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Trade: XRP/USDT/720/EMA/MIDPRICE/8988

Strategy
XRP/USDT/720/EMA/MIDPRICE/8988
Pair
XRP_USDT
Interval
12h
Score
402619
Daily Profit
0.146416
Profit Factor
3.500616
Profitability
65.789474
Streak
277.031211
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 15:44
Expiration Time
2025-11-22 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599311.5797 555980.6308 43330.9489 1495443.6033 3780108.4715 -2284664.8682
Total P&L (%) 599.3116 555.9806 43.3309 1495.4436 3780.1085 -2284.6649
Avg Daily Profit (%) 0.2397 0.2223 0.0173 0.1108 0.1464 0
Buy And Hold Return (%) 834.7648 834.7648 834.7648 834.7648 834.7648 834.7648
Max Trade Drawdown -90596 -85263 -101702 -2007879 -661375 -2706977
Profit Factor 2.2243 3.9043 1.1454 1.2586 3.5006 0.4651
Total Trades 76 38 38 76 38 38
Winning Trades 47 25 22 47 25 22
Losing Trades 29 13 16 29 13 16
Profitability (%) 61.8421 65.7895 57.8947 61.8421 65.7895 57.8947
Ratio Avg Win / Avg Loss 1.3724 2.0302 0.833 0.7766 1.8203 0.3383
Largest Winning Trade 156121 156121 46131 1843220 1843220 203230
Largest Losing Trade -66889 -47377 -66889 -1943949 -309817 -1943949
Avg Bars in Trades 60 70 50 60 70 50
Avg Bars in Winners 64 60 69 64 60 69
Avg Bars in Losers 52 89 23 52 89 23
Bars Traded 4588 2687 1901 4588 2687 1901
Profit Streak 53.5312 277.0312 0 53.5312 277.0312 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205680 -147148 -396739 -106134 402619 -579741

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757335496603,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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": [
        [
            599311.5796561665,
            555980.6307923406,
            43330.9488638259,
            1495443.6032574244,
            3780108.4714631974,
            -2284664.8682057722
        ],
        [
            599.31158,
            555.980631,
            43.330949,
            1495.443603,
            3780.108471,
            -2284.664868
        ],
        [
            0.239677,
            0.222348,
            0.017329,
            0.110829,
            0.146416,
            0
        ],
        [
            834.764813,
            834.764813,
            834.764813,
            834.764813,
            834.764813,
            834.764813
        ],
        [
            -90596,
            -85263,
            -101702,
            -2007879,
            -661375,
            -2706977
        ],
        [
            2.224271,
            3.904318,
            1.145361,
            1.258601,
            3.500616,
            0.465094
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            61.842105,
            65.789474,
            57.894737,
            61.842105,
            65.789474,
            57.894737
        ],
        [
            1.372422,
            2.030245,
            0.832989,
            0.776584,
            1.820321,
            0.33825
        ],
        [
            156121,
            156121,
            46131,
            1843220,
            1843220,
            203230
        ],
        [
            -66889,
            -47377,
            -66889,
            -1943949,
            -309817,
            -1943949
        ],
        [
            60,
            70,
            50,
            60,
            70,
            50
        ],
        [
            64,
            60,
            69,
            64,
            60,
            69
        ],
        [
            52,
            89,
            23,
            52,
            89,
            23
        ],
        [
            4588,
            2687,
            1901,
            4588,
            2687,
            1901
        ],
        [
            53.531211,
            277.031211,
            0,
            53.531211,
            277.031211,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205680,
            -147148,
            -396739,
            -106134,
            402619,
            -579741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541332800000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757335496603,
    "expiration_time": 1763814096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 41,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 159,
            "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)