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Trade: XRP/USDT/720/BBM/ALMA/5587

Strategy
XRP/USDT/720/BBM/ALMA/5587
Pair
XRP_USDT
Interval
12h
Score
675259
Daily Profit
0.209146
Profit Factor
8.664044
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 09:21
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 689927.5052 565950.9602 123976.545 -1691372.6079 18472121.7361 -20163494.344
Total P&L (%) 689.9275 565.951 123.9765 -1691.3726 18472.1217 -20163.4943
Avg Daily Profit (%) 0.2759 0.2263 0.0496 0 0.2091 0
Buy And Hold Return (%) 673.2713 673.2713 673.2713 673.2713 673.2713 673.2713
Max Trade Drawdown -103756 -66962 -103756 -25579343 -1021651 -25073627
Profit Factor 3.4456 6.5379 1.6891 0.942 8.664 0.246
Total Trades 60 30 30 60 30 30
Winning Trades 45 22 23 41 20 21
Losing Trades 15 8 7 19 10 9
Profitability (%) 75 73.3333 76.6667 68.3333 66.6667 70
Ratio Avg Win / Avg Loss 1.1485 2.3774 0.5141 0.4365 4.332 0.1054
Largest Winning Trade 110255 110255 36734 12579022 12579022 1555977
Largest Losing Trade -103756 -39684 -103756 -24889041 -1021651 -24889041
Avg Bars in Trades 80 81 80 80 81 80
Avg Bars in Winners 73 71 75 71 68 74
Avg Bars in Losers 103 109 96 101 108 93
Bars Traded 4849 2442 2407 4849 2442 2407
Profit Streak 208.2649 341.7649 208.2649 0 0 0
Trades During Streak 4 3 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -312790 -144665 -287668 -751901 675259 -578232

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758522090522,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 2.23683
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "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": [
        [
            689927.5052040955,
            565950.9602424279,
            123976.5449616674,
            -1691372.6078964798,
            18472121.73613417,
            -20163494.344030652
        ],
        [
            689.927505,
            565.95096,
            123.976545,
            -1691.372608,
            18472.121736,
            -20163.494344
        ],
        [
            0.275916,
            0.226335,
            0.049581,
            0,
            0.209146,
            0
        ],
        [
            673.271331,
            673.271331,
            673.271331,
            673.271331,
            673.271331,
            673.271331
        ],
        [
            -103756,
            -66962,
            -103756,
            -25579343,
            -1021651,
            -25073627
        ],
        [
            3.445601,
            6.5379,
            1.689089,
            0.941983,
            8.664044,
            0.246025
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            45,
            22,
            23,
            41,
            20,
            21
        ],
        [
            15,
            8,
            7,
            19,
            10,
            9
        ],
        [
            75,
            73.333333,
            76.666667,
            68.333333,
            66.666667,
            70
        ],
        [
            1.148534,
            2.377418,
            0.514071,
            0.436529,
            4.332022,
            0.105439
        ],
        [
            110255,
            110255,
            36734,
            12579022,
            12579022,
            1555977
        ],
        [
            -103756,
            -39684,
            -103756,
            -24889041,
            -1021651,
            -24889041
        ],
        [
            80,
            81,
            80,
            80,
            81,
            80
        ],
        [
            73,
            71,
            75,
            71,
            68,
            74
        ],
        [
            103,
            109,
            96,
            101,
            108,
            93
        ],
        [
            4849,
            2442,
            2407,
            4849,
            2442,
            2407
        ],
        [
            208.264937,
            341.764937,
            208.264937,
            0,
            0,
            0
        ],
        [
            4,
            3,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -312790,
            -144665,
            -287668,
            -751901,
            675259,
            -578232
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1546992000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758522090522,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 2.23683
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 105,
            "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)