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Trade: XRP/USDT/480/ALMA/MIDPRICE/3264

Strategy
XRP/USDT/480/ALMA/MIDPRICE/3264
Pair
XRP_USDT
Interval
8h
Score
486827
Daily Profit
0.231567
Profit Factor
1.696961
Profitability
61.261261
Streak
100.351707
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-20 11:26
Expiration Time
2025-12-04 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 938784.559 775347.5564 163437.0025 32381395.7992 37463501.6364 -5082105.8372
Total P&L (%) 938.7846 775.3476 163.437 32381.3958 37463.5016 -5082.1058
Avg Daily Profit (%) 0.3755 0.3101 0.0654 0.2316 0.2374 0
Buy And Hold Return (%) 818.6716 818.6716 818.6716 818.6716 818.6716 818.6716
Max Trade Drawdown -86995 -76461 -70974 -16435829 -6846901 -18070127
Profit Factor 2.9874 4.2808 1.6924 1.697 2.9121 0.8108
Total Trades 111 55 56 111 55 56
Winning Trades 68 34 34 68 34 34
Losing Trades 43 21 22 43 21 22
Profitability (%) 61.2613 61.8182 60.7143 61.2613 61.8182 60.7143
Ratio Avg Win / Avg Loss 1.8891 2.644 1.0951 1.0731 1.7986 0.5247
Largest Winning Trade 161579 161579 64709 20429951 20429951 5348863
Largest Losing Trade -53301 -53301 -35865 -11862066 -3802814 -11862066
Avg Bars in Trades 63 76 51 63 76 51
Avg Bars in Winners 72 75 68 72 75 68
Avg Bars in Losers 50 77 24 50 77 24
Bars Traded 7073 4212 2861 7073 4212 2861
Profit Streak 100.3517 100.3517 101.3517 100.3517 100.3517 101.3517
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101778 -327494 -447042 486827 -164045 -758486

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1547913600000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356787502,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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": [
        [
            938784.5589674624,
            775347.5564482498,
            163437.0025192131,
            32381395.799246296,
            37463501.636424504,
            -5082105.837178208
        ],
        [
            938.784559,
            775.347556,
            163.437003,
            32381.395799,
            37463.501636,
            -5082.105837
        ],
        [
            0.375464,
            0.310098,
            0.065366,
            0.231567,
            0.237395,
            0
        ],
        [
            818.671564,
            818.671564,
            818.671564,
            818.671564,
            818.671564,
            818.671564
        ],
        [
            -86995,
            -76461,
            -70974,
            -16435829,
            -6846901,
            -18070127
        ],
        [
            2.987375,
            4.280775,
            1.692402,
            1.696961,
            2.912093,
            0.810848
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            61.261261,
            61.818182,
            60.714286,
            61.261261,
            61.818182,
            60.714286
        ],
        [
            1.889075,
            2.644008,
            1.095084,
            1.073078,
            1.798646,
            0.524667
        ],
        [
            161579,
            161579,
            64709,
            20429951,
            20429951,
            5348863
        ],
        [
            -53301,
            -53301,
            -35865,
            -11862066,
            -3802814,
            -11862066
        ],
        [
            63,
            76,
            51,
            63,
            76,
            51
        ],
        [
            72,
            75,
            68,
            72,
            75,
            68
        ],
        [
            50,
            77,
            24,
            50,
            77,
            24
        ],
        [
            7073,
            4212,
            2861,
            7073,
            4212,
            2861
        ],
        [
            100.351707,
            100.351707,
            101.351707,
            100.351707,
            100.351707,
            101.351707
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101778,
            -327494,
            -447042,
            486827,
            -164045,
            -758486
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542355200000,
    "first_datapoint_time": 1547913600000,
    "last_datapoint_time": 1758355200000,
    "evaluation_time": 1758356787502,
    "expiration_time": 1764836064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 36,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "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)