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Trade: XRP/USDT/720/HMA/MIDPRICE/5563

Strategy
XRP/USDT/720/HMA/MIDPRICE/5563
Pair
XRP_USDT
Interval
12h
Score
743499
Daily Profit
0.186145
Profit Factor
5.402971
Profitability
75.000000
Streak
521.525353
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-17 03:36
Expiration Time
2025-12-01 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 756254.3424 664754.2576 91500.0847 2630309.1736 10370728.5219 -7740419.3482
Total P&L (%) 756.2543 664.7543 91.5001 2630.3092 10370.7285 -7740.4193
Avg Daily Profit (%) 0.3024 0.2658 0.0366 0.1323 0.1861 0
Buy And Hold Return (%) 900.3621 900.3621 900.3621 900.3621 900.3621 900.3621
Max Trade Drawdown -91950 -61083 -113289 -8547322 -1228026 -8614635
Profit Factor 2.6966 6.1149 1.2898 1.1797 5.403 0.3697
Total Trades 72 36 36 72 36 36
Winning Trades 50 27 23 50 27 23
Losing Trades 22 9 13 22 9 13
Profitability (%) 69.4444 75 63.8889 69.4444 75 63.8889
Ratio Avg Win / Avg Loss 1.1865 2.0383 0.729 0.5191 1.801 0.209
Largest Winning Trade 175278 175278 57070 6441436 6441436 577253
Largest Losing Trade -84489 -45724 -84489 -8547322 -832290 -8547322
Avg Bars in Trades 63 73 54 63 73 54
Avg Bars in Winners 70 62 80 70 62 80
Avg Bars in Losers 47 105 8 47 105 8
Bars Traded 4587 2635 1952 4587 2635 1952
Profit Streak 62.0254 521.5254 0 62.0254 521.5254 0
Trades During Streak 1 7 0 1 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -233251 -144006 -309651 -124083 743499 -578979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758069390499,
    "expiration_time": 1764549792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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": [
        [
            756254.342366668,
            664754.2576389322,
            91500.084727736,
            2630309.1736492254,
            10370728.521882841,
            -7740419.348233615
        ],
        [
            756.254342,
            664.754258,
            91.500085,
            2630.309174,
            10370.728522,
            -7740.419348
        ],
        [
            0.302381,
            0.265795,
            0.036585,
            0.132315,
            0.186145,
            0
        ],
        [
            900.362056,
            900.362056,
            900.362056,
            900.362056,
            900.362056,
            900.362056
        ],
        [
            -91950,
            -61083,
            -113289,
            -8547322,
            -1228026,
            -8614635
        ],
        [
            2.696624,
            6.11491,
            1.289762,
            1.17971,
            5.402971,
            0.369726
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            69.444444,
            75,
            63.888889,
            69.444444,
            75,
            63.888889
        ],
        [
            1.186515,
            2.038303,
            0.728996,
            0.519072,
            1.80099,
            0.208976
        ],
        [
            175278,
            175278,
            57070,
            6441436,
            6441436,
            577253
        ],
        [
            -84489,
            -45724,
            -84489,
            -8547322,
            -832290,
            -8547322
        ],
        [
            63,
            73,
            54,
            63,
            73,
            54
        ],
        [
            70,
            62,
            80,
            70,
            62,
            80
        ],
        [
            47,
            105,
            8,
            47,
            105,
            8
        ],
        [
            4587,
            2635,
            1952,
            4587,
            2635,
            1952
        ],
        [
            62.025353,
            521.525353,
            0,
            62.025353,
            521.525353,
            0
        ],
        [
            1,
            7,
            0,
            1,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -233251,
            -144006,
            -309651,
            -124083,
            743499,
            -578979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758069390499,
    "expiration_time": 1764549792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 187,
            "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)