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Trade: XRP/USDT/720/BBM/MIDPRICE/1399

Strategy
XRP/USDT/720/BBM/MIDPRICE/1399
Pair
XRP_USDT
Interval
12h
Score
645071
Daily Profit
0.216907
Profit Factor
3.968517
Profitability
66.666667
Streak
109.540210
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 15:57
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1032820.4385 869730.9287 163089.5098 20999632.374 22440104.7876 -1440472.4136
Total P&L (%) 1032.8204 869.7309 163.0895 20999.6324 22440.1048 -1440.4724
Avg Daily Profit (%) 0.413 0.3478 0.0652 0.2143 0.2169 0
Buy And Hold Return (%) 921.0764 921.0764 921.0764 921.0764 921.0764 921.0764
Max Trade Drawdown -103362 -82779 -70157 -7571098 -5114246 -6425362
Profit Factor 3.9296 6.2601 1.8712 2.1291 3.9685 0.8695
Total Trades 66 33 33 66 33 33
Winning Trades 43 22 21 43 22 21
Losing Trades 23 11 12 23 11 12
Profitability (%) 65.1515 66.6667 63.6364 65.1515 66.6667 63.6364
Ratio Avg Win / Avg Loss 2.1019 3.13 1.0693 1.1388 1.9843 0.4969
Largest Winning Trade 376043 376043 61502 11832187 11832187 1569298
Largest Losing Trade -65365 -37996 -65365 -6302260 -2719641 -6302260
Avg Bars in Trades 68 85 50 68 85 50
Avg Bars in Winners 77 87 67 77 87 67
Avg Bars in Losers 49 82 20 49 82 20
Bars Traded 4490 2822 1668 4490 2822 1668
Profit Streak 109.5402 109.5402 424.0402 109.5402 109.5402 424.0402
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -236743 -145250 -266097 -114479 645071 -577696

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549108800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768274139,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 2.60823
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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": [
        [
            1032820.4385108352,
            869730.9287393127,
            163089.5097715228,
            20999632.374011118,
            22440104.787631862,
            -1440472.4136207406
        ],
        [
            1032.820439,
            869.730929,
            163.08951,
            20999.632374,
            22440.104788,
            -1440.472414
        ],
        [
            0.413046,
            0.347823,
            0.065223,
            0.21426,
            0.216907,
            0
        ],
        [
            921.076378,
            921.076378,
            921.076378,
            921.076378,
            921.076378,
            921.076378
        ],
        [
            -103362,
            -82779,
            -70157,
            -7571098,
            -5114246,
            -6425362
        ],
        [
            3.9296,
            6.26009,
            1.871198,
            2.129139,
            3.968517,
            0.869505
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            65.151515,
            66.666667,
            63.636364,
            65.151515,
            66.666667,
            63.636364
        ],
        [
            2.101879,
            3.130045,
            1.069256,
            1.138842,
            1.984259,
            0.49686
        ],
        [
            376043,
            376043,
            61502,
            11832187,
            11832187,
            1569298
        ],
        [
            -65365,
            -37996,
            -65365,
            -6302260,
            -2719641,
            -6302260
        ],
        [
            68,
            85,
            50,
            68,
            85,
            50
        ],
        [
            77,
            87,
            67,
            77,
            87,
            67
        ],
        [
            49,
            82,
            20,
            49,
            82,
            20
        ],
        [
            4490,
            2822,
            1668,
            4490,
            2822,
            1668
        ],
        [
            109.54021,
            109.54021,
            424.04021,
            109.54021,
            109.54021,
            424.04021
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -236743,
            -145250,
            -266097,
            -114479,
            645071,
            -577696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549108800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757768274139,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 237,
            "offset": 0,
            "std": 2.60823
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 171,
            "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)