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Trade: XRP/USDT/720/BBM/MIDPRICE/6459

Strategy
XRP/USDT/720/BBM/MIDPRICE/6459
Pair
XRP_USDT
Interval
12h
Score
672678
Daily Profit
0.229481
Profit Factor
5.717959
Profitability
61.764706
Streak
126.005098
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-20 15:07
Expiration Time
2025-12-04 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1025778.9998 842117.224 183661.7758 33223942.6522 30781473.1064 2442469.5458
Total P&L (%) 1025.779 842.1172 183.6618 33223.9427 30781.4731 2442.4695
Avg Daily Profit (%) 0.4101 0.3367 0.0734 0.2325 0.2295 0.1295
Buy And Hold Return (%) 925.9009 925.9009 925.9009 925.9009 925.9009 925.9009
Max Trade Drawdown -91898 -94376 -63571 -4467208 -2502615 -2301280
Profit Factor 4.1693 5.5014 2.3447 3.874 5.718 1.485
Total Trades 69 34 35 69 34 35
Winning Trades 41 21 20 41 21 20
Losing Trades 28 13 15 28 13 15
Profitability (%) 59.4203 61.7647 57.1429 59.4203 61.7647 57.1429
Ratio Avg Win / Avg Loss 2.8473 3.4056 1.7585 2.6456 3.5397 1.1138
Largest Winning Trade 351240 351240 60955 19511830 19511830 1574182
Largest Losing Trade -56300 -31676 -56300 -2502615 -2502615 -1964592
Avg Bars in Trades 66 83 50 66 83 50
Avg Bars in Winners 79 88 69 79 88 69
Avg Bars in Losers 47 74 24 47 74 24
Bars Traded 4591 2830 1761 4591 2830 1761
Profit Streak 126.0051 126.0051 201.5051 126.0051 126.0051 201.5051
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -218625 -146334 -254312 -88142 672678 -20100

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758370040431,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 3.7838
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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": [
        [
            1025778.9998309996,
            842117.2240247692,
            183661.7758062301,
            33223942.652180817,
            30781473.106388416,
            2442469.545792401
        ],
        [
            1025.779,
            842.117224,
            183.661776,
            33223.942652,
            30781.473106,
            2442.469546
        ],
        [
            0.410148,
            0.336712,
            0.073435,
            0.232531,
            0.229481,
            0.129461
        ],
        [
            925.900862,
            925.900862,
            925.900862,
            925.900862,
            925.900862,
            925.900862
        ],
        [
            -91898,
            -94376,
            -63571,
            -4467208,
            -2502615,
            -2301280
        ],
        [
            4.169319,
            5.501403,
            2.344716,
            3.873966,
            5.717959,
            1.485003
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            59.42029,
            61.764706,
            57.142857,
            59.42029,
            61.764706,
            57.142857
        ],
        [
            2.847339,
            3.405631,
            1.758537,
            2.645636,
            3.539689,
            1.113752
        ],
        [
            351240,
            351240,
            60955,
            19511830,
            19511830,
            1574182
        ],
        [
            -56300,
            -31676,
            -56300,
            -2502615,
            -2502615,
            -1964592
        ],
        [
            66,
            83,
            50,
            66,
            83,
            50
        ],
        [
            79,
            88,
            69,
            79,
            88,
            69
        ],
        [
            47,
            74,
            24,
            47,
            74,
            24
        ],
        [
            4591,
            2830,
            1761,
            4591,
            2830,
            1761
        ],
        [
            126.005097,
            126.005097,
            201.505097,
            126.005098,
            126.005098,
            201.505098
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -218625,
            -146334,
            -254312,
            -88142,
            672678,
            -20100
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758370040431,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 3.7838
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "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)