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Trade: XRP/USDT/720/ALMA/MIDPRICE/8086

Strategy
XRP/USDT/720/ALMA/MIDPRICE/8086
Pair
XRP_USDT
Interval
12h
Score
639571
Daily Profit
0.291431
Profit Factor
3.746991
Profitability
62.068966
Streak
104.956210
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 13:56
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1143255.5779 915033.889 228221.6889 116921068.1199 144511003.883 -27589935.7631
Total P&L (%) 1143.2556 915.0339 228.2217 116921.0681 144511.0039 -27589.9358
Avg Daily Profit (%) 0.4572 0.3659 0.0913 0.2829 0.2914 0
Buy And Hold Return (%) 925.2576 925.2576 925.2576 925.2576 925.2576 925.2576
Max Trade Drawdown -55507 -68720 -43324 -82491418 -34243081 -52508764
Profit Factor 6.1922 8.4341 3.3504 2.0497 3.747 0.5306
Total Trades 58 29 29 58 29 29
Winning Trades 35 18 17 35 18 17
Losing Trades 23 11 12 23 11 12
Profitability (%) 60.3448 62.069 58.6207 60.3448 62.069 58.6207
Ratio Avg Win / Avg Loss 4.0692 5.1542 2.365 1.347 2.2898 0.3745
Largest Winning Trade 337959 337959 49158 141458751 141458751 6965685
Largest Losing Trade -23219 -22540 -23219 -27350556 -27350556 -20796109
Avg Bars in Trades 79 94 63 79 94 63
Avg Bars in Winners 84 101 67 84 101 67
Avg Bars in Losers 70 84 58 70 84 58
Bars Traded 4586 2745 1841 4586 2745 1841
Profit Streak 65.9562 104.9562 0 65.9562 104.9562 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -251313 -145722 -229422 -166068 639571 -579715

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757847416553,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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": [
        [
            1143255.577892825,
            915033.8890077604,
            228221.6888850642,
            116921068.11987698,
            144511003.8830237,
            -27589935.76314674
        ],
        [
            1143.255578,
            915.033889,
            228.221689,
            116921.06812,
            144511.003883,
            -27589.935763
        ],
        [
            0.457211,
            0.36594,
            0.09127,
            0.282941,
            0.291431,
            0
        ],
        [
            925.257561,
            925.257561,
            925.257561,
            925.257561,
            925.257561,
            925.257561
        ],
        [
            -55507,
            -68720,
            -43324,
            -82491418,
            -34243081,
            -52508764
        ],
        [
            6.192218,
            8.43409,
            3.350374,
            2.049741,
            3.746991,
            0.530575
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            60.344828,
            62.068966,
            58.62069,
            60.344828,
            62.068966,
            58.62069
        ],
        [
            4.069172,
            5.154166,
            2.36497,
            1.346973,
            2.289828,
            0.374523
        ],
        [
            337959,
            337959,
            49158,
            141458751,
            141458751,
            6965685
        ],
        [
            -23219,
            -22540,
            -23219,
            -27350556,
            -27350556,
            -20796109
        ],
        [
            79,
            94,
            63,
            79,
            94,
            63
        ],
        [
            84,
            101,
            67,
            84,
            101,
            67
        ],
        [
            70,
            84,
            58,
            70,
            84,
            58
        ],
        [
            4586,
            2745,
            1841,
            4586,
            2745,
            1841
        ],
        [
            65.95621,
            104.95621,
            0,
            65.95621,
            104.95621,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -251313,
            -145722,
            -229422,
            -166068,
            639571,
            -579715
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757847416553,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "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)