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Trade: XRP/USDT/480/ALMA/MIDPRICE/7843

Strategy
XRP/USDT/480/ALMA/MIDPRICE/7843
Pair
XRP_USDT
Interval
8h
Score
618671
Daily Profit
0.220134
Profit Factor
3.539563
Profitability
60.000000
Streak
158.285726
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-21 01:51
Expiration Time
2025-12-04 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 963486.4777 817149.5526 146336.9251 23732936.1073 24320680.1251 -587744.0178
Total P&L (%) 963.4865 817.1496 146.3369 23732.9361 24320.6801 -587.744
Avg Daily Profit (%) 0.3853 0.3268 0.0585 0.2192 0.2201 0
Buy And Hold Return (%) 924.5755 924.5755 924.5755 924.5755 924.5755 924.5755
Max Trade Drawdown -61161 -55370 -58710 -7603868 -3649360 -6903284
Profit Factor 4.0982 6.6006 1.8865 2.1707 3.5396 0.9451
Total Trades 71 35 36 71 35 36
Winning Trades 41 21 20 41 21 20
Losing Trades 30 14 16 30 14 16
Profitability (%) 57.7465 60 55.5556 57.7465 60 55.5556
Ratio Avg Win / Avg Loss 2.9987 4.4004 1.5092 1.5883 2.3597 0.756
Largest Winning Trade 337790 337790 55902 15904501 15904501 1800062
Largest Losing Trade -36601 -36601 -27692 -3649360 -3649360 -2959357
Avg Bars in Trades 100 121 79 100 121 79
Avg Bars in Winners 121 140 102 121 140 102
Avg Bars in Losers 70 92 51 70 92 51
Bars Traded 7113 4249 2864 7113 4249 2864
Profit Streak 150.6191 158.2857 150.6191 150.6191 158.2857 150.6191
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -224542 -145876 -275285 -76282 618671 -579096

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1548748800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758408686690,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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": [
        [
            963486.477686051,
            817149.5526146991,
            146336.925071352,
            23732936.107275166,
            24320680.12508837,
            -587744.0178132073
        ],
        [
            963.486478,
            817.149553,
            146.336925,
            23732.936107,
            24320.680125,
            -587.744018
        ],
        [
            0.385344,
            0.326817,
            0.058527,
            0.219157,
            0.220134,
            0
        ],
        [
            924.575514,
            924.575514,
            924.575514,
            924.575514,
            924.575514,
            924.575514
        ],
        [
            -61161,
            -55370,
            -58710,
            -7603868,
            -3649360,
            -6903284
        ],
        [
            4.098183,
            6.600623,
            1.886455,
            2.170657,
            3.539563,
            0.945052
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            57.746479,
            60,
            55.555556,
            57.746479,
            60,
            55.555556
        ],
        [
            2.99867,
            4.400415,
            1.509164,
            1.588285,
            2.359708,
            0.756042
        ],
        [
            337790,
            337790,
            55902,
            15904501,
            15904501,
            1800062
        ],
        [
            -36601,
            -36601,
            -27692,
            -3649360,
            -3649360,
            -2959357
        ],
        [
            100,
            121,
            79,
            100,
            121,
            79
        ],
        [
            121,
            140,
            102,
            121,
            140,
            102
        ],
        [
            70,
            92,
            51,
            70,
            92,
            51
        ],
        [
            7113,
            4249,
            2864,
            7113,
            4249,
            2864
        ],
        [
            150.619059,
            158.285725,
            150.619059,
            150.619059,
            158.285726,
            150.619059
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -224542,
            -145876,
            -275285,
            -76282,
            618671,
            -579096
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542384000000,
    "first_datapoint_time": 1548748800000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758408686690,
    "expiration_time": 1764864864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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)