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Trade: XRP/USDT/720/HL2/MIDPOINT/1796

Strategy
XRP/USDT/720/HL2/MIDPOINT/1796
Pair
XRP_USDT
Interval
12h
Score
411760
Daily Profit
0.162721
Profit Factor
2.094139
Profitability
46.000000
Streak
14.216573
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 08:11
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 76050.3544 301979.4274 -225929.0729 5729642.324 872756.5008 4856885.8232
Total P&L (%) 76.0504 301.9794 -225.9291 5729.6423 872.7565 4856.8858
Avg Daily Profit (%) 0.0304 0.1208 -0.0904 0.1627 0.091 0.1562
Buy And Hold Return (%) 945.4996 945.4996 945.4996 945.4996 945.4996 945.4996
Max Trade Drawdown -289028 -54872 -304439 -2375875 -1082364 -1474718
Profit Factor 1.1008 3.058 0.6283 2.0941 1.4447 2.4834
Total Trades 200 100 100 200 100 100
Winning Trades 156 78 78 92 45 47
Losing Trades 44 22 22 108 55 53
Profitability (%) 78 78 78 46 45 47
Ratio Avg Win / Avg Loss 0.3105 0.8625 0.1772 2.4583 1.7657 2.8005
Largest Winning Trade 68455 68455 23771 6073069 610211 6073069
Largest Losing Trade -289028 -47096 -289028 -1144163 -335918 -1144163
Avg Bars in Trades 23 26 20 23 26 20
Avg Bars in Winners 15 16 14 25 30 20
Avg Bars in Losers 53 64 42 21 23 19
Bars Traded 4689 2662 2027 4689 2662 2027
Profit Streak 14.2166 69.7166 0 14.2166 69.7166 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 -423805 -189629 -576880 411760 -235711 359213

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": 1549497600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913111889,
    "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": 177,
            "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": [
        [
            76050.3544440689,
            301979.4273806128,
            -225929.0729365437,
            5729642.323974165,
            872756.5008119888,
            4856885.823162175
        ],
        [
            76.050354,
            301.979427,
            -225.929073,
            5729.642324,
            872.756501,
            4856.885823
        ],
        [
            0.030414,
            0.120768,
            -0.090354,
            0.162721,
            0.091022,
            0.156225
        ],
        [
            945.499641,
            945.499641,
            945.499641,
            945.499641,
            945.499641,
            945.499641
        ],
        [
            -289028,
            -54872,
            -304439,
            -2375875,
            -1082364,
            -1474718
        ],
        [
            1.100793,
            3.057983,
            0.628272,
            2.094139,
            1.444703,
            2.483423
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            156,
            78,
            78,
            92,
            45,
            47
        ],
        [
            44,
            22,
            22,
            108,
            55,
            53
        ],
        [
            78,
            78,
            78,
            46,
            45,
            47
        ],
        [
            0.31048,
            0.862508,
            0.177205,
            2.458338,
            1.765749,
            2.800456
        ],
        [
            68455,
            68455,
            23771,
            6073069,
            610211,
            6073069
        ],
        [
            -289028,
            -47096,
            -289028,
            -1144163,
            -335918,
            -1144163
        ],
        [
            23,
            26,
            20,
            23,
            26,
            20
        ],
        [
            15,
            16,
            14,
            25,
            30,
            20
        ],
        [
            53,
            64,
            42,
            21,
            23,
            19
        ],
        [
            4689,
            2662,
            2027,
            4689,
            2662,
            2027
        ],
        [
            14.216573,
            69.716573,
            0,
            14.216573,
            69.716573,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -423805,
            -189629,
            -576880,
            411760,
            -235711,
            359213
        ]
    ]
}
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": 1549497600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757913111889,
    "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": 177,
            "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)