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Trade: XRP/USDT/720/HMA/MIDPRICE/3420

Strategy
XRP/USDT/720/HMA/MIDPRICE/3420
Pair
XRP_USDT
Interval
12h
Score
793767
Daily Profit
0.292957
Profit Factor
28.315896
Profitability
75.757576
Streak
445.618008
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 17:49
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1105908.6092 858016.7719 247891.8373 168609801.2039 150120608.427 18489192.7769
Total P&L (%) 1105.9086 858.0168 247.8918 168609.8012 150120.6084 18489.1928
Avg Daily Profit (%) 0.4423 0.3431 0.0991 0.2976 0.293 0.2092
Buy And Hold Return (%) 881.028 881.028 881.028 881.028 881.028 881.028
Max Trade Drawdown -85062 -81542 -67162 -10263601 -2619220 -10263601
Profit Factor 5.0803 7.2865 2.8424 8.6737 28.3159 2.1221
Total Trades 66 33 33 66 33 33
Winning Trades 50 25 25 50 25 25
Losing Trades 16 8 8 16 8 8
Profitability (%) 75.7576 75.7576 75.7576 75.7576 75.7576 75.7576
Ratio Avg Win / Avg Loss 1.6257 2.3317 0.9096 2.7756 9.0611 0.6791
Largest Winning Trade 187004 187004 58742 66249954 66249954 13540734
Largest Losing Trade -67162 -43200 -67162 -10263601 -1228425 -10263601
Avg Bars in Trades 69 79 58 69 79 58
Avg Bars in Winners 74 75 72 74 75 72
Avg Bars in Losers 53 91 15 53 91 15
Bars Traded 4560 2620 1940 4560 2620 1940
Profit Streak 285.118 445.618 285.118 285.118 445.618 285.118
Trades During Streak 5 5 2 5 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -192173 -143299 -219470 -106368 793767 491654

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515795870,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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": [
        [
            1105908.6092318145,
            858016.7719092108,
            247891.8373226034,
            168609801.20388377,
            150120608.42695105,
            18489192.77693273
        ],
        [
            1105.908609,
            858.016772,
            247.891837,
            168609.801204,
            150120.608427,
            18489.192777
        ],
        [
            0.442275,
            0.343138,
            0.099137,
            0.297613,
            0.292957,
            0.209183
        ],
        [
            881.027952,
            881.027952,
            881.027952,
            881.027952,
            881.027952,
            881.027952
        ],
        [
            -85062,
            -81542,
            -67162,
            -10263601,
            -2619220,
            -10263601
        ],
        [
            5.080314,
            7.286541,
            2.842371,
            8.673725,
            28.315896,
            2.122146
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            16,
            8,
            8,
            16,
            8,
            8
        ],
        [
            75.757576,
            75.757576,
            75.757576,
            75.757576,
            75.757576,
            75.757576
        ],
        [
            1.6257,
            2.331693,
            0.909559,
            2.775592,
            9.061087,
            0.679087
        ],
        [
            187004,
            187004,
            58742,
            66249954,
            66249954,
            13540734
        ],
        [
            -67162,
            -43200,
            -67162,
            -10263601,
            -1228425,
            -10263601
        ],
        [
            69,
            79,
            58,
            69,
            79,
            58
        ],
        [
            74,
            75,
            72,
            74,
            75,
            72
        ],
        [
            53,
            91,
            15,
            53,
            91,
            15
        ],
        [
            4560,
            2620,
            1940,
            4560,
            2620,
            1940
        ],
        [
            285.118008,
            445.618008,
            285.118008,
            285.118008,
            445.618008,
            285.118008
        ],
        [
            5,
            5,
            2,
            5,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -192173,
            -143299,
            -219470,
            -106368,
            793767,
            491654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515795870,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 141,
            "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)