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Trade: XRP/USDT/480/ALMA/MIDPRICE/5329

Strategy
XRP/USDT/480/ALMA/MIDPRICE/5329
Pair
XRP_USDT
Interval
8h
Score
338413
Daily Profit
0.165640
Profit Factor
1.304305
Profitability
52.100840
Streak
105.463375
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-22 22:07
Expiration Time
2025-12-06 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 859827.3191 769825.5705 90001.7486 6168552.1902 8274936.8473 -2106384.657
Total P&L (%) 859.8273 769.8256 90.0017 6168.5522 8274.9368 -2106.3847
Avg Daily Profit (%) 0.3439 0.3079 0.036 0.1656 0.1772 0
Buy And Hold Return (%) 775.35 775.35 775.35 775.35 775.35 775.35
Max Trade Drawdown -139686 -114726 -88335 -4691064 -2891241 -4962375
Profit Factor 2.4668 3.3417 1.3496 1.3043 1.7865 0.784
Total Trades 119 59 60 119 59 60
Winning Trades 62 28 34 62 28 34
Losing Trades 57 31 26 57 31 26
Profitability (%) 52.1008 47.4576 56.6667 52.1008 47.4576 56.6667
Ratio Avg Win / Avg Loss 2.2679 3.6998 1.032 1.1991 1.9779 0.5995
Largest Winning Trade 335759 335759 57211 6864418 6864418 1513830
Largest Losing Trade -31156 -28000 -31156 -2775693 -2473120 -2775693
Avg Bars in Trades 59 72 47 59 72 47
Avg Bars in Winners 79 105 58 79 105 58
Avg Bars in Losers 38 42 33 38 42 33
Bars Traded 7116 4255 2861 7116 4255 2861
Profit Streak 105.4634 140.13 105.4634 105.4634 140.13 105.4634
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116366 -327526 -477957 338413 -165866 -748532

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758568035603,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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": [
        [
            859827.3190958523,
            769825.5705108191,
            90001.7485850329,
            6168552.190244998,
            8274936.847271676,
            -2106384.6570266737
        ],
        [
            859.827319,
            769.825571,
            90.001749,
            6168.55219,
            8274.936847,
            -2106.384657
        ],
        [
            0.343886,
            0.30789,
            0.035996,
            0.16564,
            0.177247,
            0
        ],
        [
            775.350011,
            775.350011,
            775.350011,
            775.350011,
            775.350011,
            775.350011
        ],
        [
            -139686,
            -114726,
            -88335,
            -4691064,
            -2891241,
            -4962375
        ],
        [
            2.466816,
            3.341719,
            1.349599,
            1.304305,
            1.786524,
            0.783961
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            52.10084,
            47.457627,
            56.666667,
            52.10084,
            47.457627,
            56.666667
        ],
        [
            2.267879,
            3.699761,
            1.032047,
            1.199119,
            1.977937,
            0.5995
        ],
        [
            335759,
            335759,
            57211,
            6864418,
            6864418,
            1513830
        ],
        [
            -31156,
            -28000,
            -31156,
            -2775693,
            -2473120,
            -2775693
        ],
        [
            59,
            72,
            47,
            59,
            72,
            47
        ],
        [
            79,
            105,
            58,
            79,
            105,
            58
        ],
        [
            38,
            42,
            33,
            38,
            42,
            33
        ],
        [
            7116,
            4255,
            2861,
            7116,
            4255,
            2861
        ],
        [
            105.463375,
            140.130042,
            105.463375,
            105.463375,
            140.130042,
            105.463375
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116366,
            -327526,
            -477957,
            338413,
            -165866,
            -748532
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758568035603,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 164,
            "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)