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Trade: XRP/USDT/720/HL2/MIDPOINT/1577

Strategy
XRP/USDT/720/HL2/MIDPOINT/1577
Pair
XRP_USDT
Interval
12h
Score
459239
Daily Profit
0.173302
Profit Factor
2.835823
Profitability
43.627451
Streak
9.350803
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 11:25
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 87014.327 324614.6257 -237600.2987 7491849.9234 2581502.0439 4910347.8794
Total P&L (%) 87.0143 324.6146 -237.6003 7491.8499 2581.502 4910.3479
Avg Daily Profit (%) 0.0348 0.1298 -0.095 0.1733 0.1316 0.1567
Buy And Hold Return (%) 846.159 846.159 846.159 846.159 846.159 846.159
Max Trade Drawdown -305006 -48486 -324721 -1670259 -775000 -1523129
Profit Factor 1.1067 3.024 0.6372 2.8358 3.1202 2.7149
Total Trades 204 102 102 204 102 102
Winning Trades 163 83 80 89 46 43
Losing Trades 41 19 22 115 56 59
Profitability (%) 79.902 81.3725 78.4314 43.6275 45.098 42.1569
Ratio Avg Win / Avg Loss 0.2784 0.6922 0.1752 3.6643 3.7985 3.7251
Largest Winning Trade 68455 68455 22863 4539263 823732 4539263
Largest Losing Trade -305006 -48486 -305006 -1486843 -266221 -1486843
Avg Bars in Trades 23 25 20 23 25 20
Avg Bars in Winners 13 15 12 28 31 24
Avg Bars in Losers 59 69 50 18 19 18
Bars Traded 4706 2573 2133 4706 2573 2133
Profit Streak 9.3508 216.8508 0 9.3508 216.8508 0
Trades During Streak 1 10 0 1 10 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -411086 -176665 -576819 459239 -14381 323801

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757924709358,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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": [
        [
            87014.3270269351,
            324614.6257350293,
            -237600.2987080941,
            7491849.923356553,
            2581502.043943374,
            4910347.879413177
        ],
        [
            87.014327,
            324.614626,
            -237.600299,
            7491.849923,
            2581.502044,
            4910.347879
        ],
        [
            0.034799,
            0.12982,
            -0.095021,
            0.173302,
            0.131619,
            0.156655
        ],
        [
            846.158959,
            846.158959,
            846.158959,
            846.158959,
            846.158959,
            846.158959
        ],
        [
            -305006,
            -48486,
            -324721,
            -1670259,
            -775000,
            -1523129
        ],
        [
            1.106731,
            3.024004,
            0.637188,
            2.835823,
            3.120209,
            2.714895
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            163,
            83,
            80,
            89,
            46,
            43
        ],
        [
            41,
            19,
            22,
            115,
            56,
            59
        ],
        [
            79.901961,
            81.372549,
            78.431373,
            43.627451,
            45.098039,
            42.156863
        ],
        [
            0.27838,
            0.692242,
            0.175227,
            3.664266,
            3.798515,
            3.725089
        ],
        [
            68455,
            68455,
            22863,
            4539263,
            823732,
            4539263
        ],
        [
            -305006,
            -48486,
            -305006,
            -1486843,
            -266221,
            -1486843
        ],
        [
            23,
            25,
            20,
            23,
            25,
            20
        ],
        [
            13,
            15,
            12,
            28,
            31,
            24
        ],
        [
            59,
            69,
            50,
            18,
            19,
            18
        ],
        [
            4706,
            2573,
            2133,
            4706,
            2573,
            2133
        ],
        [
            9.350803,
            216.850803,
            0,
            9.350803,
            216.850803,
            0
        ],
        [
            1,
            10,
            0,
            1,
            10,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -411086,
            -176665,
            -576819,
            459239,
            -14381,
            323801
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757924709358,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 150,
            "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)