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Trade: XRP/USDT/720/HMA/HMA/1382

Strategy
XRP/USDT/720/HMA/HMA/1382
Pair
XRP_USDT
Interval
12h
Score
502444
Daily Profit
0.177009
Profit Factor
2.946044
Profitability
48.717949
Streak
169.025515
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-20 03:36
Expiration Time
2025-12-04 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 831457.8661 768012.0133 63445.8528 3492652.4528 8235280.868 -4742628.4152
Total P&L (%) 831.4579 768.012 63.4459 3492.6525 8235.2809 -4742.6284
Avg Daily Profit (%) 0.3325 0.3071 0.0254 0.1433 0.177 0
Buy And Hold Return (%) 841.7228 841.7228 841.7228 841.7228 841.7228 841.7228
Max Trade Drawdown -104273 -62545 -83323 -6876288 -1982277 -6241293
Profit Factor 2.7462 4.7678 1.233 1.284 2.946 0.4119
Total Trades 78 39 39 78 39 39
Winning Trades 39 19 20 39 19 20
Losing Trades 39 20 19 39 20 19
Profitability (%) 50 48.7179 51.2821 50 48.7179 51.2821
Ratio Avg Win / Avg Loss 2.7462 5.0188 1.1713 1.284 3.1011 0.3913
Largest Winning Trade 336813 336813 47121 7384629 7384629 459564
Largest Losing Trade -52810 -25765 -52810 -4535986 -1298898 -4535986
Avg Bars in Trades 61 63 59 61 63 59
Avg Bars in Winners 76 78 74 76 78 74
Avg Bars in Losers 46 49 44 46 49 44
Bars Traded 4810 2477 2333 4810 2477 2333
Profit Streak 0 169.0255 0 0 169.0255 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -190145 -148710 -324899 -42198 502444 -580591

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758328604520,
    "expiration_time": 1764808992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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": [
        [
            831457.8661158867,
            768012.0132669586,
            63445.8528489281,
            3492652.452793328,
            8235280.8679836495,
            -4742628.415190321
        ],
        [
            831.457866,
            768.012013,
            63.445853,
            3492.652453,
            8235.280868,
            -4742.628415
        ],
        [
            0.33245,
            0.307082,
            0.025368,
            0.143304,
            0.177009,
            0
        ],
        [
            841.722813,
            841.722813,
            841.722813,
            841.722813,
            841.722813,
            841.722813
        ],
        [
            -104273,
            -62545,
            -83323,
            -6876288,
            -1982277,
            -6241293
        ],
        [
            2.74617,
            4.767821,
            1.232977,
            1.284049,
            2.946044,
            0.411888
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            50,
            48.717949,
            51.282051,
            50,
            48.717949,
            51.282051
        ],
        [
            2.74617,
            5.018759,
            1.171328,
            1.284049,
            3.101099,
            0.391293
        ],
        [
            336813,
            336813,
            47121,
            7384629,
            7384629,
            459564
        ],
        [
            -52810,
            -25765,
            -52810,
            -4535986,
            -1298898,
            -4535986
        ],
        [
            61,
            63,
            59,
            61,
            63,
            59
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            46,
            49,
            44,
            46,
            49,
            44
        ],
        [
            4810,
            2477,
            2333,
            4810,
            2477,
            2333
        ],
        [
            0,
            169.025515,
            0,
            0,
            169.025515,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190145,
            -148710,
            -324899,
            -42198,
            502444,
            -580591
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758328604520,
    "expiration_time": 1764808992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 105,
            "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)