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Trade: XRP/USDT/720/HMA/SMA/9604

Strategy
XRP/USDT/720/HMA/SMA/9604
Pair
XRP_USDT
Interval
12h
Score
362970
Daily Profit
0.197607
Profit Factor
1.259833
Profitability
54.000000
Streak
154.064556
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 16:32
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 942435.8251 801875.6905 140560.1346 13825261.0954 32017784.6857 -18192523.5903
Total P&L (%) 942.4358 801.8757 140.5601 13825.2611 32017.7847 -18192.5236
Avg Daily Profit (%) 0.3769 0.3207 0.0562 0.1976 0.2311 0
Buy And Hold Return (%) 855.2801 855.2801 855.2801 855.2801 855.2801 855.2801
Max Trade Drawdown -119237 -55159 -108344 -23568096 -7810720 -28966854
Profit Factor 2.8498 4.7154 1.4786 1.2598 2.9587 0.5065
Total Trades 100 50 50 100 50 50
Winning Trades 54 25 29 54 25 29
Losing Trades 46 25 21 46 25 21
Profitability (%) 54 50 58 54 50 58
Ratio Avg Win / Avg Loss 2.4276 4.7154 1.0707 1.0732 2.9587 0.3668
Largest Winning Trade 325939 325939 48788 23632666 23632666 2846606
Largest Losing Trade -67030 -26679 -67030 -14182157 -3177894 -14182157
Avg Bars in Trades 48 52 44 48 52 44
Avg Bars in Winners 58 60 56 58 60 56
Avg Bars in Losers 36 44 26 36 44 26
Bars Traded 4825 2611 2214 4825 2611 2214
Profit Streak 154.0646 162.5646 154.0646 154.0646 162.5646 154.0646
Trades During Streak 6 3 3 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116857 -327824 -460123 362970 -164748 -758444

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758202377641,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 35
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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": [
        [
            942435.8250765317,
            801875.6904978782,
            140560.1345786539,
            13825261.095428182,
            32017784.685747065,
            -18192523.59031889
        ],
        [
            942.435825,
            801.87569,
            140.560135,
            13825.261095,
            32017.784686,
            -18192.52359
        ],
        [
            0.376899,
            0.320686,
            0.056213,
            0.197607,
            0.2311,
            0
        ],
        [
            855.280073,
            855.280073,
            855.280073,
            855.280073,
            855.280073,
            855.280073
        ],
        [
            -119237,
            -55159,
            -108344,
            -23568096,
            -7810720,
            -28966854
        ],
        [
            2.849754,
            4.715423,
            1.478634,
            1.259833,
            2.95869,
            0.506465
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            54,
            50,
            58,
            54,
            50,
            58
        ],
        [
            2.427568,
            4.715423,
            1.070735,
            1.073191,
            2.95869,
            0.366751
        ],
        [
            325939,
            325939,
            48788,
            23632666,
            23632666,
            2846606
        ],
        [
            -67030,
            -26679,
            -67030,
            -14182157,
            -3177894,
            -14182157
        ],
        [
            48,
            52,
            44,
            48,
            52,
            44
        ],
        [
            58,
            60,
            56,
            58,
            60,
            56
        ],
        [
            36,
            44,
            26,
            36,
            44,
            26
        ],
        [
            4825,
            2611,
            2214,
            4825,
            2611,
            2214
        ],
        [
            154.064556,
            162.564556,
            154.064556,
            154.064556,
            162.564556,
            154.064556
        ],
        [
            6,
            3,
            3,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116857,
            -327824,
            -460123,
            362970,
            -164748,
            -758444
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758202377641,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 47,
            "offset": 35
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 133,
            "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)