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Trade: XRP/USDT/720/HMA/SMA/8977

Strategy
XRP/USDT/720/HMA/SMA/8977
Pair
XRP_USDT
Interval
12h
Score
601002
Daily Profit
0.192233
Profit Factor
3.500562
Profitability
58.620690
Streak
160.333237
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 22:59
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 876340.8164 762668.0348 113672.7816 9401253.3069 12077412.4554 -2676159.1485
Total P&L (%) 876.3408 762.668 113.6728 9401.2533 12077.4125 -2676.1591
Avg Daily Profit (%) 0.3505 0.305 0.0455 0.1823 0.1922 0
Buy And Hold Return (%) 876.667 876.667 876.667 876.667 876.667 876.667
Max Trade Drawdown -106460 -43235 -90327 -4631577 -2607872 -7514137
Profit Factor 3.5688 7.4816 1.5087 1.6313 3.5006 0.734
Total Trades 58 29 29 58 29 29
Winning Trades 31 17 14 31 17 14
Losing Trades 27 12 15 27 12 15
Profitability (%) 53.4483 58.6207 48.2759 53.4483 58.6207 48.2759
Ratio Avg Win / Avg Loss 3.1083 5.2811 1.6164 1.4208 2.471 0.7865
Largest Winning Trade 307827 307827 50057 7526846 7526846 1831519
Largest Losing Trade -62386 -31230 -62386 -3734802 -1745180 -3734802
Avg Bars in Trades 79 81 77 79 81 77
Avg Bars in Winners 91 87 96 91 87 96
Avg Bars in Losers 65 71 59 65 71 59
Bars Traded 4596 2351 2245 4596 2351 2245
Profit Streak 69.8332 160.3332 0 69.8332 160.3332 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -328203 -146286 -296226 -168630 601002 -581503

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1551873600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707191680,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 24,
            "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": [
        [
            876340.8163662183,
            762668.0347825061,
            113672.7815837121,
            9401253.30688397,
            12077412.455421135,
            -2676159.1485371655
        ],
        [
            876.340816,
            762.668035,
            113.672782,
            9401.253307,
            12077.412455,
            -2676.159149
        ],
        [
            0.350466,
            0.305006,
            0.04546,
            0.18229,
            0.192233,
            0
        ],
        [
            876.666983,
            876.666983,
            876.666983,
            876.666983,
            876.666983,
            876.666983
        ],
        [
            -106460,
            -43235,
            -90327,
            -4631577,
            -2607872,
            -7514137
        ],
        [
            3.568828,
            7.481598,
            1.508654,
            1.631295,
            3.500562,
            0.734036
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            53.448276,
            58.62069,
            48.275862,
            53.448276,
            58.62069,
            48.275862
        ],
        [
            3.108334,
            5.281128,
            1.616415,
            1.420806,
            2.470985,
            0.786468
        ],
        [
            307827,
            307827,
            50057,
            7526846,
            7526846,
            1831519
        ],
        [
            -62386,
            -31230,
            -62386,
            -3734802,
            -1745180,
            -3734802
        ],
        [
            79,
            81,
            77,
            79,
            81,
            77
        ],
        [
            91,
            87,
            96,
            91,
            87,
            96
        ],
        [
            65,
            71,
            59,
            65,
            71,
            59
        ],
        [
            4596,
            2351,
            2245,
            4596,
            2351,
            2245
        ],
        [
            69.833237,
            160.333237,
            0,
            69.833237,
            160.333237,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328203,
            -146286,
            -296226,
            -168630,
            601002,
            -581503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1551873600000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707191680,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 24,
            "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)