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Trade: XRP/USDT/720/HMA/MIDPOINT/9140

Strategy
XRP/USDT/720/HMA/MIDPOINT/9140
Pair
XRP_USDT
Interval
12h
Score
310797
Daily Profit
0.194084
Profit Factor
1.323313
Profitability
50.862069
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 11:35
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 981501.4014 853863.3791 127638.0223 12653221.1982 24437676.6037 -11784455.4056
Total P&L (%) 981.5014 853.8634 127.638 12653.2212 24437.6766 -11784.4554
Avg Daily Profit (%) 0.3925 0.3415 0.051 0.1941 0.2203 0
Buy And Hold Return (%) 936.6275 936.6275 936.6275 936.6275 936.6275 936.6275
Max Trade Drawdown -86445 -40062 -78379 -17039861 -8336147 -17042489
Profit Factor 3.0015 4.8475 1.4754 1.3233 2.6577 0.5169
Total Trades 116 58 58 116 58 58
Winning Trades 59 27 32 59 27 32
Losing Trades 57 31 26 57 31 26
Profitability (%) 50.8621 46.5517 55.1724 50.8621 46.5517 55.1724
Ratio Avg Win / Avg Loss 2.8997 5.5656 1.1988 1.2785 3.0514 0.42
Largest Winning Trade 368915 368915 45691 21378309 21378309 1403042
Largest Losing Trade -66783 -40062 -66783 -8724760 -8336147 -8724760
Avg Bars in Trades 41 45 37 41 45 37
Avg Bars in Winners 56 65 48 56 65 48
Avg Bars in Losers 26 28 23 26 28 23
Bars Traded 4817 2652 2165 4817 2652 2165
Profit Streak 0 90.8577 0 0 90.8577 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135036 -329685 -468752 310797 -167556 -760162

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": 1549454400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758357303955,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 25,
            "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": [
        [
            981501.4014029393,
            853863.3790973967,
            127638.0223055425,
            12653221.19815938,
            24437676.603743717,
            -11784455.405584332
        ],
        [
            981.501401,
            853.863379,
            127.638022,
            12653.221198,
            24437.676604,
            -11784.455406
        ],
        [
            0.392522,
            0.341477,
            0.051045,
            0.194084,
            0.22031,
            0
        ],
        [
            936.627505,
            936.627505,
            936.627505,
            936.627505,
            936.627505,
            936.627505
        ],
        [
            -86445,
            -40062,
            -78379,
            -17039861,
            -8336147,
            -17042489
        ],
        [
            3.001475,
            4.847475,
            1.475444,
            1.323313,
            2.657658,
            0.516909
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            50.862069,
            46.551724,
            55.172414,
            50.862069,
            46.551724,
            55.172414
        ],
        [
            2.89973,
            5.565619,
            1.198798,
            1.278455,
            3.051385,
            0.419989
        ],
        [
            368915,
            368915,
            45691,
            21378309,
            21378309,
            1403042
        ],
        [
            -66783,
            -40062,
            -66783,
            -8724760,
            -8336147,
            -8724760
        ],
        [
            41,
            45,
            37,
            41,
            45,
            37
        ],
        [
            56,
            65,
            48,
            56,
            65,
            48
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            4817,
            2652,
            2165,
            4817,
            2652,
            2165
        ],
        [
            0,
            90.857685,
            0,
            0,
            90.857685,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135036,
            -329685,
            -468752,
            310797,
            -167556,
            -760162
        ]
    ]
}
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": 1549454400000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758357303955,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 25,
            "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)