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Trade: XRP/USDT/720/HMA/SMA/7334

Strategy
XRP/USDT/720/HMA/SMA/7334
Pair
XRP_USDT
Interval
12h
Score
598208
Daily Profit
0.230803
Profit Factor
5.592877
Profitability
48.717949
Streak
117.505121
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-20 15:07
Expiration Time
2025-12-04 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1055981.1481 871673.6505 184307.4976 33052281.0539 31817021.3497 1235259.7042
Total P&L (%) 1055.9811 871.6737 184.3075 33052.2811 31817.0214 1235.2597
Avg Daily Profit (%) 0.4222 0.3485 0.0737 0.2323 0.2308 0.1037
Buy And Hold Return (%) 930.5739 930.5739 930.5739 930.5739 930.5739 930.5739
Max Trade Drawdown -86436 -64348 -70295 -6431953 -3810045 -9500991
Profit Factor 4.178 7.3355 1.9467 2.6403 5.5929 1.0934
Total Trades 79 39 40 79 39 40
Winning Trades 45 19 26 45 19 26
Losing Trades 34 20 14 34 20 14
Profitability (%) 56.962 48.7179 65 56.962 48.7179 65
Ratio Avg Win / Avg Loss 3.1567 7.7216 1.0482 1.9949 5.8872 0.5888
Largest Winning Trade 390310 390310 48302 17016570 17016570 3635259
Largest Losing Trade -70295 -32811 -70295 -6021247 -2229557 -6021247
Avg Bars in Trades 60 64 56 60 64 56
Avg Bars in Winners 69 78 63 69 78 63
Avg Bars in Losers 47 50 42 47 50 42
Bars Traded 4745 2504 2241 4745 2504 2241
Profit Streak 117.5051 117.5051 233.5051 117.5051 117.5051 233.5051
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135467 -147856 -254387 -15395 598208 -234146

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758370042491,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 34,
            "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": [
        [
            1055981.148132493,
            871673.6504856375,
            184307.4976468551,
            33052281.05386463,
            31817021.349688243,
            1235259.7041763857
        ],
        [
            1055.981148,
            871.67365,
            184.307498,
            33052.281054,
            31817.02135,
            1235.259704
        ],
        [
            0.422224,
            0.34853,
            0.073694,
            0.232324,
            0.230803,
            0.103681
        ],
        [
            930.573864,
            930.573864,
            930.573864,
            930.573864,
            930.573864,
            930.573864
        ],
        [
            -86436,
            -64348,
            -70295,
            -6431953,
            -3810045,
            -9500991
        ],
        [
            4.178011,
            7.335533,
            1.94666,
            2.640266,
            5.592877,
            1.093417
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            56.962025,
            48.717949,
            65,
            56.962025,
            48.717949,
            65
        ],
        [
            3.15672,
            7.721614,
            1.048201,
            1.994868,
            5.887239,
            0.588763
        ],
        [
            390310,
            390310,
            48302,
            17016570,
            17016570,
            3635259
        ],
        [
            -70295,
            -32811,
            -70295,
            -6021247,
            -2229557,
            -6021247
        ],
        [
            60,
            64,
            56,
            60,
            64,
            56
        ],
        [
            69,
            78,
            63,
            69,
            78,
            63
        ],
        [
            47,
            50,
            42,
            47,
            50,
            42
        ],
        [
            4745,
            2504,
            2241,
            4745,
            2504,
            2241
        ],
        [
            117.505121,
            117.505121,
            233.505121,
            117.505121,
            117.505121,
            233.505121
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135467,
            -147856,
            -254387,
            -15395,
            598208,
            -234146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758370042491,
    "expiration_time": 1764852192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 34,
            "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)