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Trade: XRP/USDT/720/HILO/MIDPOINT/1703

Strategy
XRP/USDT/720/HILO/MIDPOINT/1703
Pair
XRP_USDT
Interval
12h
Score
655943
Daily Profit
0.191266
Profit Factor
7.042551
Profitability
55.319149
Streak
97.575147
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 04:48
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 676784.1303 605727.2933 71056.837 2000347.7525 11787241.5878 -9786893.8353
Total P&L (%) 676.7841 605.7273 71.0568 2000.3478 11787.2416 -9786.8938
Avg Daily Profit (%) 0.2707 0.2422 0.0284 0.1218 0.1913 0
Buy And Hold Return (%) 903.2703 903.2703 903.2703 903.2703 903.2703 903.2703
Max Trade Drawdown -129879 -61535 -121401 -12926995 -639987 -12815471
Profit Factor 2.4167 4.4489 1.2352 1.1223 7.0426 0.3205
Total Trades 94 47 47 94 47 47
Winning Trades 58 26 32 58 26 32
Losing Trades 36 21 15 36 21 15
Profitability (%) 61.7021 55.3191 68.0851 61.7021 55.3191 68.0851
Ratio Avg Win / Avg Loss 1.5 3.5933 0.579 0.6966 5.6882 0.1503
Largest Winning Trade 108750 108750 54242 7360060 7360060 664801
Largest Losing Trade -85795 -42705 -85795 -8121115 -431189 -8121115
Avg Bars in Trades 48 59 38 48 59 38
Avg Bars in Winners 51 58 44 51 58 44
Avg Bars in Losers 45 59 24 45 59 24
Bars Traded 4581 2774 1807 4581 2774 1807
Profit Streak 63.0751 97.5751 0 63.0751 97.5751 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150204 -148258 -320247 -120723 655943 -578352

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160092674,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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": [
        [
            676784.1303174458,
            605727.293293542,
            71056.8370239039,
            2000347.7525122352,
            11787241.587815844,
            -9786893.835303606
        ],
        [
            676.78413,
            605.727293,
            71.056837,
            2000.347753,
            11787.241588,
            -9786.893835
        ],
        [
            0.27066,
            0.242242,
            0.028417,
            0.121837,
            0.191266,
            0
        ],
        [
            903.270302,
            903.270302,
            903.270302,
            903.270302,
            903.270302,
            903.270302
        ],
        [
            -129879,
            -61535,
            -121401,
            -12926995,
            -639987,
            -12815471
        ],
        [
            2.416729,
            4.44885,
            1.235227,
            1.122311,
            7.042551,
            0.320537
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            58,
            26,
            32,
            58,
            26,
            32
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            61.702128,
            55.319149,
            68.085106,
            61.702128,
            55.319149,
            68.085106
        ],
        [
            1.500039,
            3.593302,
            0.579013,
            0.696607,
            5.688215,
            0.150252
        ],
        [
            108750,
            108750,
            54242,
            7360060,
            7360060,
            664801
        ],
        [
            -85795,
            -42705,
            -85795,
            -8121115,
            -431189,
            -8121115
        ],
        [
            48,
            59,
            38,
            48,
            59,
            38
        ],
        [
            51,
            58,
            44,
            51,
            58,
            44
        ],
        [
            45,
            59,
            24,
            45,
            59,
            24
        ],
        [
            4581,
            2774,
            1807,
            4581,
            2774,
            1807
        ],
        [
            63.075147,
            97.575147,
            0,
            63.075147,
            97.575147,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150204,
            -148258,
            -320247,
            -120723,
            655943,
            -578352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758160092674,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 161,
            "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)