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Trade: XRP/USDT/480/ALMA/MIDPRICE/5274

Strategy
XRP/USDT/480/ALMA/MIDPRICE/5274
Pair
XRP_USDT
Interval
8h
Score
425502
Daily Profit
0.264401
Profit Factor
1.506837
Profitability
54.782609
Streak
103.207764
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-21 15:59
Expiration Time
2025-12-05 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1138428.4726 920087.6363 218340.8362 73569090.9395 90814922.3639 -17245831.4244
Total P&L (%) 1138.4285 920.0876 218.3408 73569.0909 90814.9224 -17245.8314
Avg Daily Profit (%) 0.4553 0.368 0.0873 0.2644 0.2728 0
Buy And Hold Return (%) 733.5711 733.5711 733.5711 733.5711 733.5711 733.5711
Max Trade Drawdown -69440 -44889 -75670 -52618614 -21754248 -48161545
Profit Factor 3.4974 4.9684 1.9747 1.5068 2.4852 0.7947
Total Trades 115 57 58 115 57 58
Winning Trades 63 31 32 63 31 32
Losing Trades 52 26 26 52 26 26
Profitability (%) 54.7826 54.386 55.1724 54.7826 54.386 55.1724
Ratio Avg Win / Avg Loss 2.8867 4.167 1.6045 1.2437 2.0844 0.6457
Largest Winning Trade 340833 340833 42484 78610979 78610979 11680547
Largest Losing Trade -30933 -25149 -30933 -31451311 -14760370 -31451311
Avg Bars in Trades 63 76 50 63 76 50
Avg Bars in Winners 74 93 56 74 93 56
Avg Bars in Losers 49 55 42 49 55 42
Bars Traded 7270 4347 2923 7270 4347 2923
Profit Streak 103.2078 138.5411 103.2078 103.2078 138.5411 103.2078
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321013 -248346 -417223 425502 -165519 -759602

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542441600000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758459550793,
    "expiration_time": 1764922464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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": [
        [
            1138428.4725701024,
            920087.6363456117,
            218340.8362244906,
            73569090.93953718,
            90814922.36392298,
            -17245831.424385816
        ],
        [
            1138.428473,
            920.087636,
            218.340836,
            73569.09094,
            90814.922364,
            -17245.831424
        ],
        [
            0.455311,
            0.367986,
            0.087325,
            0.264401,
            0.272836,
            0
        ],
        [
            733.571129,
            733.571129,
            733.571129,
            733.571129,
            733.571129,
            733.571129
        ],
        [
            -69440,
            -44889,
            -75670,
            -52618614,
            -21754248,
            -48161545
        ],
        [
            3.497362,
            4.968393,
            1.974743,
            1.506837,
            2.48524,
            0.794713
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            54.782609,
            54.385965,
            55.172414,
            54.782609,
            54.385965,
            55.172414
        ],
        [
            2.886711,
            4.167039,
            1.604478,
            1.243738,
            2.084395,
            0.645705
        ],
        [
            340833,
            340833,
            42484,
            78610979,
            78610979,
            11680547
        ],
        [
            -30933,
            -25149,
            -30933,
            -31451311,
            -14760370,
            -31451311
        ],
        [
            63,
            76,
            50,
            63,
            76,
            50
        ],
        [
            74,
            93,
            56,
            74,
            93,
            56
        ],
        [
            49,
            55,
            42,
            49,
            55,
            42
        ],
        [
            7270,
            4347,
            2923,
            7270,
            4347,
            2923
        ],
        [
            103.207764,
            138.541097,
            103.207764,
            103.207764,
            138.541097,
            103.207764
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321013,
            -248346,
            -417223,
            425502,
            -165519,
            -759602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542441600000,
    "first_datapoint_time": 1546905600000,
    "last_datapoint_time": 1758441600000,
    "evaluation_time": 1758459550793,
    "expiration_time": 1764922464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 156,
            "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)