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Trade: XRP/USDT/480/LINREG/MIDPRICE/5708

Strategy
XRP/USDT/480/LINREG/MIDPRICE/5708
Pair
XRP_USDT
Interval
8h
Score
648361
Daily Profit
0.186942
Profit Factor
3.802507
Profitability
63.265306
Streak
127.552342
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 00:15
Expiration Time
2025-11-23 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769357.5309 724962.5581 44394.9728 822589.3454 10567731.6574 -9745142.3121
Total P&L (%) 769.3575 724.9626 44.395 822.5893 10567.7317 -9745.1423
Avg Daily Profit (%) 0.3077 0.2899 0.0178 0.0889 0.1869 0
Buy And Hold Return (%) 638.3518 638.3518 638.3518 638.3518 638.3518 638.3518
Max Trade Drawdown -135483 -83960 -126336 -11605219 -1349911 -11893254
Profit Factor 2.3372 3.8855 1.137 1.0444 3.8025 0.3401
Total Trades 99 49 50 99 49 50
Winning Trades 61 31 30 61 31 30
Losing Trades 38 18 20 38 18 20
Profitability (%) 61.6162 63.2653 60 61.6162 63.2653 60
Ratio Avg Win / Avg Loss 1.456 2.2561 0.758 0.6506 2.2079 0.2267
Largest Winning Trade 176539 176539 65127 7798764 7798764 906674
Largest Losing Trade -90036 -53217 -90036 -11100258 -847844 -11100258
Avg Bars in Trades 71 81 61 71 81 61
Avg Bars in Winners 77 76 78 77 76 78
Avg Bars in Losers 62 90 36 62 90 36
Bars Traded 7091 4005 3086 7091 4005 3086
Profit Streak 54.5523 127.5523 54.5523 54.5523 127.5523 54.5523
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -86878 -104615 -584623 -320463 648361 -758974

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1545667200000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757452522319,
    "expiration_time": 1763914464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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": [
        [
            769357.5308738431,
            724962.5581098034,
            44394.9727640398,
            822589.3453514106,
            10567731.657417364,
            -9745142.312065953
        ],
        [
            769.357531,
            724.962558,
            44.394973,
            822.589345,
            10567.731657,
            -9745.142312
        ],
        [
            0.307702,
            0.289947,
            0.017756,
            0.088908,
            0.186942,
            0
        ],
        [
            638.351791,
            638.351791,
            638.351791,
            638.351791,
            638.351791,
            638.351791
        ],
        [
            -135483,
            -83960,
            -126336,
            -11605219,
            -1349911,
            -11893254
        ],
        [
            2.337205,
            3.885456,
            1.136979,
            1.044372,
            3.802507,
            0.340099
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            61.616162,
            63.265306,
            60,
            61.616162,
            63.265306,
            60
        ],
        [
            1.455964,
            2.256071,
            0.757986,
            0.650593,
            2.207907,
            0.226733
        ],
        [
            176539,
            176539,
            65127,
            7798764,
            7798764,
            906674
        ],
        [
            -90036,
            -53217,
            -90036,
            -11100258,
            -847844,
            -11100258
        ],
        [
            71,
            81,
            61,
            71,
            81,
            61
        ],
        [
            77,
            76,
            78,
            77,
            76,
            78
        ],
        [
            62,
            90,
            36,
            62,
            90,
            36
        ],
        [
            7091,
            4005,
            3086,
            7091,
            4005,
            3086
        ],
        [
            54.552342,
            127.552342,
            54.552342,
            54.552342,
            127.552342,
            54.552342
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86878,
            -104615,
            -584623,
            -320463,
            648361,
            -758974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1545667200000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757452522319,
    "expiration_time": 1763914464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 148,
            "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)