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Trade: XRP/USDT/480/EMA/MIDPRICE/2312

Strategy
XRP/USDT/480/EMA/MIDPRICE/2312
Pair
XRP_USDT
Interval
8h
Score
701370
Daily Profit
0.169858
Profit Factor
5.309733
Profitability
63.095238
Streak
428.940231
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-18 17:33
Expiration Time
2025-12-02 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848424.6599 746787.965 101636.6949 6864439.2098 5342303.1138 1522136.096
Total P&L (%) 848.4247 746.788 101.6367 6864.4392 5342.3031 1522.1361
Avg Daily Profit (%) 0.3393 0.2987 0.0406 0.1699 0.16 0.1115
Buy And Hold Return (%) 896.3694 896.3694 896.3694 896.3694 896.3694 896.3694
Max Trade Drawdown -90839 -72310 -71594 -885689 -494703 -390986
Profit Factor 3.1593 4.4847 1.5691 5.3097 6.8702 3.2296
Total Trades 84 42 42 84 42 42
Winning Trades 53 25 28 53 25 28
Losing Trades 31 17 14 31 17 14
Profitability (%) 63.0952 59.5238 66.6667 63.0952 59.5238 66.6667
Ratio Avg Win / Avg Loss 1.8479 3.0496 0.7845 3.1057 4.6717 1.6148
Largest Winning Trade 372744 372744 35510 2121061 2121061 672125
Largest Losing Trade -48750 -41052 -48750 -342728 -307175 -342728
Avg Bars in Trades 84 116 52 84 116 52
Avg Bars in Winners 100 131 72 100 131 72
Avg Bars in Losers 58 95 13 58 95 13
Bars Traded 7110 4897 2214 7110 4897 2214
Profit Streak 428.9402 440.6069 428.9402 428.9402 440.6069 428.9402
Trades During Streak 11 6 5 11 6 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146831 -146808 -300744 701370 655251 -42870

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758206035935,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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": [
        [
            848424.6598559193,
            746787.9649719717,
            101636.6948839477,
            6864439.209781583,
            5342303.113797808,
            1522136.0959837767
        ],
        [
            848.42466,
            746.787965,
            101.636695,
            6864.43921,
            5342.303114,
            1522.136096
        ],
        [
            0.339325,
            0.298676,
            0.040649,
            0.169858,
            0.159978,
            0.111501
        ],
        [
            896.369427,
            896.369427,
            896.369427,
            896.369427,
            896.369427,
            896.369427
        ],
        [
            -90839,
            -72310,
            -71594,
            -885689,
            -494703,
            -390986
        ],
        [
            3.159338,
            4.484662,
            1.569067,
            5.309733,
            6.870162,
            3.229588
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            63.095238,
            59.52381,
            66.666667,
            63.095238,
            59.52381,
            66.666667
        ],
        [
            1.847915,
            3.04957,
            0.784533,
            3.105693,
            4.67171,
            1.614794
        ],
        [
            372744,
            372744,
            35510,
            2121061,
            2121061,
            672125
        ],
        [
            -48750,
            -41052,
            -48750,
            -342728,
            -307175,
            -342728
        ],
        [
            84,
            116,
            52,
            84,
            116,
            52
        ],
        [
            100,
            131,
            72,
            100,
            131,
            72
        ],
        [
            58,
            95,
            13,
            58,
            95,
            13
        ],
        [
            7110,
            4897,
            2214,
            7110,
            4897,
            2214
        ],
        [
            428.940231,
            440.606897,
            428.940231,
            428.940231,
            440.606897,
            428.940231
        ],
        [
            11,
            6,
            5,
            11,
            6,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146831,
            -146808,
            -300744,
            701370,
            655251,
            -42870
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758206035935,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 217,
            "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)