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Trade: XRP/USDT/720/HMA/MIDPRICE/5804

Strategy
XRP/USDT/720/HMA/MIDPRICE/5804
Pair
XRP_USDT
Interval
12h
Score
661110
Daily Profit
0.155744
Profit Factor
4.881236
Profitability
69.444444
Streak
527.117426
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 17:49
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678812.271 621680.1557 57132.1153 770635.9675 4797679.8173 -4027043.8498
Total P&L (%) 678.8123 621.6802 57.1321 770.636 4797.6798 -4027.0439
Avg Daily Profit (%) 0.2715 0.2486 0.0228 0.0866 0.1557 0
Buy And Hold Return (%) 851.0469 851.0469 851.0469 851.0469 851.0469 851.0469
Max Trade Drawdown -91950 -71562 -113289 -4326225 -689074 -4463905
Profit Factor 2.4809 5.3992 1.1802 1.105 4.8812 0.3405
Total Trades 72 36 36 72 36 36
Winning Trades 48 25 23 48 25 23
Losing Trades 24 11 13 24 11 13
Profitability (%) 66.6667 69.4444 63.8889 66.6667 69.4444 63.8889
Ratio Avg Win / Avg Loss 1.2405 2.3757 0.6671 0.5525 2.1477 0.1925
Largest Winning Trade 166791 166791 58118 2993338 2993338 231540
Largest Losing Trade -90355 -48919 -90355 -4326225 -428580 -4326225
Avg Bars in Trades 63 72 54 63 72 54
Avg Bars in Winners 69 62 77 69 62 77
Avg Bars in Losers 52 96 15 52 96 15
Bars Traded 4587 2612 1975 4587 2612 1975
Profit Streak 67.6174 527.1174 0 67.6174 527.1174 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -234292 -145331 -350295 -430251 661110 -578979

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552545578,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "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": [
        [
            678812.2709607111,
            621680.1557056993,
            57132.1152550118,
            770635.9675256719,
            4797679.817338999,
            -4027043.8498133277
        ],
        [
            678.812271,
            621.680156,
            57.132115,
            770.635968,
            4797.679817,
            -4027.04385
        ],
        [
            0.271471,
            0.248622,
            0.022848,
            0.086582,
            0.155744,
            0
        ],
        [
            851.046859,
            851.046859,
            851.046859,
            851.046859,
            851.046859,
            851.046859
        ],
        [
            -91950,
            -71562,
            -113289,
            -4326225,
            -689074,
            -4463905
        ],
        [
            2.480943,
            5.399228,
            1.1802,
            1.104953,
            4.881236,
            0.340534
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            66.666667,
            69.444444,
            63.888889,
            66.666667,
            69.444444,
            63.888889
        ],
        [
            1.240472,
            2.37566,
            0.667069,
            0.552477,
            2.147744,
            0.192476
        ],
        [
            166791,
            166791,
            58118,
            2993338,
            2993338,
            231540
        ],
        [
            -90355,
            -48919,
            -90355,
            -4326225,
            -428580,
            -4326225
        ],
        [
            63,
            72,
            54,
            63,
            72,
            54
        ],
        [
            69,
            62,
            77,
            69,
            62,
            77
        ],
        [
            52,
            96,
            15,
            52,
            96,
            15
        ],
        [
            4587,
            2612,
            1975,
            4587,
            2612,
            1975
        ],
        [
            67.617426,
            527.117426,
            0,
            67.617426,
            527.117426,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -234292,
            -145331,
            -350295,
            -430251,
            661110,
            -578979
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552545578,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "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)