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Trade: XRP/USDT/720/HILO/ALMA/1819

Strategy
XRP/USDT/720/HILO/ALMA/1819
Pair
XRP_USDT
Interval
12h
Score
700216
Daily Profit
0.273065
Profit Factor
7.081220
Profitability
67.741935
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-09 15:59
Expiration Time
2025-11-23 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772129.5853 639329.4281 132800.1572 -121959636.4246 91503906.6238 -213463543.0485
Total P&L (%) 772.1296 639.3294 132.8002 -121959.6364 91503.9066 -213463.543
Avg Daily Profit (%) 0.3087 0.2556 0.0531 0 0.2731 0
Buy And Hold Return (%) 852.7943 852.7943 852.7943 852.7943 852.7943 852.7943
Max Trade Drawdown -173880 -34884 -173880 -266804298 -8270847 -258533450
Profit Factor 3.7127 11.8496 1.5884 0.5583 7.0812 0.1824
Total Trades 61 31 30 61 31 30
Winning Trades 47 23 24 44 21 23
Losing Trades 14 8 6 17 10 7
Profitability (%) 77.0492 74.1935 80 72.1311 67.7419 76.6667
Ratio Avg Win / Avg Loss 1.1059 4.1216 0.3971 0.2157 3.372 0.0555
Largest Winning Trade 132435 132435 51150 51516686 51516686 10391181
Largest Losing Trade -173880 -24434 -173880 -252030005 -4350560 -252030005
Avg Bars in Trades 76 78 73 76 78 73
Avg Bars in Winners 61 71 53 60 67 55
Avg Bars in Losers 123 100 154 115 102 133
Bars Traded 4639 2437 2202 4639 2437 2202
Profit Streak 175.5413 526.5413 175.5413 0 0 0
Trades During Streak 3 5 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -312208 -144270 -283181 -743908 700216 -577368

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757422769167,
    "expiration_time": 1763901792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 234,
            "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": [
        [
            772129.5852883081,
            639329.4280878125,
            132800.1572004955,
            -121959636.42462575,
            91503906.62383556,
            -213463543.04846132
        ],
        [
            772.129585,
            639.329428,
            132.800157,
            -121959.636425,
            91503.906624,
            -213463.543048
        ],
        [
            0.308728,
            0.25563,
            0.053099,
            0,
            0.273065,
            0
        ],
        [
            852.794323,
            852.794323,
            852.794323,
            852.794323,
            852.794323,
            852.794323
        ],
        [
            -173880,
            -34884,
            -173880,
            -266804298,
            -8270847,
            -258533450
        ],
        [
            3.712701,
            11.849593,
            1.58837,
            0.558342,
            7.08122,
            0.182426
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            47,
            23,
            24,
            44,
            21,
            23
        ],
        [
            14,
            8,
            6,
            17,
            10,
            7
        ],
        [
            77.04918,
            74.193548,
            80,
            72.131148,
            67.741935,
            76.666667
        ],
        [
            1.105911,
            4.121598,
            0.397093,
            0.215723,
            3.37201,
            0.055521
        ],
        [
            132435,
            132435,
            51150,
            51516686,
            51516686,
            10391181
        ],
        [
            -173880,
            -24434,
            -173880,
            -252030005,
            -4350560,
            -252030005
        ],
        [
            76,
            78,
            73,
            76,
            78,
            73
        ],
        [
            61,
            71,
            53,
            60,
            67,
            55
        ],
        [
            123,
            100,
            154,
            115,
            102,
            133
        ],
        [
            4639,
            2437,
            2202,
            4639,
            2437,
            2202
        ],
        [
            175.54131,
            526.54131,
            175.54131,
            0,
            0,
            0
        ],
        [
            3,
            5,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -312208,
            -144270,
            -283181,
            -743908,
            700216,
            -577368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757422769167,
    "expiration_time": 1763901792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 234,
            "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)