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Trade: XRP/USDT/720/HMA/HILO/7238

Strategy
XRP/USDT/720/HMA/HILO/7238
Pair
XRP_USDT
Interval
12h
Score
553650
Daily Profit
0.229541
Profit Factor
2.896407
Profitability
54.838710
Streak
91.208004
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 19:59
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 965948.0625 814465.5586 151482.504 26375901.7383 30827936.1543 -4452034.416
Total P&L (%) 965.9481 814.4656 151.4825 26375.9017 30827.9362 -4452.0344
Avg Daily Profit (%) 0.3862 0.3257 0.0606 0.2233 0.2295 0
Buy And Hold Return (%) 866.7722 866.7722 866.7722 866.7722 866.7722 866.7722
Max Trade Drawdown -92203 -38729 -95549 -11636248 -4555273 -16777075
Profit Factor 2.6076 4.4087 1.4185 1.6183 2.8964 0.8314
Total Trades 186 93 93 186 93 93
Winning Trades 105 51 54 105 51 54
Losing Trades 81 42 39 81 42 39
Profitability (%) 56.4516 54.8387 58.0645 56.4516 54.8387 58.0645
Ratio Avg Win / Avg Loss 2.0116 3.6307 1.0245 1.2484 2.3853 0.6004
Largest Winning Trade 342488 342488 47443 22212299 22212299 4242307
Largest Losing Trade -29496 -25160 -29496 -4638516 -2798447 -4638516
Avg Bars in Trades 25 23 27 25 23 27
Avg Bars in Winners 30 28 31 30 28 31
Avg Bars in Losers 20 18 22 20 18 22
Bars Traded 4823 2225 2598 4823 2225 2598
Profit Streak 81.208 91.208 81.208 81.208 91.208 81.208
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112527 -147745 -275442 476645 553650 -579202

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473971504,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            965948.0625487568,
            814465.5585834183,
            151482.5039653381,
            26375901.738251667,
            30827936.15425284,
            -4452034.416001169
        ],
        [
            965.948063,
            814.465559,
            151.482504,
            26375.901738,
            30827.936154,
            -4452.034416
        ],
        [
            0.386225,
            0.325656,
            0.060569,
            0.223313,
            0.229541,
            0
        ],
        [
            866.772204,
            866.772204,
            866.772204,
            866.772204,
            866.772204,
            866.772204
        ],
        [
            -92203,
            -38729,
            -95549,
            -11636248,
            -4555273,
            -16777075
        ],
        [
            2.607567,
            4.408736,
            1.418528,
            1.618323,
            2.896407,
            0.83137
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            105,
            51,
            54,
            105,
            51,
            54
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            56.451613,
            54.83871,
            58.064516,
            56.451613,
            54.83871,
            58.064516
        ],
        [
            2.011551,
            3.630724,
            1.024492,
            1.248421,
            2.385276,
            0.600434
        ],
        [
            342488,
            342488,
            47443,
            22212299,
            22212299,
            4242307
        ],
        [
            -29496,
            -25160,
            -29496,
            -4638516,
            -2798447,
            -4638516
        ],
        [
            25,
            23,
            27,
            25,
            23,
            27
        ],
        [
            30,
            28,
            31,
            30,
            28,
            31
        ],
        [
            20,
            18,
            22,
            20,
            18,
            22
        ],
        [
            4823,
            2225,
            2598,
            4823,
            2225,
            2598
        ],
        [
            81.208003,
            91.208003,
            81.208003,
            81.208003,
            91.208004,
            81.208003
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112527,
            -147745,
            -275442,
            476645,
            553650,
            -579202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758473971504,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)