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Trade: XRP/USDT/720/HL2/MIDPOINT/9411

Strategy
XRP/USDT/720/HL2/MIDPOINT/9411
Pair
XRP_USDT
Interval
12h
Score
422380
Daily Profit
0.179392
Profit Factor
2.514301
Profitability
44.075829
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-23 03:51
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 106354.4631 338846.1986 -232491.7355 8738348.5349 3203394.6822 5534953.8527
Total P&L (%) 106.3545 338.8462 -232.4917 8738.3485 3203.3947 5534.9539
Avg Daily Profit (%) 0.0425 0.1355 -0.093 0.1794 0.14 0.1614
Buy And Hold Return (%) 827.8782 827.8782 827.8782 827.8782 827.8782 827.8782
Max Trade Drawdown -305006 -51195 -320917 -2480642 -965056 -2509682
Profit Factor 1.1291 3.1166 0.6497 2.5143 3.0113 2.3248
Total Trades 211 105 106 211 105 106
Winning Trades 171 88 83 93 47 46
Losing Trades 40 17 23 118 58 60
Profitability (%) 81.0427 83.8095 78.3019 44.0758 44.7619 43.3962
Ratio Avg Win / Avg Loss 0.2641 0.6021 0.18 3.1902 3.7161 3.0324
Largest Winning Trade 68455 68455 22863 5585467 1036065 5585467
Largest Losing Trade -305006 -51195 -305006 -1870105 -331292 -1870105
Avg Bars in Trades 22 24 20 22 24 20
Avg Bars in Winners 13 14 12 27 31 23
Avg Bars in Losers 61 77 50 18 19 17
Bars Traded 4735 2575 2160 4735 2575 2160
Profit Streak 0 17.5359 0 0 17.5359 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -376670 -169617 -576825 422380 -3814 337060

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758588704995,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "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": [
        [
            106354.4630506343,
            338846.1985941292,
            -232491.7355434949,
            8738348.53485874,
            3203394.6821577107,
            5534953.852701031
        ],
        [
            106.354463,
            338.846199,
            -232.491736,
            8738.348535,
            3203.394682,
            5534.953853
        ],
        [
            0.042533,
            0.135511,
            -0.092978,
            0.179392,
            0.139971,
            0.161361
        ],
        [
            827.878174,
            827.878174,
            827.878174,
            827.878174,
            827.878174,
            827.878174
        ],
        [
            -305006,
            -51195,
            -320917,
            -2480642,
            -965056,
            -2509682
        ],
        [
            1.129113,
            3.116584,
            0.649673,
            2.514301,
            3.011282,
            2.324837
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            171,
            88,
            83,
            93,
            47,
            46
        ],
        [
            40,
            17,
            23,
            118,
            58,
            60
        ],
        [
            81.042654,
            83.809524,
            78.301887,
            44.075829,
            44.761905,
            43.396226
        ],
        [
            0.26412,
            0.602067,
            0.18003,
            3.190188,
            3.71605,
            3.032396
        ],
        [
            68455,
            68455,
            22863,
            5585467,
            1036065,
            5585467
        ],
        [
            -305006,
            -51195,
            -305006,
            -1870105,
            -331292,
            -1870105
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            13,
            14,
            12,
            27,
            31,
            23
        ],
        [
            61,
            77,
            50,
            18,
            19,
            17
        ],
        [
            4735,
            2575,
            2160,
            4735,
            2575,
            2160
        ],
        [
            0,
            17.535937,
            0,
            0,
            17.535937,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -376670,
            -169617,
            -576825,
            422380,
            -3814,
            337060
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758588704995,
    "expiration_time": 1765023696000,
    "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": 148,
            "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)