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Trade: XRP/USDT/720/HMA/SUPERTREND/2760

Strategy
XRP/USDT/720/HMA/SUPERTREND/2760
Pair
XRP_USDT
Interval
12h
Score
348828
Daily Profit
0.152142
Profit Factor
1.539857
Profitability
52.845528
Streak
74.729231
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 08:30
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 767370.4767 675477.5371 91892.9396 4379910.7801 5265765.6765 -885854.8963
Total P&L (%) 767.3705 675.4775 91.8929 4379.9108 5265.7657 -885.8549
Avg Daily Profit (%) 0.3068 0.2701 0.0367 0.1521 0.1594 0
Buy And Hold Return (%) 830.1399 830.1399 830.1399 830.1399 830.1399 830.1399
Max Trade Drawdown -65206 -56760 -65206 -3184840 -772463 -2452345
Profit Factor 2.3976 3.7519 1.3027 1.5399 2.747 0.8263
Total Trades 123 61 62 123 61 62
Winning Trades 65 30 35 65 30 35
Losing Trades 58 31 27 58 31 27
Profitability (%) 52.8455 49.1803 56.4516 52.8455 49.1803 56.4516
Ratio Avg Win / Avg Loss 2.1394 3.877 1.0049 1.374 2.8386 0.6374
Largest Winning Trade 308748 308748 41661 3753377 3753377 903021
Largest Losing Trade -65206 -32347 -65206 -1516844 -772463 -1516844
Avg Bars in Trades 38 48 28 38 48 28
Avg Bars in Winners 44 60 30 44 60 30
Avg Bars in Losers 31 35 27 31 35 27
Bars Traded 4730 2933 1797 4730 2933 1797
Profit Streak 74.7292 92.7292 74.7292 74.7292 92.7292 74.7292
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150598 -311701 -462002 348828 -148945 -733286

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1553774400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758605405520,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 24,
            "offset": 0,
            "multiplier": 3.46702
        }
    }
}
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": [
        [
            767370.4767106512,
            675477.537128833,
            91892.9395818182,
            4379910.780139027,
            5265765.676461816,
            -885854.8963227887
        ],
        [
            767.370477,
            675.477537,
            91.89294,
            4379.91078,
            5265.765676,
            -885.854896
        ],
        [
            0.306825,
            0.270083,
            0.036742,
            0.152142,
            0.159368,
            0
        ],
        [
            830.139851,
            830.139851,
            830.139851,
            830.139851,
            830.139851,
            830.139851
        ],
        [
            -65206,
            -56760,
            -65206,
            -3184840,
            -772463,
            -2452345
        ],
        [
            2.397603,
            3.751921,
            1.302673,
            1.539857,
            2.747042,
            0.826269
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            52.845528,
            49.180328,
            56.451613,
            52.845528,
            49.180328,
            56.451613
        ],
        [
            2.1394,
            3.876985,
            1.004919,
            1.374026,
            2.838611,
            0.637407
        ],
        [
            308748,
            308748,
            41661,
            3753377,
            3753377,
            903021
        ],
        [
            -65206,
            -32347,
            -65206,
            -1516844,
            -772463,
            -1516844
        ],
        [
            38,
            48,
            28,
            38,
            48,
            28
        ],
        [
            44,
            60,
            30,
            44,
            60,
            30
        ],
        [
            31,
            35,
            27,
            31,
            35,
            27
        ],
        [
            4730,
            2933,
            1797,
            4730,
            2933,
            1797
        ],
        [
            74.72923,
            92.72923,
            74.72923,
            74.729231,
            92.729231,
            74.729231
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150598,
            -311701,
            -462002,
            348828,
            -148945,
            -733286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1553774400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758605405520,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 24,
            "offset": 0,
            "multiplier": 3.46702
        }
    }
}

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)