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Trade: XRP/USDT/720/HMA/RMA/8132

Strategy
XRP/USDT/720/HMA/RMA/8132
Pair
XRP_USDT
Interval
12h
Score
626852
Daily Profit
0.274590
Profit Factor
3.334913
Profitability
55.434783
Streak
174.629722
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 06:06
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1212762.2421 992951.3671 219810.875 94922913.4298 77181721.6237 17741191.8061
Total P&L (%) 1212.7622 992.9514 219.8109 94922.9134 77181.7216 17741.1918
Avg Daily Profit (%) 0.485 0.3971 0.0879 0.2746 0.2663 0.2075
Buy And Hold Return (%) 816.7404 816.7404 816.7404 816.7404 816.7404 816.7404
Max Trade Drawdown -99576 -88375 -49649 -13158186 -13158186 -10250387
Profit Factor 3.7163 5.2228 2.0401 3.3349 4.2022 2.0719
Total Trades 92 46 46 92 46 46
Winning Trades 51 24 27 51 24 27
Losing Trades 41 22 19 41 22 19
Profitability (%) 55.4348 52.1739 58.6957 55.4348 52.1739 58.6957
Ratio Avg Win / Avg Loss 2.9876 4.7876 1.4356 2.681 3.852 1.458
Largest Winning Trade 317640 317640 61318 41369051 41369051 8894843
Largest Losing Trade -49649 -38000 -49649 -13158186 -13158186 -9525729
Avg Bars in Trades 52 56 48 52 56 48
Avg Bars in Winners 65 65 65 65 65 65
Avg Bars in Losers 35 46 23 35 46 23
Bars Traded 4819 2595 2224 4819 2595 2224
Profit Streak 174.6297 174.6297 250.6297 174.6297 174.6297 250.6297
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 171441 -79650 -236031 626852 616997 486237

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758510407988,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 15,
            "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": [
        [
            1212762.2420956416,
            992951.3671234336,
            219810.8749722076,
            94922913.42976458,
            77181721.62368473,
            17741191.806079835
        ],
        [
            1212.762242,
            992.951367,
            219.810875,
            94922.91343,
            77181.721624,
            17741.191806
        ],
        [
            0.485008,
            0.397101,
            0.087907,
            0.27459,
            0.266302,
            0.207537
        ],
        [
            816.740422,
            816.740422,
            816.740422,
            816.740422,
            816.740422,
            816.740422
        ],
        [
            -99576,
            -88375,
            -49649,
            -13158186,
            -13158186,
            -10250387
        ],
        [
            3.716303,
            5.222784,
            2.040111,
            3.334913,
            4.202157,
            2.071931
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            55.434783,
            52.173913,
            58.695652,
            55.434783,
            52.173913,
            58.695652
        ],
        [
            2.987616,
            4.787552,
            1.435634,
            2.681009,
            3.851977,
            1.458026
        ],
        [
            317640,
            317640,
            61318,
            41369051,
            41369051,
            8894843
        ],
        [
            -49649,
            -38000,
            -49649,
            -13158186,
            -13158186,
            -9525729
        ],
        [
            52,
            56,
            48,
            52,
            56,
            48
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            35,
            46,
            23,
            35,
            46,
            23
        ],
        [
            4819,
            2595,
            2224,
            4819,
            2595,
            2224
        ],
        [
            174.629722,
            174.629722,
            250.629722,
            174.629722,
            174.629722,
            250.629722
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            171441,
            -79650,
            -236031,
            626852,
            616997,
            486237
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548288000000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758510407988,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 15,
            "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)