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Trade: XRP/USDT/720/BBL/MIDPRICE/1238

Strategy
XRP/USDT/720/BBL/MIDPRICE/1238
Pair
XRP_USDT
Interval
12h
Score
674181
Daily Profit
0.176378
Profit Factor
4.070291
Profitability
68.085106
Streak
113.882765
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 12:11
Expiration Time
2025-11-25 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 762137.636 633848.743 128288.893 8304553.598 8097755.9526 206797.6454
Total P&L (%) 762.1376 633.8487 128.2889 8304.5536 8097.756 206.7976
Avg Daily Profit (%) 0.3048 0.2535 0.0513 0.1774 0.1764 0.0448
Buy And Hold Return (%) 852.7121 852.7121 852.7121 852.7121 852.7121 852.7121
Max Trade Drawdown -96032 -101541 -84199 -3007151 -1114521 -3763978
Profit Factor 2.6852 3.4953 1.6471 2.1073 4.0703 1.0425
Total Trades 95 47 48 95 47 48
Winning Trades 65 32 33 65 32 33
Losing Trades 30 15 15 30 15 15
Profitability (%) 68.4211 68.0851 68.75 68.4211 68.0851 68.75
Ratio Avg Win / Avg Loss 1.2393 1.6384 0.7487 0.9726 1.9079 0.4739
Largest Winning Trade 157405 157405 25484 3144075 3144075 1098748
Largest Losing Trade -51830 -51830 -33783 -1450542 -484459 -1450542
Avg Bars in Trades 48 78 17 48 78 17
Avg Bars in Winners 34 49 20 34 49 20
Avg Bars in Losers 77 142 12 77 142 12
Bars Traded 4562 3703 859 4562 3703 859
Profit Streak 113.8828 113.8828 237.8828 113.8828 113.8828 237.8828
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148416 -146818 -285637 485670 674181 -470004

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757581870922,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.71026
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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": [
        [
            762137.6359779417,
            633848.7430230123,
            128288.8929549298,
            8304553.598002635,
            8097755.952615394,
            206797.6453872389
        ],
        [
            762.137636,
            633.848743,
            128.288893,
            8304.553598,
            8097.755953,
            206.797645
        ],
        [
            0.304794,
            0.253489,
            0.051305,
            0.177376,
            0.176378,
            0.044842
        ],
        [
            852.7121,
            852.7121,
            852.7121,
            852.7121,
            852.7121,
            852.7121
        ],
        [
            -96032,
            -101541,
            -84199,
            -3007151,
            -1114521,
            -3763978
        ],
        [
            2.685158,
            3.495321,
            1.647107,
            2.107338,
            4.070291,
            1.042532
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            68.421053,
            68.085106,
            68.75,
            68.421053,
            68.085106,
            68.75
        ],
        [
            1.239304,
            1.638432,
            0.748685,
            0.972617,
            1.907949,
            0.473878
        ],
        [
            157405,
            157405,
            25484,
            3144075,
            3144075,
            1098748
        ],
        [
            -51830,
            -51830,
            -33783,
            -1450542,
            -484459,
            -1450542
        ],
        [
            48,
            78,
            17,
            48,
            78,
            17
        ],
        [
            34,
            49,
            20,
            34,
            49,
            20
        ],
        [
            77,
            142,
            12,
            77,
            142,
            12
        ],
        [
            4562,
            3703,
            859,
            4562,
            3703,
            859
        ],
        [
            113.882765,
            113.882765,
            237.882765,
            113.882765,
            113.882765,
            237.882765
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148416,
            -146818,
            -285637,
            485670,
            674181,
            -470004
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757581870922,
    "expiration_time": 1764030096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.71026
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 157,
            "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)