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Trade: XRP/USDT/720/HILO/ALMA/2715

Strategy
XRP/USDT/720/HILO/ALMA/2715
Pair
XRP_USDT
Interval
12h
Score
666775
Daily Profit
0.213307
Profit Factor
6.478708
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 06:53
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 584418.3598 535864.7156 48553.6441 -28074754.522 20503634.2211 -48578388.7431
Total P&L (%) 584.4184 535.8647 48.5536 -28074.7545 20503.6342 -48578.3887
Avg Daily Profit (%) 0.2337 0.2143 0.0194 0 0.2133 0
Buy And Hold Return (%) 804.372 804.372 804.372 804.372 804.372 804.372
Max Trade Drawdown -185814 -59565 -185318 -58132584 -2213248 -57387980
Profit Factor 2.6341 7.145 1.1795 0.5545 6.4787 0.1804
Total Trades 61 31 30 61 31 30
Winning Trades 40 20 20 39 20 19
Losing Trades 21 11 10 22 11 11
Profitability (%) 65.5738 64.5161 66.6667 63.9344 64.5161 63.3333
Ratio Avg Win / Avg Loss 1.3829 3.9298 0.5898 0.3128 3.5633 0.1045
Largest Winning Trade 90264 90264 51150 10908796 10908796 2276716
Largest Losing Trade -185318 -37934 -185318 -55888016 -1588399 -55888016
Avg Bars in Trades 76 79 73 76 79 73
Avg Bars in Winners 69 74 63 66 65 66
Avg Bars in Losers 89 87 91 93 103 83
Bars Traded 4645 2450 2195 4645 2450 2195
Profit Streak 167.6622 167.6622 179.6622 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -316552 -146667 -354699 -744971 666775 -579097

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757476417864,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 224,
            "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": [
        [
            584418.359765131,
            535864.7156413171,
            48553.6441238139,
            -28074754.521954134,
            20503634.22112846,
            -48578388.7430826
        ],
        [
            584.41836,
            535.864716,
            48.553644,
            -28074.754522,
            20503.634221,
            -48578.388743
        ],
        [
            0.233721,
            0.214303,
            0.019418,
            0,
            0.213307,
            0
        ],
        [
            804.372002,
            804.372002,
            804.372002,
            804.372002,
            804.372002,
            804.372002
        ],
        [
            -185814,
            -59565,
            -185318,
            -58132584,
            -2213248,
            -57387980
        ],
        [
            2.634086,
            7.145017,
            1.179536,
            0.554474,
            6.478708,
            0.180422
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            40,
            20,
            20,
            39,
            20,
            19
        ],
        [
            21,
            11,
            10,
            22,
            11,
            11
        ],
        [
            65.57377,
            64.516129,
            66.666667,
            63.934426,
            64.516129,
            63.333333
        ],
        [
            1.382895,
            3.929759,
            0.589768,
            0.31278,
            3.563289,
            0.104455
        ],
        [
            90264,
            90264,
            51150,
            10908796,
            10908796,
            2276716
        ],
        [
            -185318,
            -37934,
            -185318,
            -55888016,
            -1588399,
            -55888016
        ],
        [
            76,
            79,
            73,
            76,
            79,
            73
        ],
        [
            69,
            74,
            63,
            66,
            65,
            66
        ],
        [
            89,
            87,
            91,
            93,
            103,
            83
        ],
        [
            4645,
            2450,
            2195,
            4645,
            2450,
            2195
        ],
        [
            167.662244,
            167.662244,
            179.662244,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -316552,
            -146667,
            -354699,
            -744971,
            666775,
            -579097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757476417864,
    "expiration_time": 1763943696000,
    "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": 224,
            "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)