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Trade: XRP/USDT/5/MIDPRICE/MIDPRICE/8722

Strategy
XRP/USDT/5/MIDPRICE/MIDPRICE/8722
Pair
XRP_USDT
Interval
5m
Score
308398
Daily Profit
0.589580
Profit Factor
2.000548
Profitability
55.263158
Streak
5.146777
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-11 06:51
Expiration Time
2025-11-25 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69324.0752 52611.7479 16712.3273 86501.3336 66581.0489 19920.2847
Total P&L (%) 69.3241 52.6117 16.7123 86.5013 66.581 19.9203
Avg Daily Profit (%) 0.7986 0.6061 0.1925 0.7206 0.5896 0.2095
Buy And Hold Return (%) 31.4678 31.4678 31.4678 31.4678 31.4678 31.4678
Max Trade Drawdown -27686 -18839 -11129 -56149 -37416 -23764
Profit Factor 2.1193 2.4905 1.6274 1.7521 2.0005 1.4109
Total Trades 76 38 38 76 38 38
Winning Trades 45 21 24 45 21 24
Losing Trades 31 17 14 31 17 14
Profitability (%) 59.2105 55.2632 63.1579 59.2105 55.2632 63.1579
Ratio Avg Win / Avg Loss 1.46 2.0161 0.9493 1.207 1.6195 0.823
Largest Winning Trade 24743 24743 8770 41507 41507 18098
Largest Losing Trade -8410 -5878 -8410 -18491 -11088 -18491
Avg Bars in Trades 325 339 311 325 339 311
Avg Bars in Winners 317 358 281 317 358 281
Avg Bars in Losers 336 315 362 336 315 362
Bars Traded 24721 12889 11832 24721 12889 11832
Profit Streak 0 5.1468 0 0 5.1468 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44131 240966 -158145 -43305 308398 -159208

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750062900000,
    "first_datapoint_time": 1750085400000,
    "last_datapoint_time": 1757562600000,
    "evaluation_time": 1757562681497,
    "expiration_time": 1764042600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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": [
        [
            69324.0752037449,
            52611.7479142875,
            16712.3272894574,
            86501.3336249113,
            66581.0488994834,
            19920.284725428
        ],
        [
            69.324075,
            52.611748,
            16.712327,
            86.501334,
            66.581049,
            19.920285
        ],
        [
            0.798572,
            0.606056,
            0.192516,
            0.720552,
            0.58958,
            0.209477
        ],
        [
            31.467798,
            31.467798,
            31.467798,
            31.467798,
            31.467798,
            31.467798
        ],
        [
            -27686,
            -18839,
            -11129,
            -56149,
            -37416,
            -23764
        ],
        [
            2.119309,
            2.490507,
            1.627415,
            1.752055,
            2.000548,
            1.410936
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            59.210526,
            55.263158,
            63.157895,
            59.210526,
            55.263158,
            63.157895
        ],
        [
            1.459969,
            2.016125,
            0.949325,
            1.206971,
            1.619492,
            0.823046
        ],
        [
            24743,
            24743,
            8770,
            41507,
            41507,
            18098
        ],
        [
            -8410,
            -5878,
            -8410,
            -18491,
            -11088,
            -18491
        ],
        [
            325,
            339,
            311,
            325,
            339,
            311
        ],
        [
            317,
            358,
            281,
            317,
            358,
            281
        ],
        [
            336,
            315,
            362,
            336,
            315,
            362
        ],
        [
            24721,
            12889,
            11832,
            24721,
            12889,
            11832
        ],
        [
            0,
            5.146776,
            0,
            0,
            5.146777,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44131,
            240966,
            -158145,
            -43305,
            308398,
            -159208
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750062900000,
    "first_datapoint_time": 1750085400000,
    "last_datapoint_time": 1757562600000,
    "evaluation_time": 1757562681497,
    "expiration_time": 1764042600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 52,
            "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)