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Trade: XRP/USDT/720/HL2/MIDPOINT/1957

Strategy
XRP/USDT/720/HL2/MIDPOINT/1957
Pair
XRP_USDT
Interval
12h
Score
455337
Daily Profit
0.168324
Profit Factor
2.808912
Profitability
43.564356
Streak
6.715815
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 08:10
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 73758.1343 317473.3932 -243715.2589 6604808.2672 2284176.5313 4320631.7359
Total P&L (%) 73.7581 317.4734 -243.7153 6604.8083 2284.1765 4320.6317
Avg Daily Profit (%) 0.0295 0.127 -0.0975 0.1683 0.1269 0.1516
Buy And Hold Return (%) 874.7575 874.7575 874.7575 874.7575 874.7575 874.7575
Max Trade Drawdown -305006 -48486 -329484 -1490360 -684412 -1356598
Profit Factor 1.0904 2.9597 0.6275 2.8089 3.1167 2.6798
Total Trades 202 101 101 202 101 101
Winning Trades 160 81 79 88 46 42
Losing Trades 42 20 22 114 55 59
Profitability (%) 79.2079 80.198 78.2178 43.5644 45.5446 41.5842
Ratio Avg Win / Avg Loss 0.2862 0.7308 0.1747 3.6388 3.7264 3.7645
Largest Winning Trade 68455 68455 22863 4016456 729258 4016456
Largest Losing Trade -305006 -48486 -305006 -1316317 -235559 -1316317
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 14 15 12 28 31 25
Avg Bars in Losers 58 66 50 19 20 18
Bars Traded 4706 2573 2133 4706 2573 2133
Profit Streak 6.7158 427.2158 0 6.7158 307.2158 0
Trades During Streak 1 16 0 1 11 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -436242 -180699 -576849 455337 -20904 290487

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757740246387,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 151,
            "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": [
        [
            73758.1343356513,
            317473.3931950777,
            -243715.2588594264,
            6604808.267178314,
            2284176.5313275885,
            4320631.735850725
        ],
        [
            73.758134,
            317.473393,
            -243.715259,
            6604.808267,
            2284.176531,
            4320.631736
        ],
        [
            0.029497,
            0.126964,
            -0.097467,
            0.168324,
            0.126913,
            0.151639
        ],
        [
            874.757464,
            874.757464,
            874.757464,
            874.757464,
            874.757464,
            874.757464
        ],
        [
            -305006,
            -48486,
            -329484,
            -1490360,
            -684412,
            -1356598
        ],
        [
            1.090361,
            2.959657,
            0.627493,
            2.808912,
            3.116659,
            2.679795
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            160,
            81,
            79,
            88,
            46,
            42
        ],
        [
            42,
            20,
            22,
            114,
            55,
            59
        ],
        [
            79.207921,
            80.19802,
            78.217822,
            43.564356,
            45.544554,
            41.584158
        ],
        [
            0.28622,
            0.730779,
            0.174745,
            3.638818,
            3.72644,
            3.764474
        ],
        [
            68455,
            68455,
            22863,
            4016456,
            729258,
            4016456
        ],
        [
            -305006,
            -48486,
            -305006,
            -1316317,
            -235559,
            -1316317
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            14,
            15,
            12,
            28,
            31,
            25
        ],
        [
            58,
            66,
            50,
            19,
            20,
            18
        ],
        [
            4706,
            2573,
            2133,
            4706,
            2573,
            2133
        ],
        [
            6.715815,
            427.215815,
            0,
            6.715815,
            307.215815,
            0
        ],
        [
            1,
            16,
            0,
            1,
            11,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -436242,
            -180699,
            -576849,
            455337,
            -20904,
            290487
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1548201600000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757740246387,
    "expiration_time": 1764202896000,
    "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": 151,
            "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)