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Trade: XRP/USDT/720/HILO/ALMA/3065

Strategy
XRP/USDT/720/HILO/ALMA/3065
Pair
XRP_USDT
Interval
12h
Score
590949
Daily Profit
0.195934
Profit Factor
3.534290
Profitability
71.875000
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-22 04:46
Expiration Time
2025-12-06 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493485.5918 487292.5625 6193.0293 -17153849.9743 13268777.3699 -30422627.3441
Total P&L (%) 493.4856 487.2926 6.193 -17153.85 13268.7774 -30422.6273
Avg Daily Profit (%) 0.1973 0.1948 0.0025 0 0.1959 0
Buy And Hold Return (%) 828.4945 828.4945 828.4945 828.4945 828.4945 828.4945
Max Trade Drawdown -210803 -71546 -202673 -36739658 -4198202 -36739658
Profit Factor 2.2948 6.286 1.0214 0.6127 3.5343 0.2211
Total Trades 63 32 31 63 32 31
Winning Trades 41 22 19 42 23 19
Losing Trades 22 10 12 21 9 12
Profitability (%) 65.0794 68.75 61.2903 66.6667 71.875 61.2903
Ratio Avg Win / Avg Loss 1.2313 2.8573 0.6451 0.3064 1.383 0.1396
Largest Winning Trade 130500 130500 43659 5557007 5557007 2086909
Largest Losing Trade -199830 -48822 -199830 -36739658 -2920888 -36739658
Avg Bars in Trades 73 74 72 73 74 72
Avg Bars in Winners 65 66 64 67 68 65
Avg Bars in Losers 87 92 83 86 91 82
Bars Traded 4632 2397 2235 4632 2397 2235
Profit Streak 97.0743 97.0743 124.0743 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 -303008 -146714 -551910 -729617 590949 -579354

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758505616771,
    "expiration_time": 1764981792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 209,
            "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": [
        [
            493485.5918452474,
            487292.5625108904,
            6193.029334357,
            -17153849.974276714,
            13268777.369860673,
            -30422627.34413739
        ],
        [
            493.485592,
            487.292563,
            6.193029,
            -17153.849974,
            13268.77737,
            -30422.627344
        ],
        [
            0.197315,
            0.194839,
            0.002476,
            0,
            0.195934,
            0
        ],
        [
            828.494487,
            828.494487,
            828.494487,
            828.494487,
            828.494487,
            828.494487
        ],
        [
            -210803,
            -71546,
            -202673,
            -36739658,
            -4198202,
            -36739658
        ],
        [
            2.294764,
            6.285969,
            1.021433,
            0.612724,
            3.53429,
            0.22109
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            41,
            22,
            19,
            42,
            23,
            19
        ],
        [
            22,
            10,
            12,
            21,
            9,
            12
        ],
        [
            65.079365,
            68.75,
            61.290323,
            66.666667,
            71.875,
            61.290323
        ],
        [
            1.231337,
            2.857259,
            0.645115,
            0.306362,
            1.382983,
            0.139636
        ],
        [
            130500,
            130500,
            43659,
            5557007,
            5557007,
            2086909
        ],
        [
            -199830,
            -48822,
            -199830,
            -36739658,
            -2920888,
            -36739658
        ],
        [
            73,
            74,
            72,
            73,
            74,
            72
        ],
        [
            65,
            66,
            64,
            67,
            68,
            65
        ],
        [
            87,
            92,
            83,
            86,
            91,
            82
        ],
        [
            4632,
            2397,
            2235,
            4632,
            2397,
            2235
        ],
        [
            97.074268,
            97.074268,
            124.074268,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -303008,
            -146714,
            -551910,
            -729617,
            590949,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758505616771,
    "expiration_time": 1764981792000,
    "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": 209,
            "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)