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Trade: XRP/USDT/720/LINREG/HMA/3997

Strategy
XRP/USDT/720/LINREG/HMA/3997
Pair
XRP_USDT
Interval
12h
Score
380974
Daily Profit
0.207481
Profit Factor
1.958515
Profitability
45.967742
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 23:54
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1036944.2783 882445.1337 154499.1445 17752949.4996 17170910.3777 582039.1219
Total P&L (%) 1036.9443 882.4451 154.4991 17752.9495 17170.9104 582.0391
Avg Daily Profit (%) 0.4145 0.3528 0.0618 0.2075 0.2062 0.0768
Buy And Hold Return (%) 781.9214 781.9214 781.9214 781.9214 781.9214 781.9214
Max Trade Drawdown -83176 -65094 -70046 -4759847 -2275463 -5919733
Profit Factor 2.8195 4.0504 1.5506 1.9585 3.2031 1.0543
Total Trades 124 62 62 124 62 62
Winning Trades 57 27 30 57 27 30
Losing Trades 67 35 32 67 35 32
Profitability (%) 45.9677 43.5484 48.3871 45.9677 43.5484 48.3871
Ratio Avg Win / Avg Loss 3.3142 5.2506 1.654 2.3021 4.1522 1.1245
Largest Winning Trade 336091 336091 48194 8200790 8200790 2001548
Largest Losing Trade -70046 -27589 -70046 -4506820 -1372485 -4506820
Avg Bars in Trades 39 39 39 39 39 39
Avg Bars in Winners 58 59 57 58 59 57
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 4890 2421 2469 4890 2421 2469
Profit Streak 0 0 193.3711 0 0 193.3711
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -50295 -266306 -426955 380974 -142754 -570086

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758660863838,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            1036944.2782561043,
            882445.1337225528,
            154499.1445335516,
            17752949.499567978,
            17170910.37768495,
            582039.1218830312
        ],
        [
            1036.944278,
            882.445134,
            154.499145,
            17752.9495,
            17170.910378,
            582.039122
        ],
        [
            0.414529,
            0.352766,
            0.061763,
            0.207481,
            0.206153,
            0.07678
        ],
        [
            781.921424,
            781.921424,
            781.921424,
            781.921424,
            781.921424,
            781.921424
        ],
        [
            -83176,
            -65094,
            -70046,
            -4759847,
            -2275463,
            -5919733
        ],
        [
            2.819531,
            4.050438,
            1.550579,
            1.958515,
            3.203145,
            1.054257
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            45.967742,
            43.548387,
            48.387097,
            45.967742,
            43.548387,
            48.387097
        ],
        [
            3.314185,
            5.250568,
            1.653951,
            2.302114,
            4.152225,
            1.124541
        ],
        [
            336091,
            336091,
            48194,
            8200790,
            8200790,
            2001548
        ],
        [
            -70046,
            -27589,
            -70046,
            -4506820,
            -1372485,
            -4506820
        ],
        [
            39,
            39,
            39,
            39,
            39,
            39
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            4890,
            2421,
            2469,
            4890,
            2421,
            2469
        ],
        [
            0,
            0,
            193.371109,
            0,
            0,
            193.371109
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50295,
            -266306,
            -426955,
            380974,
            -142754,
            -570086
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758660863838,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)