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Trade: XRP/USDT/720/ALMA/MIDPRICE/1801

Strategy
XRP/USDT/720/ALMA/MIDPRICE/1801
Pair
XRP_USDT
Interval
12h
Score
378577
Daily Profit
0.176085
Profit Factor
1.313710
Profitability
56.302521
Streak
156.442968
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 01:37
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 919879.2063 820105.6431 99773.5632 8038021.0557 12384594.6438 -4346573.5881
Total P&L (%) 919.8792 820.1056 99.7736 8038.0211 12384.5946 -4346.5736
Avg Daily Profit (%) 0.3679 0.328 0.0399 0.1761 0.1932 0
Buy And Hold Return (%) 759.9514 759.9514 759.9514 759.9514 759.9514 759.9514
Max Trade Drawdown -103635 -75907 -92779 -10863558 -4879994 -8334419
Profit Factor 2.5574 3.5472 1.3713 1.3137 1.9261 0.6452
Total Trades 119 59 60 119 59 60
Winning Trades 67 34 33 67 34 33
Losing Trades 52 25 27 52 25 27
Profitability (%) 56.3025 57.6271 55 56.3025 57.6271 55
Ratio Avg Win / Avg Loss 1.9848 2.6082 1.122 1.0196 1.4163 0.5279
Largest Winning Trade 335706 335706 62495 11908188 11908188 1196597
Largest Losing Trade -37196 -37196 -29930 -4625896 -2650675 -4625896
Avg Bars in Trades 39 48 31 39 48 31
Avg Bars in Winners 45 47 42 45 47 42
Avg Bars in Losers 32 48 18 32 48 18
Bars Traded 4744 2836 1908 4744 2836 1908
Profit Streak 156.443 158.943 156.443 156.443 158.943 156.443
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83442 -300017 -472430 378577 -164200 -748345

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757716672482,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            919879.2063124732,
            820105.6430744958,
            99773.5632379773,
            8038021.055679989,
            12384594.643793326,
            -4346573.58811334
        ],
        [
            919.879206,
            820.105643,
            99.773563,
            8038.021056,
            12384.594644,
            -4346.573588
        ],
        [
            0.367878,
            0.327977,
            0.039901,
            0.176085,
            0.193231,
            0
        ],
        [
            759.951403,
            759.951403,
            759.951403,
            759.951403,
            759.951403,
            759.951403
        ],
        [
            -103635,
            -75907,
            -92779,
            -10863558,
            -4879994,
            -8334419
        ],
        [
            2.557373,
            3.54716,
            1.37133,
            1.31371,
            1.926134,
            0.645181
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            56.302521,
            57.627119,
            55,
            56.302521,
            57.627119,
            55
        ],
        [
            1.984827,
            2.608206,
            1.121998,
            1.019596,
            1.416275,
            0.527875
        ],
        [
            335706,
            335706,
            62495,
            11908188,
            11908188,
            1196597
        ],
        [
            -37196,
            -37196,
            -29930,
            -4625896,
            -2650675,
            -4625896
        ],
        [
            39,
            48,
            31,
            39,
            48,
            31
        ],
        [
            45,
            47,
            42,
            45,
            47,
            42
        ],
        [
            32,
            48,
            18,
            32,
            48,
            18
        ],
        [
            4744,
            2836,
            1908,
            4744,
            2836,
            1908
        ],
        [
            156.442968,
            158.942968,
            156.442968,
            156.442968,
            158.942969,
            156.442969
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83442,
            -300017,
            -472430,
            378577,
            -164200,
            -748345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757716672482,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)