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Trade: XRP/USDT/480/SMA/MIDPRICE/1948

Strategy
XRP/USDT/480/SMA/MIDPRICE/1948
Pair
XRP_USDT
Interval
8h
Score
509492
Daily Profit
0.171316
Profit Factor
2.182160
Profitability
56.643357
Streak
69.591864
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-18 09:12
Expiration Time
2025-12-02 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 901737.4071 803722.4435 98014.9636 7122661.5367 5802940.0377 1319721.499
Total P&L (%) 901.7374 803.7224 98.015 7122.6615 5802.94 1319.7215
Avg Daily Profit (%) 0.3606 0.3214 0.0392 0.1713 0.1632 0.1062
Buy And Hold Return (%) 623.1473 623.1473 623.1473 623.1473 623.1473 623.1473
Max Trade Drawdown -126417 -95228 -54707 -973615 -614578 -886285
Profit Factor 2.3849 3.2894 1.3266 2.1822 2.9358 1.4359
Total Trades 143 71 72 143 71 72
Winning Trades 81 38 43 81 38 43
Losing Trades 62 33 29 62 33 29
Profitability (%) 56.6434 53.5211 59.7222 56.6434 53.5211 59.7222
Ratio Avg Win / Avg Loss 1.8255 2.8566 0.8947 1.6703 2.5495 0.9684
Largest Winning Trade 381355 381355 53914 3054716 3054716 821625
Largest Losing Trade -42898 -42898 -34696 -886285 -512825 -886285
Avg Bars in Trades 49 62 36 49 62 36
Avg Bars in Winners 57 74 42 57 74 42
Avg Bars in Losers 39 50 26 39 50 26
Bars Traded 7068 4465 2603 7068 4465 2603
Profit Streak 69.5919 116.2585 69.5919 69.5919 116.2585 69.5919
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10527 -145525 -385097 509492 -71936 -135054

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175937015,
    "expiration_time": 1764634464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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": [
        [
            901737.4070952825,
            803722.4435172161,
            98014.9635780661,
            7122661.53668412,
            5802940.03769337,
            1319721.498990749
        ],
        [
            901.737407,
            803.722444,
            98.014964,
            7122.661537,
            5802.940038,
            1319.721499
        ],
        [
            0.360647,
            0.321447,
            0.039201,
            0.171316,
            0.163233,
            0.106164
        ],
        [
            623.147318,
            623.147318,
            623.147318,
            623.147318,
            623.147318,
            623.147318
        ],
        [
            -126417,
            -95228,
            -54707,
            -973615,
            -614578,
            -886285
        ],
        [
            2.384875,
            3.28942,
            1.326637,
            2.18216,
            2.935777,
            1.435927
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            56.643357,
            53.521127,
            59.722222,
            56.643357,
            53.521127,
            59.722222
        ],
        [
            1.82546,
            2.856601,
            0.894708,
            1.670295,
            2.54949,
            0.968416
        ],
        [
            381355,
            381355,
            53914,
            3054716,
            3054716,
            821625
        ],
        [
            -42898,
            -42898,
            -34696,
            -886285,
            -512825,
            -886285
        ],
        [
            49,
            62,
            36,
            49,
            62,
            36
        ],
        [
            57,
            74,
            42,
            57,
            74,
            42
        ],
        [
            39,
            50,
            26,
            39,
            50,
            26
        ],
        [
            7068,
            4465,
            2603,
            7068,
            4465,
            2603
        ],
        [
            69.591863,
            116.25853,
            69.591863,
            69.591864,
            116.25853,
            69.591864
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10527,
            -145525,
            -385097,
            509492,
            -71936,
            -135054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175937015,
    "expiration_time": 1764634464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "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)