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Trade: XRP/USDT/720/BBL/SMA/1780

Strategy
XRP/USDT/720/BBL/SMA/1780
Pair
XRP_USDT
Interval
12h
Score
718893
Daily Profit
0.203742
Profit Factor
10.363778
Profitability
65.116279
Streak
376.980114
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 14:31
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 776261.6235 643809.1876 132452.436 11619399.809 16128984.5205 -4509584.7115
Total P&L (%) 776.2616 643.8092 132.4524 11619.3998 16128.9845 -4509.5847
Avg Daily Profit (%) 0.3104 0.2575 0.053 0.1907 0.2037 0
Buy And Hold Return (%) 860.7074 860.7074 860.7074 860.7074 860.7074 860.7074
Max Trade Drawdown -89469 -63857 -63263 -7544564 -1055427 -7937530
Profit Factor 3.4328 6.9517 1.628 1.9658 10.3638 0.5625
Total Trades 86 43 43 86 43 43
Winning Trades 55 28 27 55 28 27
Losing Trades 31 15 16 31 15 16
Profitability (%) 63.9535 65.1163 62.7907 63.9535 65.1163 62.7907
Ratio Avg Win / Avg Loss 1.9348 3.7241 0.9647 1.108 5.552 0.3334
Largest Winning Trade 159603 159603 47467 7556168 7556168 1253928
Largest Losing Trade -56833 -56692 -56833 -7544564 -934181 -7544564
Avg Bars in Trades 52 82 22 52 82 22
Avg Bars in Winners 46 63 28 46 63 28
Avg Bars in Losers 63 118 11 63 118 11
Bars Traded 4504 3558 946 4504 3558 946
Profit Streak 287.9801 376.9801 287.9801 287.9801 376.9801 287.9801
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146566 -145349 -285077 512856 718893 -578202

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1553299200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757935881872,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 4.69259
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "offset": 102
        }
    }
}
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": [
        [
            776261.6235184894,
            643809.1875595021,
            132452.4359589872,
            11619399.808963317,
            16128984.520456629,
            -4509584.711493315
        ],
        [
            776.261624,
            643.809188,
            132.452436,
            11619.399809,
            16128.98452,
            -4509.584711
        ],
        [
            0.310443,
            0.257472,
            0.05297,
            0.190697,
            0.203742,
            0
        ],
        [
            860.707395,
            860.707395,
            860.707395,
            860.707395,
            860.707395,
            860.707395
        ],
        [
            -89469,
            -63857,
            -63263,
            -7544564,
            -1055427,
            -7937530
        ],
        [
            3.432752,
            6.951737,
            1.627986,
            1.965792,
            10.363778,
            0.562536
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            63.953488,
            65.116279,
            62.790698,
            63.953488,
            65.116279,
            62.790698
        ],
        [
            1.934824,
            3.724145,
            0.964732,
            1.107992,
            5.552024,
            0.333355
        ],
        [
            159603,
            159603,
            47467,
            7556168,
            7556168,
            1253928
        ],
        [
            -56833,
            -56692,
            -56833,
            -7544564,
            -934181,
            -7544564
        ],
        [
            52,
            82,
            22,
            52,
            82,
            22
        ],
        [
            46,
            63,
            28,
            46,
            63,
            28
        ],
        [
            63,
            118,
            11,
            63,
            118,
            11
        ],
        [
            4504,
            3558,
            946,
            4504,
            3558,
            946
        ],
        [
            287.980114,
            376.980114,
            287.980114,
            287.980114,
            376.980114,
            287.980114
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146566,
            -145349,
            -285077,
            512856,
            718893,
            -578202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1553299200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757935881872,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 235,
            "offset": 0,
            "std": 4.69259
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 163,
            "offset": 102
        }
    }
}

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)