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Trade: XRP/USDT/720/HMA/HMA/3866

Strategy
XRP/USDT/720/HMA/HMA/3866
Pair
XRP_USDT
Interval
12h
Score
473664
Daily Profit
0.180264
Profit Factor
2.188364
Profitability
54.545455
Streak
99.850496
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 11:24
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 834257.7561 781682.9944 52574.7617 3869627.0936 8932743.418 -5063116.3244
Total P&L (%) 834.2578 781.683 52.5748 3869.6271 8932.7434 -5063.1163
Avg Daily Profit (%) 0.3336 0.3126 0.021 0.1473 0.1803 0
Buy And Hold Return (%) 841.426 841.426 841.426 841.426 841.426 841.426
Max Trade Drawdown -120624 -64339 -104248 -8421312 -3183243 -7136432
Profit Factor 2.825 5.1716 1.1949 1.2156 2.1884 0.5144
Total Trades 65 33 32 65 33 32
Winning Trades 32 18 14 32 18 14
Losing Trades 33 15 18 33 15 18
Profitability (%) 49.2308 54.5455 43.75 49.2308 54.5455 43.75
Ratio Avg Win / Avg Loss 2.9133 4.3096 1.5363 1.2536 1.8236 0.6614
Largest Winning Trade 305174 305174 60365 8369426 8369426 1356253
Largest Losing Trade -45418 -28021 -45418 -4283968 -1520767 -4283968
Avg Bars in Trades 72 77 68 72 77 68
Avg Bars in Winners 85 84 86 85 84 86
Avg Bars in Losers 60 67 54 60 67 54
Bars Traded 4728 2544 2184 4728 2544 2184
Profit Streak 66.8505 99.8505 0 66.8505 99.8505 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -286945 -147732 -338025 -133812 473664 -583240

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757319882816,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "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": [
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            781682.9943858417,
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            8932743.418012636,
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        ],
        [
            834.257756,
            781.682994,
            52.574762,
            3869.627094,
            8932.743418,
            -5063.116324
        ],
        [
            0.333636,
            0.312611,
            0.021026,
            0.147329,
            0.180264,
            0
        ],
        [
            841.425981,
            841.425981,
            841.425981,
            841.425981,
            841.425981,
            841.425981
        ],
        [
            -120624,
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            -104248,
            -8421312,
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            -7136432
        ],
        [
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            5.171557,
            1.194912,
            1.215648,
            2.188364,
            0.514439
        ],
        [
            65,
            33,
            32,
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        ],
        [
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            14,
            32,
            18,
            14
        ],
        [
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            33,
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            18
        ],
        [
            49.230769,
            54.545455,
            43.75,
            49.230769,
            54.545455,
            43.75
        ],
        [
            2.913315,
            4.30963,
            1.536316,
            1.253637,
            1.823637,
            0.661421
        ],
        [
            305174,
            305174,
            60365,
            8369426,
            8369426,
            1356253
        ],
        [
            -45418,
            -28021,
            -45418,
            -4283968,
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            -4283968
        ],
        [
            72,
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            68,
            72,
            77,
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        ],
        [
            85,
            84,
            86,
            85,
            84,
            86
        ],
        [
            60,
            67,
            54,
            60,
            67,
            54
        ],
        [
            4728,
            2544,
            2184,
            4728,
            2544,
            2184
        ],
        [
            66.850495,
            99.850495,
            0,
            66.850496,
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            0
        ],
        [
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        ],
        [
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            1.45,
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        [
            -286945,
            -147732,
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            -133812,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757319882816,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "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)