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Trade: XRP/USDT/720/HMA/MIDPRICE/2709

Strategy
XRP/USDT/720/HMA/MIDPRICE/2709
Pair
XRP_USDT
Interval
12h
Score
715077
Daily Profit
0.188078
Profit Factor
5.397704
Profitability
72.222222
Streak
146.710944
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-07 20:03
Expiration Time
2025-12-21 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748319.8126 646208.776 102111.0367 2667237.2228 10960723.803 -8293486.5802
Total P&L (%) 748.3198 646.2088 102.111 2667.2372 10960.7238 -8293.4866
Avg Daily Profit (%) 0.2988 0.258 0.0408 0.1327 0.1881 0
Buy And Hold Return (%) 798.5822 798.5822 798.5822 798.5822 798.5822 798.5822
Max Trade Drawdown -100685 -82541 -118599 -9928632 -1172411 -9761708
Profit Factor 2.6802 5.4531 1.3401 1.1778 5.3977 0.3371
Total Trades 73 36 37 73 36 37
Winning Trades 49 26 23 49 26 23
Losing Trades 24 10 14 24 10 14
Profitability (%) 67.1233 72.2222 62.1622 67.1233 72.2222 62.1622
Ratio Avg Win / Avg Loss 1.3128 2.0974 0.8157 0.5769 2.076 0.2052
Largest Winning Trade 171232 171232 54526 7223247 7223247 454616
Largest Losing Trade -84489 -47063 -84489 -9667016 -889332 -9667016
Avg Bars in Trades 64 72 57 64 72 57
Avg Bars in Winners 68 59 78 68 59 78
Avg Bars in Losers 56 104 23 56 104 23
Bars Traded 4725 2598 2128 4725 2598 2128
Profit Streak 82.7109 146.7109 82.7109 82.7109 146.7109 82.7109
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -225712 -145276 -303420 -117761 715077 -578637
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1550664000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856625543,
    "expiration_time": 1766330064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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": [
        [
            748319.8126325867,
            646208.7759747592,
            102111.0366578278,
            2667237.222842695,
            10960723.80303664,
            -8293486.580193943
        ],
        [
            748.319813,
            646.208776,
            102.111037,
            2667.237223,
            10960.723803,
            -8293.48658
        ],
        [
            0.29879,
            0.258019,
            0.040771,
            0.132667,
            0.188078,
            0
        ],
        [
            798.582202,
            798.582202,
            798.582202,
            798.582202,
            798.582202,
            798.582202
        ],
        [
            -100685,
            -82541,
            -118599,
            -9928632,
            -1172411,
            -9761708
        ],
        [
            2.680215,
            5.453125,
            1.340078,
            1.177782,
            5.397704,
            0.337075
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            67.123288,
            72.222222,
            62.162162,
            67.123288,
            72.222222,
            62.162162
        ],
        [
            1.312758,
            2.097356,
            0.815699,
            0.576873,
            2.07604,
            0.205176
        ],
        [
            171232,
            171232,
            54526,
            7223247,
            7223247,
            454616
        ],
        [
            -84489,
            -47063,
            -84489,
            -9667016,
            -889332,
            -9667016
        ],
        [
            64,
            72,
            57,
            64,
            72,
            57
        ],
        [
            68,
            59,
            78,
            68,
            59,
            78
        ],
        [
            56,
            104,
            23,
            56,
            104,
            23
        ],
        [
            4725,
            2598,
            2128,
            4725,
            2598,
            2128
        ],
        [
            82.710944,
            146.710944,
            82.710944,
            82.710944,
            146.710944,
            82.710944
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -225712,
            -145276,
            -303420,
            -117761,
            715077,
            -578637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1550664000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759856625543,
    "expiration_time": 1766330064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 167,
            "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)