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Trade: XRP/USDT/720/LINREG/HWMA/1593

Strategy
XRP/USDT/720/LINREG/HWMA/1593
Pair
XRP_USDT
Interval
12h
Score
356260
Daily Profit
0.187904
Profit Factor
1.475393
Profitability
43.055556
Streak
42.872703
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 23:56
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 992672.9228 871922.2873 120750.6355 10861332.1948 10987741.7395 -126409.5448
Total P&L (%) 992.6729 871.9223 120.7506 10861.3322 10987.7417 -126.4095
Avg Daily Profit (%) 0.3968 0.3485 0.0483 0.1879 0.1884 0
Buy And Hold Return (%) 680.3535 680.3535 680.3535 680.3535 680.3535 680.3535
Max Trade Drawdown -93923 -57558 -45942 -7605434 -3958899 -4243061
Profit Factor 2.1582 2.7535 1.3356 1.4754 1.849 0.9872
Total Trades 216 108 108 216 108 108
Winning Trades 93 41 52 93 41 52
Losing Trades 123 67 56 123 67 56
Profitability (%) 43.0556 37.963 48.1481 43.0556 37.963 48.1481
Ratio Avg Win / Avg Loss 2.8544 4.4996 1.4383 1.9513 3.0216 1.0632
Largest Winning Trade 343133 343133 47968 7155642 7155642 3090987
Largest Losing Trade -35979 -35979 -34940 -2363200 -1403909 -2363200
Avg Bars in Trades 22 24 21 22 24 21
Avg Bars in Winners 33 36 31 33 36 31
Avg Bars in Losers 14 16 12 14 16 12
Bars Traded 4913 2592 2321 4913 2592 2321
Profit Streak 42.8727 42.8727 53.3727 42.8727 42.8727 53.3727
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9440 -67734 -294079 356260 263851 -579257
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759179401529,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35259,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            992672.9228477811,
            871922.2873067831,
            120750.635540998,
            10861332.194783645,
            10987741.73954935,
            -126409.5447657063
        ],
        [
            992.672923,
            871.922287,
            120.750636,
            10861.332195,
            10987.74174,
            -126.409545
        ],
        [
            0.396752,
            0.34849,
            0.048262,
            0.187904,
            0.188364,
            0
        ],
        [
            680.353497,
            680.353497,
            680.353497,
            680.353497,
            680.353497,
            680.353497
        ],
        [
            -93923,
            -57558,
            -45942,
            -7605434,
            -3958899,
            -4243061
        ],
        [
            2.158225,
            2.753465,
            1.335598,
            1.475393,
            1.849046,
            0.987239
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            93,
            41,
            52,
            93,
            41,
            52
        ],
        [
            123,
            67,
            56,
            123,
            67,
            56
        ],
        [
            43.055556,
            37.962963,
            48.148148,
            43.055556,
            37.962963,
            48.148148
        ],
        [
            2.854427,
            4.499565,
            1.438337,
            1.951326,
            3.021612,
            1.06318
        ],
        [
            343133,
            343133,
            47968,
            7155642,
            7155642,
            3090987
        ],
        [
            -35979,
            -35979,
            -34940,
            -2363200,
            -1403909,
            -2363200
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            33,
            36,
            31,
            33,
            36,
            31
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            4913,
            2592,
            2321,
            4913,
            2592,
            2321
        ],
        [
            42.872703,
            42.872703,
            53.372703,
            42.872703,
            42.872703,
            53.372703
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9440,
            -67734,
            -294079,
            356260,
            263851,
            -579257
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1545307200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759179401529,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.35259,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)