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Trade: XRP/USDT/720/BBL/MIDPRICE/2460

Strategy
XRP/USDT/720/BBL/MIDPRICE/2460
Pair
XRP_USDT
Interval
12h
Score
655458
Daily Profit
0.155801
Profit Factor
7.778947
Profitability
68.750000
Streak
23.967910
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 02:13
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 764296.5905 666626.2915 97670.299 3857974.5922 4800870.2256 -942895.6334
Total P&L (%) 764.2966 666.6263 97.6703 3857.9746 4800.8702 -942.8956
Avg Daily Profit (%) 0.3057 0.2667 0.0391 0.1472 0.1558 0
Buy And Hold Return (%) 855.1769 855.1769 855.1769 855.1769 855.1769 855.1769
Max Trade Drawdown -67099 -60986 -60990 -2045510 -238638 -1889542
Profit Factor 3.7097 5.5367 1.7228 2.2559 7.7789 0.6011
Total Trades 65 32 33 65 32 33
Winning Trades 45 22 23 45 22 23
Losing Trades 20 10 10 20 10 10
Profitability (%) 69.2308 68.75 69.697 69.2308 68.75 69.697
Ratio Avg Win / Avg Loss 1.6487 2.5167 0.7491 1.0026 3.5359 0.2613
Largest Winning Trade 352158 352158 28160 4085722 4085722 308182
Largest Losing Trade -60990 -55924 -60990 -1828997 -238638 -1828997
Avg Bars in Trades 69 121 19 69 121 19
Avg Bars in Winners 60 100 22 60 100 22
Avg Bars in Losers 91 167 14 91 167 14
Bars Traded 4549 3893 656 4549 3893 656
Profit Streak 23.9679 23.9679 30.9679 23.9679 23.9679 30.9679
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -282029 -146038 -302199 -126695 655458 -576971

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757286827413,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 2.22276
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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": [
        [
            764296.590501397,
            666626.2914729195,
            97670.2990284777,
            3857974.5922149695,
            4800870.225627007,
            -942895.6334120369
        ],
        [
            764.296591,
            666.626291,
            97.670299,
            3857.974592,
            4800.870226,
            -942.895633
        ],
        [
            0.305719,
            0.266651,
            0.039068,
            0.147241,
            0.155801,
            0
        ],
        [
            855.176872,
            855.176872,
            855.176872,
            855.176872,
            855.176872,
            855.176872
        ],
        [
            -67099,
            -60986,
            -60990,
            -2045510,
            -238638,
            -1889542
        ],
        [
            3.709673,
            5.536703,
            1.722833,
            2.255909,
            7.778947,
            0.601086
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            20,
            10,
            10,
            20,
            10,
            10
        ],
        [
            69.230769,
            68.75,
            69.69697,
            69.230769,
            68.75,
            69.69697
        ],
        [
            1.648743,
            2.516683,
            0.749058,
            1.002626,
            3.535885,
            0.261342
        ],
        [
            352158,
            352158,
            28160,
            4085722,
            4085722,
            308182
        ],
        [
            -60990,
            -55924,
            -60990,
            -1828997,
            -238638,
            -1828997
        ],
        [
            69,
            121,
            19,
            69,
            121,
            19
        ],
        [
            60,
            100,
            22,
            60,
            100,
            22
        ],
        [
            91,
            167,
            14,
            91,
            167,
            14
        ],
        [
            4549,
            3893,
            656,
            4549,
            3893,
            656
        ],
        [
            23.96791,
            23.96791,
            30.96791,
            23.96791,
            23.96791,
            30.96791
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -282029,
            -146038,
            -302199,
            -126695,
            655458,
            -576971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757286827413,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 239,
            "offset": 0,
            "std": 2.22276
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "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)