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Trade: XRP/USDT/720/HMA/MIDPOINT/4433

Strategy
XRP/USDT/720/HMA/MIDPOINT/4433
Pair
XRP_USDT
Interval
12h
Score
797026
Daily Profit
0.315986
Profit Factor
32.511483
Profitability
78.125000
Streak
282.275638
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 09:36
Expiration Time
2025-11-28 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1156806.8561 891982.6544 264824.2017 244756282.881 266619348.7971 -21863065.9161
Total P&L (%) 1156.8069 891.9827 264.8242 244756.2829 266619.3488 -21863.0659
Avg Daily Profit (%) 0.4626 0.3567 0.1059 0.3126 0.316 0
Buy And Hold Return (%) 924.1901 924.1901 924.1901 924.1901 924.1901 924.1901
Max Trade Drawdown -74746 -77120 -66822 -59527082 -5318501 -66164743
Profit Factor 5.3314 8.7098 2.7494 3.6825 32.5115 0.7359
Total Trades 64 32 32 64 32 32
Winning Trades 47 25 22 47 25 22
Losing Trades 17 7 10 17 7 10
Profitability (%) 73.4375 78.125 68.75 73.4375 78.125 68.75
Ratio Avg Win / Avg Loss 1.9284 2.4388 1.2497 1.332 9.1032 0.3345
Largest Winning Trade 168423 168423 64477 105753241 105753241 18175640
Largest Losing Trade -66822 -43341 -66822 -38324842 -2655909 -38324842
Avg Bars in Trades 72 80 63 72 80 63
Avg Bars in Winners 82 79 86 82 79 86
Avg Bars in Losers 43 85 14 43 85 14
Bars Traded 4624 2587 2037 4624 2587 2037
Profit Streak 282.2756 282.2756 286.7756 282.2756 282.2756 286.7756
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -208242 -143290 -209871 -124373 797026 -577411

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757831815128,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "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": [
        [
            1156806.8561477738,
            891982.6544164794,
            264824.2017312941,
            244756282.88098016,
            266619348.79707178,
            -21863065.916091632
        ],
        [
            1156.806856,
            891.982654,
            264.824202,
            244756.282881,
            266619.348797,
            -21863.065916
        ],
        [
            0.46263,
            0.356722,
            0.105908,
            0.312555,
            0.315986,
            0
        ],
        [
            924.190079,
            924.190079,
            924.190079,
            924.190079,
            924.190079,
            924.190079
        ],
        [
            -74746,
            -77120,
            -66822,
            -59527082,
            -5318501,
            -66164743
        ],
        [
            5.331383,
            8.709829,
            2.749384,
            3.68251,
            32.511483,
            0.735891
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            17,
            7,
            10,
            17,
            7,
            10
        ],
        [
            73.4375,
            78.125,
            68.75,
            73.4375,
            78.125,
            68.75
        ],
        [
            1.928372,
            2.438752,
            1.24972,
            1.331972,
            9.103215,
            0.334496
        ],
        [
            168423,
            168423,
            64477,
            105753241,
            105753241,
            18175640
        ],
        [
            -66822,
            -43341,
            -66822,
            -38324842,
            -2655909,
            -38324842
        ],
        [
            72,
            80,
            63,
            72,
            80,
            63
        ],
        [
            82,
            79,
            86,
            82,
            79,
            86
        ],
        [
            43,
            85,
            14,
            43,
            85,
            14
        ],
        [
            4624,
            2587,
            2037,
            4624,
            2587,
            2037
        ],
        [
            282.275638,
            282.275638,
            286.775638,
            282.275638,
            282.275638,
            286.775638
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -208242,
            -143290,
            -209871,
            -124373,
            797026,
            -577411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757831815128,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 148,
            "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)