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Trade: XRP/USDT/720/ALMA/MIDPRICE/6268

Strategy
XRP/USDT/720/ALMA/MIDPRICE/6268
Pair
XRP_USDT
Interval
12h
Score
628767
Daily Profit
0.240323
Profit Factor
4.675740
Profitability
54.545455
Streak
144.188065
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 07:30
Expiration Time
2025-11-26 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1065486.2243 885180.3968 180305.8275 36426472.6246 40326357.8677 -3899885.2431
Total P&L (%) 1065.4862 885.1804 180.3058 36426.4726 40326.3579 -3899.8852
Avg Daily Profit (%) 0.4261 0.354 0.0721 0.2363 0.2403 0
Buy And Hold Return (%) 869.8891 869.8891 869.8891 869.8891 869.8891 869.8891
Max Trade Drawdown -112576 -28085 -92049 -22717643 -3407190 -22205158
Profit Factor 4.7257 8.1274 2.1144 2.0005 4.6757 0.8467
Total Trades 66 33 33 66 33 33
Winning Trades 41 18 23 41 18 23
Losing Trades 25 15 10 25 15 10
Profitability (%) 62.1212 54.5455 69.697 62.1212 54.5455 69.697
Ratio Avg Win / Avg Loss 2.8815 6.7728 0.9193 1.2198 3.8965 0.3681
Largest Winning Trade 331053 331053 47644 17171197 17171197 4679337
Largest Losing Trade -67811 -23157 -67811 -15097823 -2119942 -15097823
Avg Bars in Trades 69 84 54 69 84 54
Avg Bars in Winners 76 100 57 76 100 57
Avg Bars in Losers 58 65 48 58 65 48
Bars Traded 4584 2791 1793 4584 2791 1793
Profit Streak 144.1881 144.1881 191.6881 144.1881 144.1881 191.6881
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -203805 -140900 -257309 -114508 628767 -576890

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757651448852,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 158,
            "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": [
        [
            1065486.2242721324,
            885180.3967897089,
            180305.8274824237,
            36426472.62461352,
            40326357.867714666,
            -3899885.2431011256
        ],
        [
            1065.486224,
            885.180397,
            180.305827,
            36426.472625,
            40326.357868,
            -3899.885243
        ],
        [
            0.426109,
            0.354001,
            0.072108,
            0.236256,
            0.240323,
            0
        ],
        [
            869.889115,
            869.889115,
            869.889115,
            869.889115,
            869.889115,
            869.889115
        ],
        [
            -112576,
            -28085,
            -92049,
            -22717643,
            -3407190,
            -22205158
        ],
        [
            4.725668,
            8.127359,
            2.11444,
            2.000475,
            4.67574,
            0.846692
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            25,
            15,
            10,
            25,
            15,
            10
        ],
        [
            62.121212,
            54.545455,
            69.69697,
            62.121212,
            54.545455,
            69.69697
        ],
        [
            2.881505,
            6.772799,
            0.919322,
            1.219802,
            3.89645,
            0.368127
        ],
        [
            331053,
            331053,
            47644,
            17171197,
            17171197,
            4679337
        ],
        [
            -67811,
            -23157,
            -67811,
            -15097823,
            -2119942,
            -15097823
        ],
        [
            69,
            84,
            54,
            69,
            84,
            54
        ],
        [
            76,
            100,
            57,
            76,
            100,
            57
        ],
        [
            58,
            65,
            48,
            58,
            65,
            48
        ],
        [
            4584,
            2791,
            1793,
            4584,
            2791,
            1793
        ],
        [
            144.188065,
            144.188065,
            191.688065,
            144.188065,
            144.188065,
            191.688065
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -203805,
            -140900,
            -257309,
            -114508,
            628767,
            -576890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757651448852,
    "expiration_time": 1764116496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 158,
            "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)