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Trade: XRP/USDT/720/EMA/MIDPRICE/5216

Strategy
XRP/USDT/720/EMA/MIDPRICE/5216
Pair
XRP_USDT
Interval
12h
Score
707276
Daily Profit
0.198502
Profit Factor
8.512957
Profitability
63.157895
Streak
442.415449
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 12:58
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 955752.499 785705.824 170046.675 18579972.5817 14139754.6981 4440217.8836
Total P&L (%) 955.7525 785.7058 170.0467 18579.9726 14139.7547 4440.2179
Avg Daily Profit (%) 0.3822 0.3142 0.068 0.2094 0.1985 0.1527
Buy And Hold Return (%) 849.4361 849.4361 849.4361 849.4361 849.4361 849.4361
Max Trade Drawdown -99971 -84168 -63261 -1336209 -873811 -734995
Profit Factor 3.5516 5.1237 1.924 5.8973 8.513 3.3224
Total Trades 77 38 39 77 38 39
Winning Trades 47 24 23 47 24 23
Losing Trades 30 14 16 30 14 16
Profitability (%) 61.039 63.1579 58.9744 61.039 63.1579 58.9744
Ratio Avg Win / Avg Loss 2.267 2.9888 1.3384 3.7642 4.9659 2.3112
Largest Winning Trade 369854 369854 42218 6444890 6444890 2631089
Largest Losing Trade -63261 -50677 -63261 -499912 -441224 -499912
Avg Bars in Trades 59 74 45 59 74 45
Avg Bars in Winners 67 68 65 67 68 65
Avg Bars in Losers 47 83 16 47 83 16
Bars Traded 4583 2815 1768 4583 2815 1768
Profit Streak 430.9154 442.4154 430.9154 430.9154 442.4154 430.9154
Trades During Streak 8 5 4 8 5 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153648 -145784 -262827 -26567 707276 552420

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758362294834,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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": [
        [
            955752.4989595292,
            785705.8240094312,
            170046.6749500983,
            18579972.581698477,
            14139754.698128663,
            4440217.883569814
        ],
        [
            955.752499,
            785.705824,
            170.046675,
            18579.972582,
            14139.754698,
            4440.217884
        ],
        [
            0.382225,
            0.314219,
            0.068005,
            0.209379,
            0.198502,
            0.152708
        ],
        [
            849.436054,
            849.436054,
            849.436054,
            849.436054,
            849.436054,
            849.436054
        ],
        [
            -99971,
            -84168,
            -63261,
            -1336209,
            -873811,
            -734995
        ],
        [
            3.551639,
            5.12369,
            1.924019,
            5.897264,
            8.512957,
            3.322411
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            61.038961,
            63.157895,
            58.974359,
            61.038961,
            63.157895,
            58.974359
        ],
        [
            2.267004,
            2.988819,
            1.338448,
            3.764211,
            4.965891,
            2.311242
        ],
        [
            369854,
            369854,
            42218,
            6444890,
            6444890,
            2631089
        ],
        [
            -63261,
            -50677,
            -63261,
            -499912,
            -441224,
            -499912
        ],
        [
            59,
            74,
            45,
            59,
            74,
            45
        ],
        [
            67,
            68,
            65,
            67,
            68,
            65
        ],
        [
            47,
            83,
            16,
            47,
            83,
            16
        ],
        [
            4583,
            2815,
            1768,
            4583,
            2815,
            1768
        ],
        [
            430.915449,
            442.415449,
            430.915449,
            430.915449,
            442.415449,
            430.915449
        ],
        [
            8,
            5,
            4,
            8,
            5,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153648,
            -145784,
            -262827,
            -26567,
            707276,
            552420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758362294834,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 135,
            "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)