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Trade: XRP/USDT/480/HMA/HILO/4960

Strategy
XRP/USDT/480/HMA/HILO/4960
Pair
XRP_USDT
Interval
8h
Score
370298
Daily Profit
0.198411
Profit Factor
1.750965
Profitability
46.491228
Streak
78.653806
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 02:41
Expiration Time
2025-11-22 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933906.7898 833620.7039 100286.0858 6630762.9954 14093463.6213 -7462700.6259
Total P&L (%) 933.9068 833.6207 100.2861 6630.763 14093.4636 -7462.7006
Avg Daily Profit (%) 0.3736 0.3334 0.0401 0.1685 0.1984 0
Buy And Hold Return (%) 813.8738 813.8738 813.8738 813.8738 813.8738 813.8738
Max Trade Drawdown -90468 -48093 -114956 -10975938 -3396310 -13544627
Profit Factor 2.121 3.0944 1.2305 1.1551 1.751 0.689
Total Trades 228 114 114 228 114 114
Winning Trades 118 53 65 118 53 65
Losing Trades 110 61 49 110 61 49
Profitability (%) 51.7544 46.4912 57.0175 51.7544 46.4912 57.0175
Ratio Avg Win / Avg Loss 1.9772 3.5615 0.9276 1.0768 2.0153 0.5194
Largest Winning Trade 322798 322798 48650 10024402 10024402 1498171
Largest Losing Trade -64540 -29610 -64540 -8354537 -1825428 -8354537
Avg Bars in Trades 31 30 32 31 30 32
Avg Bars in Winners 38 41 35 38 41 35
Avg Bars in Losers 24 20 28 24 20 28
Bars Traded 7164 3433 3731 7164 3433 3731
Profit Streak 71.6538 78.6538 0 71.6538 78.6538 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104360 -144196 -306447 -40206 370298 -580119

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7500,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1547136000000,
    "last_datapoint_time": 1757347200000,
    "evaluation_time": 1757374888851,
    "expiration_time": 1763827200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            933906.7897657654,
            833620.7039447526,
            100286.0858210127,
            6630762.99535371,
            14093463.621270888,
            -7462700.625917178
        ],
        [
            933.90679,
            833.620704,
            100.286086,
            6630.762995,
            14093.463621,
            -7462.700626
        ],
        [
            0.373563,
            0.333448,
            0.040114,
            0.168513,
            0.198411,
            0
        ],
        [
            813.873829,
            813.873829,
            813.873829,
            813.873829,
            813.873829,
            813.873829
        ],
        [
            -90468,
            -48093,
            -114956,
            -10975938,
            -3396310,
            -13544627
        ],
        [
            2.121039,
            3.094376,
            1.230519,
            1.155067,
            1.750965,
            0.688968
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            118,
            53,
            65,
            118,
            53,
            65
        ],
        [
            110,
            61,
            49,
            110,
            61,
            49
        ],
        [
            51.754386,
            46.491228,
            57.017544,
            51.754386,
            46.491228,
            57.017544
        ],
        [
            1.97724,
            3.561452,
            0.927622,
            1.076758,
            2.015262,
            0.519376
        ],
        [
            322798,
            322798,
            48650,
            10024402,
            10024402,
            1498171
        ],
        [
            -64540,
            -29610,
            -64540,
            -8354537,
            -1825428,
            -8354537
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            7164,
            3433,
            3731,
            7164,
            3433,
            3731
        ],
        [
            71.653806,
            78.653806,
            0,
            71.653806,
            78.653806,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104360,
            -144196,
            -306447,
            -40206,
            370298,
            -580119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7500,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1547136000000,
    "last_datapoint_time": 1757347200000,
    "evaluation_time": 1757374888851,
    "expiration_time": 1763827200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)