            -171373,
            -475799,
            374811,
            -167211,
            -468293
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1757484000000,
    "evaluation_time": 1757489748871,
    "expiration_time": 1763964648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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)