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Trade: XRP/USDT/720/BBM/MIDPRICE/5222

Strategy
XRP/USDT/720/BBM/MIDPRICE/5222
Pair
XRP_USDT
Interval
12h
Score
706260
Daily Profit
0.259345
Profit Factor
11.057975
Profitability
70.000000
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 15:10
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1144628.2209 935330.1554 209298.0655 55654481.1952 64954527.2721 -9300046.0769
Total P&L (%) 1144.6282 935.3302 209.2981 55654.4812 64954.5273 -9300.0461
Avg Daily Profit (%) 0.4577 0.374 0.0837 0.2532 0.2593 0
Buy And Hold Return (%) 818.6275 818.6275 818.6275 818.6275 818.6275 818.6275
Max Trade Drawdown -68612 -65671 -68612 -26459183 -2732175 -28734916
Profit Factor 4.6237 7.4202 2.2298 2.357 11.058 0.7309
Total Trades 60 30 30 60 30 30
Winning Trades 41 21 20 41 21 20
Losing Trades 19 9 10 19 9 10
Profitability (%) 68.3333 70 66.6667 68.3333 70 66.6667
Ratio Avg Win / Avg Loss 2.1427 3.1801 1.1149 1.0922 4.7391 0.3654
Largest Winning Trade 374340 374340 52718 46546402 46546402 8180925
Largest Losing Trade -68612 -46580 -68612 -20542991 -2046014 -20542991
Avg Bars in Trades 76 93 58 76 93 58
Avg Bars in Winners 84 91 78 84 91 78
Avg Bars in Losers 57 100 19 57 100 19
Bars Traded 4576 2813 1763 4576 2813 1763
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195248 -100827 -241757 -159253 706260 -578665

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758629443017,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 2.49689
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "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": [
        [
            1144628.2209038446,
            935330.1554024606,
            209298.0655013841,
            55654481.195223406,
            64954527.272141345,
            -9300046.076917943
        ],
        [
            1144.628221,
            935.330155,
            209.298066,
            55654.481195,
            64954.527272,
            -9300.046077
        ],
        [
            0.457668,
            0.373982,
            0.083686,
            0.25316,
            0.259345,
            0
        ],
        [
            818.627483,
            818.627483,
            818.627483,
            818.627483,
            818.627483,
            818.627483
        ],
        [
            -68612,
            -65671,
            -68612,
            -26459183,
            -2732175,
            -28734916
        ],
        [
            4.623678,
            7.420206,
            2.229795,
            2.356951,
            11.057975,
            0.730873
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            68.333333,
            70,
            66.666667,
            68.333333,
            70,
            66.666667
        ],
        [
            2.14268,
            3.180088,
            1.114898,
            1.092245,
            4.739132,
            0.365437
        ],
        [
            374340,
            374340,
            52718,
            46546402,
            46546402,
            8180925
        ],
        [
            -68612,
            -46580,
            -68612,
            -20542991,
            -2046014,
            -20542991
        ],
        [
            76,
            93,
            58,
            76,
            93,
            58
        ],
        [
            84,
            91,
            78,
            84,
            91,
            78
        ],
        [
            57,
            100,
            19,
            57,
            100,
            19
        ],
        [
            4576,
            2813,
            1763,
            4576,
            2813,
            1763
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195248,
            -100827,
            -241757,
            -159253,
            706260,
            -578665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758629443017,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 46,
            "offset": 0,
            "std": 2.49689
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 203,
            "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)