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Trade: XRP/USDT/720/BBL/FWMA/4675

Strategy
XRP/USDT/720/BBL/FWMA/4675
Pair
XRP_USDT
Interval
12h
Score
773536
Daily Profit
0.250753
Profit Factor
8.621915
Profitability
73.684211
Streak
340.455465
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 13:55
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1009949.8179 805906.521 204043.2969 59012955.8108 52338118.192 6674837.6188
Total P&L (%) 1009.9498 805.9065 204.0433 59012.9558 52338.1182 6674.8376
Avg Daily Profit (%) 0.4039 0.3223 0.0816 0.2556 0.2508 0.1687
Buy And Hold Return (%) 894.7835 894.7835 894.7835 894.7835 894.7835 894.7835
Max Trade Drawdown -76957 -47704 -64531 -8344229 -5040090 -7906748
Profit Factor 4.3326 7.0726 2.1979 3.9466 8.6219 1.5072
Total Trades 76 38 38 76 38 38
Winning Trades 53 28 25 53 28 25
Losing Trades 23 10 13 23 10 13
Profitability (%) 69.7368 73.6842 65.7895 69.7368 73.6842 65.7895
Ratio Avg Win / Avg Loss 1.8802 2.5259 1.1429 1.7127 3.0793 0.7837
Largest Winning Trade 180305 180305 47864 19831460 19831460 4421433
Largest Losing Trade -54046 -40987 -54046 -6402893 -4198023 -6402893
Avg Bars in Trades 61 84 38 61 84 38
Avg Bars in Winners 52 58 46 52 58 46
Avg Bars in Losers 81 157 23 81 157 23
Bars Traded 4682 3223 1459 4682 3223 1459
Profit Streak 293.9555 340.4555 293.9555 293.9555 340.4555 293.9555
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158199 -143679 -243684 -34015 773536 377337

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758279352161,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.02372
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "offset": 249
        }
    }
}
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": [
        [
            1009949.8178549684,
            805906.5210004731,
            204043.2968544954,
            59012955.81083952,
            52338118.19203227,
            6674837.618807254
        ],
        [
            1009.949818,
            805.906521,
            204.043297,
            59012.955811,
            52338.118192,
            6674.837619
        ],
        [
            0.403899,
            0.322298,
            0.081601,
            0.255556,
            0.250753,
            0.168741
        ],
        [
            894.783465,
            894.783465,
            894.783465,
            894.783465,
            894.783465,
            894.783465
        ],
        [
            -76957,
            -47704,
            -64531,
            -8344229,
            -5040090,
            -7906748
        ],
        [
            4.3326,
            7.072584,
            2.197864,
            3.946595,
            8.621915,
            1.507179
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            69.736842,
            73.684211,
            65.789474,
            69.736842,
            73.684211,
            65.789474
        ],
        [
            1.880185,
            2.525923,
            1.142889,
            1.712673,
            3.079255,
            0.783733
        ],
        [
            180305,
            180305,
            47864,
            19831460,
            19831460,
            4421433
        ],
        [
            -54046,
            -40987,
            -54046,
            -6402893,
            -4198023,
            -6402893
        ],
        [
            61,
            84,
            38,
            61,
            84,
            38
        ],
        [
            52,
            58,
            46,
            52,
            58,
            46
        ],
        [
            81,
            157,
            23,
            81,
            157,
            23
        ],
        [
            4682,
            3223,
            1459,
            4682,
            3223,
            1459
        ],
        [
            293.955465,
            340.455465,
            293.955465,
            293.955465,
            340.455465,
            293.955465
        ],
        [
            5,
            6,
            2,
            5,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158199,
            -143679,
            -243684,
            -34015,
            773536,
            377337
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758279352161,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 4.02372
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 18,
            "offset": 249
        }
    }
}

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)