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Trade: XRP/USDT/720/HMA/MIDPRICE/5115

Strategy
XRP/USDT/720/HMA/MIDPRICE/5115
Pair
XRP_USDT
Interval
12h
Score
689699
Daily Profit
0.203915
Profit Factor
9.294175
Profitability
65.625000
Streak
123.309775
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-14 10:26
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 1049377.1718 861831.4655 187545.7063 14635697.9109 16199422.8227 -1563724.9118
Total P&L (%) 1049.3772 861.8315 187.5457 14635.6979 16199.4228 -1563.7249
Avg Daily Profit (%) 0.4197 0.3447 0.075 0.1999 0.2039 0
Buy And Hold Return (%) 876.3725 876.3725 876.3725 876.3725 876.3725 876.3725
Max Trade Drawdown -87713 -80295 -87713 -3233765 -1011716 -3933162
Profit Factor 4.0498 6.8329 1.9553 2.7847 9.2942 0.7497
Total Trades 64 32 32 64 32 32
Winning Trades 42 21 21 42 21 21
Losing Trades 22 11 11 22 11 11
Profitability (%) 65.625 65.625 65.625 65.625 65.625 65.625
Ratio Avg Win / Avg Loss 2.1213 3.5792 1.0242 1.4587 4.8684 0.3927
Largest Winning Trade 345719 345719 59341 7404408 7404408 1530693
Largest Losing Trade -87713 -37982 -87713 -3233765 -447991 -3233765
Avg Bars in Trades 70 80 60 70 80 60
Avg Bars in Winners 76 78 74 76 78 74
Avg Bars in Losers 58 83 33 58 83 33
Bars Traded 4489 2568 1921 4489 2568 1921
Profit Streak 123.3098 123.3098 192.3098 123.3098 123.3098 192.3098
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -227863 -145416 -253394 -128275 689699 -578195

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": 1551182400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757834764530,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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": [
        [
            1049377.1718322264,
            861831.4655453055,
            187545.7062869212,
            14635697.910884928,
            16199422.822657537,
            -1563724.9117726071
        ],
        [
            1049.377172,
            861.831466,
            187.545706,
            14635.697911,
            16199.422823,
            -1563.724912
        ],
        [
            0.419667,
            0.344664,
            0.075003,
            0.199874,
            0.203915,
            0
        ],
        [
            876.372481,
            876.372481,
            876.372481,
            876.372481,
            876.372481,
            876.372481
        ],
        [
            -87713,
            -80295,
            -87713,
            -3233765,
            -1011716,
            -3933162
        ],
        [
            4.049799,
            6.832942,
            1.955266,
            2.78474,
            9.294175,
            0.749698
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            65.625,
            65.625,
            65.625,
            65.625,
            65.625,
            65.625
        ],
        [
            2.121323,
            3.57916,
            1.024187,
            1.458673,
            4.868377,
            0.392699
        ],
        [
            345719,
            345719,
            59341,
            7404408,
            7404408,
            1530693
        ],
        [
            -87713,
            -37982,
            -87713,
            -3233765,
            -447991,
            -3233765
        ],
        [
            70,
            80,
            60,
            70,
            80,
            60
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            58,
            83,
            33,
            58,
            83,
            33
        ],
        [
            4489,
            2568,
            1921,
            4489,
            2568,
            1921
        ],
        [
            123.309775,
            123.309775,
            192.309775,
            123.309775,
            123.309775,
            192.309775
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -227863,
            -145416,
            -253394,
            -128275,
            689699,
            -578195
        ]
    ]
}
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": 1551182400000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757834764530,
    "expiration_time": 1764289296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 137,
            "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)