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Trade: XRP/USDT/720/HMA/MIDPOINT/2664

Strategy
XRP/USDT/720/HMA/MIDPOINT/2664
Pair
XRP_USDT
Interval
12h
Score
535420
Daily Profit
0.262173
Profit Factor
2.889733
Profitability
51.020408
Streak
78.931898
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 13:21
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1115848.5666 908034.0887 207814.4779 60964179.6508 69618692.0695 -8654512.4187
Total P&L (%) 1115.8486 908.0341 207.8145 60964.1797 69618.6921 -8654.5124
Avg Daily Profit (%) 0.4463 0.3631 0.0831 0.2569 0.2622 0
Buy And Hold Return (%) 844.9373 844.9373 844.9373 844.9373 844.9373 844.9373
Max Trade Drawdown -76239 -80262 -47515 -56204143 -25193653 -32880752
Profit Factor 3.6564 4.7732 2.1584 1.7951 2.8897 0.7828
Total Trades 99 49 50 99 49 50
Winning Trades 55 25 30 55 25 30
Losing Trades 44 24 20 44 24 20
Profitability (%) 55.5556 51.0204 60 55.5556 51.0204 60
Ratio Avg Win / Avg Loss 2.9251 4.5823 1.4389 1.4361 2.7741 0.5218
Largest Winning Trade 386525 386525 44688 69026096 69026096 13293321
Largest Losing Trade -47515 -32220 -47515 -20564394 -9484498 -20564394
Avg Bars in Trades 47 55 38 47 55 38
Avg Bars in Winners 60 68 54 60 68 54
Avg Bars in Losers 30 42 16 30 42 16
Bars Traded 4670 2722 1948 4670 2722 1948
Profit Streak 73.4319 78.9319 73.4319 73.4319 78.9319 73.4319
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47124 -124697 -422978 459623 535420 -758979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758363716021,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 78,
            "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": [
        [
            1115848.566576929,
            908034.0887127736,
            207814.4778641561,
            60964179.65083853,
            69618692.06951553,
            -8654512.418676987
        ],
        [
            1115.848567,
            908.034089,
            207.814478,
            60964.179651,
            69618.69207,
            -8654.512419
        ],
        [
            0.44625,
            0.363141,
            0.083109,
            0.256858,
            0.262173,
            0
        ],
        [
            844.93727,
            844.93727,
            844.93727,
            844.93727,
            844.93727,
            844.93727
        ],
        [
            -76239,
            -80262,
            -47515,
            -56204143,
            -25193653,
            -32880752
        ],
        [
            3.656435,
            4.773241,
            2.158361,
            1.795066,
            2.889733,
            0.782756
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            55.555556,
            51.020408,
            60,
            55.555556,
            51.020408,
            60
        ],
        [
            2.925148,
            4.582311,
            1.438908,
            1.436052,
            2.774144,
            0.521837
        ],
        [
            386525,
            386525,
            44688,
            69026096,
            69026096,
            13293321
        ],
        [
            -47515,
            -32220,
            -47515,
            -20564394,
            -9484498,
            -20564394
        ],
        [
            47,
            55,
            38,
            47,
            55,
            38
        ],
        [
            60,
            68,
            54,
            60,
            68,
            54
        ],
        [
            30,
            42,
            16,
            30,
            42,
            16
        ],
        [
            4670,
            2722,
            1948,
            4670,
            2722,
            1948
        ],
        [
            73.431898,
            78.931898,
            73.431898,
            73.431898,
            78.931898,
            73.431898
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47124,
            -124697,
            -422978,
            459623,
            535420,
            -758979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1551441600000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758363716021,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 78,
            "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)