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Trade: XRP/USDT/720/HMA/MIDPOINT/3146

Strategy
XRP/USDT/720/HMA/MIDPOINT/3146
Pair
XRP_USDT
Interval
12h
Score
786282
Daily Profit
0.258686
Profit Factor
20.770592
Profitability
76.470588
Streak
93.205777
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 19:56
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 889430.337 741394.8908 148035.4462 7059543.778 63729810.6091 -56670266.8312
Total P&L (%) 889.4303 741.3949 148.0354 7059.5438 63729.8106 -56670.2668
Avg Daily Profit (%) 0.3558 0.2966 0.0592 0.171 0.2587 0
Buy And Hold Return (%) 891.9026 891.9026 891.9026 891.9026 891.9026 891.9026
Max Trade Drawdown -102334 -51170 -115651 -62687897 -1676194 -71350148
Profit Factor 3.4209 8.2348 1.5588 1.0906 20.7706 0.2415
Total Trades 68 34 34 68 34 34
Winning Trades 50 26 24 50 26 24
Losing Trades 18 8 10 18 8 10
Profitability (%) 73.5294 76.4706 70.5882 73.5294 76.4706 70.5882
Ratio Avg Win / Avg Loss 1.2315 2.5338 0.6495 0.3926 6.391 0.1006
Largest Winning Trade 159763 159763 63291 35038782 35038782 4519707
Largest Losing Trade -90355 -42762 -90355 -62154327 -1375929 -62154327
Avg Bars in Trades 67 78 56 67 78 56
Avg Bars in Winners 68 64 73 68 64 73
Avg Bars in Losers 64 125 16 64 125 16
Bars Traded 4588 2673 1915 4588 2673 1915
Profit Streak 55.7058 93.2058 0 55.7058 93.2058 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -260865 -143612 -276981 -224654 786282 -578126

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757264179098,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "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": [
        [
            889430.3370442413,
            741394.8908045408,
            148035.4462397001,
            7059543.777966468,
            63729810.60914782,
            -56670266.83118134
        ],
        [
            889.430337,
            741.394891,
            148.035446,
            7059.543778,
            63729.810609,
            -56670.266831
        ],
        [
            0.355772,
            0.296558,
            0.059214,
            0.170987,
            0.258686,
            0
        ],
        [
            891.902556,
            891.902556,
            891.902556,
            891.902556,
            891.902556,
            891.902556
        ],
        [
            -102334,
            -51170,
            -115651,
            -62687897,
            -1676194,
            -71350148
        ],
        [
            3.420857,
            8.234793,
            1.558779,
            1.09058,
            20.770592,
            0.241503
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            73.529412,
            76.470588,
            70.588235,
            73.529412,
            76.470588,
            70.588235
        ],
        [
            1.231509,
            2.533782,
            0.649491,
            0.392609,
            6.390951,
            0.100626
        ],
        [
            159763,
            159763,
            63291,
            35038782,
            35038782,
            4519707
        ],
        [
            -90355,
            -42762,
            -90355,
            -62154327,
            -1375929,
            -62154327
        ],
        [
            67,
            78,
            56,
            67,
            78,
            56
        ],
        [
            68,
            64,
            73,
            68,
            64,
            73
        ],
        [
            64,
            125,
            16,
            64,
            125,
            16
        ],
        [
            4588,
            2673,
            1915,
            4588,
            2673,
            1915
        ],
        [
            55.705776,
            93.205776,
            0,
            55.705777,
            93.205777,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -260865,
            -143612,
            -276981,
            -224654,
            786282,
            -578126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757264179098,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 192,
            "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)