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Trade: XRP/USDT/720/HMA/HL2/3154

Strategy
XRP/USDT/720/HMA/HL2/3154
Pair
XRP_USDT
Interval
12h
Score
313407
Daily Profit
0.159549
Profit Factor
1.225808
Profitability
38.165680
Streak
19.215482
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 08:10
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760367.7275 678441.5966 81926.1309 5285721.7746 6659755.4395 -1374033.6649
Total P&L (%) 760.3677 678.4416 81.9261 5285.7218 6659.7554 -1374.0337
Avg Daily Profit (%) 0.3041 0.2713 0.0328 0.1595 0.1687 0
Buy And Hold Return (%) 735.8979 735.8979 735.8979 735.8979 735.8979 735.8979
Max Trade Drawdown -119310 -70198 -72727 -4293655 -1996465 -3091505
Profit Factor 1.4959 1.9304 1.1019 1.2258 1.6492 0.8955
Total Trades 676 338 338 676 338 338
Winning Trades 258 124 134 258 124 134
Losing Trades 418 214 204 418 214 204
Profitability (%) 38.1657 36.6864 39.645 38.1657 36.6864 39.645
Ratio Avg Win / Avg Loss 2.4235 3.3315 1.6775 1.986 2.8462 1.3633
Largest Winning Trade 176263 176263 48745 2557113 2557113 1125900
Largest Losing Trade -33448 -29660 -33448 -1594474 -820993 -1594474
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 11 11 11 11 11 11
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 4953 2469 2484 4953 2469 2484
Profit Streak 19.2155 19.2155 21.7155 19.2155 19.2155 21.7155
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143841 -156593 -424244 313407 279496 -581098

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085817678,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            760367.7275119367,
            678441.5966140154,
            81926.1308979223,
            5285721.77459451,
            6659755.439458427,
            -1374033.664863915
        ],
        [
            760.367728,
            678.441597,
            81.926131,
            5285.721775,
            6659.755439,
            -1374.033665
        ],
        [
            0.304086,
            0.271322,
            0.032764,
            0.159549,
            0.168651,
            0
        ],
        [
            735.897862,
            735.897862,
            735.897862,
            735.897862,
            735.897862,
            735.897862
        ],
        [
            -119310,
            -70198,
            -72727,
            -4293655,
            -1996465,
            -3091505
        ],
        [
            1.495873,
            1.930419,
            1.101871,
            1.225808,
            1.649173,
            0.895504
        ],
        [
            676,
            338,
            338,
            676,
            338,
            338
        ],
        [
            258,
            124,
            134,
            258,
            124,
            134
        ],
        [
            418,
            214,
            204,
            418,
            214,
            204
        ],
        [
            38.16568,
            36.686391,
            39.64497,
            38.16568,
            36.686391,
            39.64497
        ],
        [
            2.423546,
            3.331529,
            1.677475,
            1.985999,
            2.846153,
            1.363305
        ],
        [
            176263,
            176263,
            48745,
            2557113,
            2557113,
            1125900
        ],
        [
            -33448,
            -29660,
            -33448,
            -1594474,
            -820993,
            -1594474
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            4953,
            2469,
            2484,
            4953,
            2469,
            2484
        ],
        [
            19.215482,
            19.215482,
            21.715482,
            19.215482,
            19.215482,
            21.715482
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143841,
            -156593,
            -424244,
            313407,
            279496,
            -581098
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1543536000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085817678,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)