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Trade: XRP/USDT/480/RMA/MIDPRICE/8934

Strategy
XRP/USDT/480/RMA/MIDPRICE/8934
Pair
XRP_USDT
Interval
8h
Score
677738
Daily Profit
0.207637
Profit Factor
6.465867
Profitability
61.363636
Streak
10.012126
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-19 11:17
Expiration Time
2025-12-03 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 980498.5382 812564.6372 167933.901 19661506.3167 17791735.9541 1869770.3627
Total P&L (%) 980.4985 812.5646 167.9339 19661.5063 17791.736 1869.7704
Avg Daily Profit (%) 0.3921 0.3249 0.0672 0.2116 0.2076 0.1193
Buy And Hold Return (%) 857.7864 857.7864 857.7864 857.7864 857.7864 857.7864
Max Trade Drawdown -91547 -81577 -63110 -1906770 -1478006 -1103300
Profit Factor 3.3861 4.9345 1.8216 3.9779 6.4659 1.5586
Total Trades 89 44 45 89 44 45
Winning Trades 53 27 26 53 27 26
Losing Trades 36 17 19 36 17 19
Profitability (%) 59.5506 61.3636 57.7778 59.5506 61.3636 57.7778
Ratio Avg Win / Avg Loss 2.3 3.1069 1.3311 2.702 4.0711 1.139
Largest Winning Trade 321566 321566 52703 9270687 9270687 842924
Largest Losing Trade -63110 -48397 -63110 -859474 -665588 -859474
Avg Bars in Trades 77 100 54 77 100 54
Avg Bars in Winners 95 105 86 95 105 86
Avg Bars in Losers 50 93 11 50 93 11
Bars Traded 6888 4425 2463 6888 4425 2463
Profit Streak 7.3455 10.0121 7.3455 7.3455 10.0121 7.3455
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102495 -146730 -264943 640926 677738 -35649

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548086400000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758269847669,
    "expiration_time": 1764750528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "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": [
        [
            980498.5382219779,
            812564.6372108,
            167933.9010111777,
            19661506.316726904,
            17791735.954058923,
            1869770.3626679806
        ],
        [
            980.498538,
            812.564637,
            167.933901,
            19661.506317,
            17791.735954,
            1869.770363
        ],
        [
            0.392094,
            0.324939,
            0.067156,
            0.21162,
            0.207637,
            0.119259
        ],
        [
            857.786382,
            857.786382,
            857.786382,
            857.786382,
            857.786382,
            857.786382
        ],
        [
            -91547,
            -81577,
            -63110,
            -1906770,
            -1478006,
            -1103300
        ],
        [
            3.386063,
            4.934531,
            1.82157,
            3.977911,
            6.465867,
            1.558576
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            59.550562,
            61.363636,
            57.777778,
            59.550562,
            61.363636,
            57.777778
        ],
        [
            2.299967,
            3.106927,
            1.331148,
            2.701977,
            4.071101,
            1.138959
        ],
        [
            321566,
            321566,
            52703,
            9270687,
            9270687,
            842924
        ],
        [
            -63110,
            -48397,
            -63110,
            -859474,
            -665588,
            -859474
        ],
        [
            77,
            100,
            54,
            77,
            100,
            54
        ],
        [
            95,
            105,
            86,
            95,
            105,
            86
        ],
        [
            50,
            93,
            11,
            50,
            93,
            11
        ],
        [
            6888,
            4425,
            2463,
            6888,
            4425,
            2463
        ],
        [
            7.345459,
            10.012126,
            7.345459,
            7.345459,
            10.012126,
            7.345459
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102495,
            -146730,
            -264943,
            640926,
            677738,
            -35649
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1548086400000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758269847669,
    "expiration_time": 1764750528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 204,
            "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)