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Trade: XRP/USDT/720/EMA/MIDPRICE/6527

Strategy
XRP/USDT/720/EMA/MIDPRICE/6527
Pair
XRP_USDT
Interval
12h
Score
698930
Daily Profit
0.219962
Profit Factor
9.373874
Profitability
70.967742
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 12:46
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 863811.748 705013.2311 158798.5169 14785324.6856 24225518.0625 -9440193.3768
Total P&L (%) 863.8117 705.0132 158.7985 14785.3247 24225.5181 -9440.1934
Avg Daily Profit (%) 0.3455 0.2819 0.0635 0.2003 0.22 0
Buy And Hold Return (%) 763.7398 763.7398 763.7398 763.7398 763.7398 763.7398
Max Trade Drawdown -89603 -49029 -104645 -11921901 -1085828 -11893015
Profit Factor 3.5698 6.6849 1.7486 1.6735 9.3739 0.5047
Total Trades 62 31 31 62 31 31
Winning Trades 43 22 21 43 22 21
Losing Trades 19 9 10 19 9 10
Profitability (%) 69.3548 70.9677 67.7419 69.3548 70.9677 67.7419
Ratio Avg Win / Avg Loss 1.5774 2.7347 0.8327 0.7394 3.8348 0.2404
Largest Winning Trade 189270 189270 45822 12193322 12193322 2131306
Largest Losing Trade -74441 -34898 -74441 -6975504 -1051322 -6975504
Avg Bars in Trades 72 90 53 72 90 53
Avg Bars in Winners 85 98 71 85 98 71
Avg Bars in Losers 42 71 16 42 71 16
Bars Traded 4483 2818 1665 4483 2818 1665
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 -264976 -145833 -271110 -147558 698930 -578518

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757324815425,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "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": [
        [
            863811.7480412616,
            705013.2311200688,
            158798.5169211932,
            14785324.685603553,
            24225518.062453084,
            -9440193.376849528
        ],
        [
            863.811748,
            705.013231,
            158.798517,
            14785.324686,
            24225.518062,
            -9440.193377
        ],
        [
            0.345456,
            0.281949,
            0.063507,
            0.200279,
            0.219962,
            0
        ],
        [
            763.739837,
            763.739837,
            763.739837,
            763.739837,
            763.739837,
            763.739837
        ],
        [
            -89603,
            -49029,
            -104645,
            -11921901,
            -1085828,
            -11893015
        ],
        [
            3.569818,
            6.684868,
            1.748621,
            1.673461,
            9.373874,
            0.504745
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            69.354839,
            70.967742,
            67.741935,
            69.354839,
            70.967742,
            67.741935
        ],
        [
            1.577362,
            2.734719,
            0.832676,
            0.739436,
            3.834766,
            0.240355
        ],
        [
            189270,
            189270,
            45822,
            12193322,
            12193322,
            2131306
        ],
        [
            -74441,
            -34898,
            -74441,
            -6975504,
            -1051322,
            -6975504
        ],
        [
            72,
            90,
            53,
            72,
            90,
            53
        ],
        [
            85,
            98,
            71,
            85,
            98,
            71
        ],
        [
            42,
            71,
            16,
            42,
            71,
            16
        ],
        [
            4483,
            2818,
            1665,
            4483,
            2818,
            1665
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -264976,
            -145833,
            -271110,
            -147558,
            698930,
            -578518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757324815425,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 215,
            "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)