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Trade: XRP/USDT/720/HLC3/MIDPRICE/2593

Strategy
XRP/USDT/720/HLC3/MIDPRICE/2593
Pair
XRP_USDT
Interval
12h
Score
450230
Daily Profit
0.190403
Profit Factor
3.212258
Profitability
42.537313
Streak
102.212320
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 08:05
Expiration Time
2025-11-28 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411512.6864 466798.2053 -55285.5189 11545009.9273 2148773.6598 9396236.2674
Total P&L (%) 411.5127 466.7982 -55.2855 11545.0099 2148.7737 9396.2363
Avg Daily Profit (%) 0.1645 0.1866 -0.0221 0.1904 0.1245 0.1822
Buy And Hold Return (%) 969.6021 969.6021 969.6021 969.6021 969.6021 969.6021
Max Trade Drawdown -274016 -72364 -275774 -4026907 -1660404 -2461945
Profit Factor 1.7101 5.4347 0.8834 3.2123 1.8838 4.3709
Total Trades 134 67 67 134 67 67
Winning Trades 107 55 52 57 27 30
Losing Trades 27 12 15 77 40 37
Profitability (%) 79.8507 82.0896 77.6119 42.5373 40.2985 44.7761
Ratio Avg Win / Avg Loss 0.4315 1.1857 0.2548 4.3394 2.7909 5.3908
Largest Winning Trade 94757 94757 43956 8085467 1717561 8085467
Largest Losing Trade -274016 -49120 -274016 -1177708 -483187 -1177708
Avg Bars in Trades 34 33 35 34 33 35
Avg Bars in Winners 23 24 21 44 50 39
Avg Bars in Losers 78 74 82 26 22 31
Bars Traded 4605 2250 2355 4605 2250 2355
Profit Streak 102.2123 102.2123 199.7123 102.2123 102.2123 341.7123
Trades During Streak 2 1 6 2 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152536 -263295 -692440 450230 -148369 -102346

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826344465,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 159
        }
    }
}
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": [
        [
            411512.6864305097,
            466798.2053497012,
            -55285.5189191921,
            11545009.927268319,
            2148773.6598434793,
            9396236.267424839
        ],
        [
            411.512686,
            466.798205,
            -55.285519,
            11545.009927,
            2148.77366,
            9396.236267
        ],
        [
            0.164539,
            0.186645,
            -0.022105,
            0.190403,
            0.124547,
            0.182232
        ],
        [
            969.602126,
            969.602126,
            969.602126,
            969.602126,
            969.602126,
            969.602126
        ],
        [
            -274016,
            -72364,
            -275774,
            -4026907,
            -1660404,
            -2461945
        ],
        [
            1.710115,
            5.434684,
            0.883423,
            3.212258,
            1.883828,
            4.370918
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            107,
            55,
            52,
            57,
            27,
            30
        ],
        [
            27,
            12,
            15,
            77,
            40,
            37
        ],
        [
            79.850746,
            82.089552,
            77.61194,
            42.537313,
            40.298507,
            44.776119
        ],
        [
            0.431524,
            1.185749,
            0.254834,
            4.339367,
            2.790857,
            5.390799
        ],
        [
            94757,
            94757,
            43956,
            8085467,
            1717561,
            8085467
        ],
        [
            -274016,
            -49120,
            -274016,
            -1177708,
            -483187,
            -1177708
        ],
        [
            34,
            33,
            35,
            34,
            33,
            35
        ],
        [
            23,
            24,
            21,
            44,
            50,
            39
        ],
        [
            78,
            74,
            82,
            26,
            22,
            31
        ],
        [
            4605,
            2250,
            2355,
            4605,
            2250,
            2355
        ],
        [
            102.21232,
            102.21232,
            199.71232,
            102.21232,
            102.21232,
            341.71232
        ],
        [
            2,
            1,
            6,
            2,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152536,
            -263295,
            -692440,
            450230,
            -148369,
            -102346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757826344465,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 19,
            "offset": 159
        }
    }
}

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)