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Trade: XRP/USDT/720/LINREG/MIDPOINT/4225

Strategy
XRP/USDT/720/LINREG/MIDPOINT/4225
Pair
XRP_USDT
Interval
12h
Score
690776
Daily Profit
0.194002
Profit Factor
15.239930
Profitability
66.666667
Streak
101.621432
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 17:54
Expiration Time
2025-11-27 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 766641.1034 645457.1213 121183.9822 7846138.2244 12627144.2078 -4781005.9834
Total P&L (%) 766.6411 645.4571 121.184 7846.1382 12627.1442 -4781.006
Avg Daily Profit (%) 0.3066 0.2581 0.0485 0.1751 0.194 0
Buy And Hold Return (%) 913.8249 913.8249 913.8249 913.8249 913.8249 913.8249
Max Trade Drawdown -71282 -24141 -82164 -5286623 -458331 -5254685
Profit Factor 3.4851 12.5977 1.4793 1.851 15.2399 0.4263
Total Trades 60 30 30 60 30 30
Winning Trades 38 20 18 38 20 18
Losing Trades 22 10 12 22 10 12
Profitability (%) 63.3333 66.6667 60 63.3333 66.6667 60
Ratio Avg Win / Avg Loss 2.0177 6.2989 0.9862 1.0716 7.62 0.2842
Largest Winning Trade 180462 180462 62132 6780291 6780291 593104
Largest Losing Trade -67162 -19506 -67162 -3440832 -372891 -3440832
Avg Bars in Trades 74 88 60 74 88 60
Avg Bars in Winners 75 74 76 75 74 76
Avg Bars in Losers 73 116 37 73 116 37
Bars Traded 4488 2668 1820 4488 2668 1820
Profit Streak 95.1214 101.6214 0 95.1214 101.6214 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -321374 -146041 -293203 -160985 690776 -579529

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757775291709,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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": [
        [
            766641.103433386,
            645457.1212569273,
            121183.9821764586,
            7846138.22440536,
            12627144.207757847,
            -4781005.983352487
        ],
        [
            766.641103,
            645.457121,
            121.183982,
            7846.138224,
            12627.144208,
            -4781.005983
        ],
        [
            0.306595,
            0.258131,
            0.048464,
            0.175129,
            0.194002,
            0
        ],
        [
            913.824885,
            913.824885,
            913.824885,
            913.824885,
            913.824885,
            913.824885
        ],
        [
            -71282,
            -24141,
            -82164,
            -5286623,
            -458331,
            -5254685
        ],
        [
            3.485133,
            12.597709,
            1.479297,
            1.850993,
            15.23993,
            0.426273
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            63.333333,
            66.666667,
            60,
            63.333333,
            66.666667,
            60
        ],
        [
            2.017709,
            6.298855,
            0.986198,
            1.071628,
            7.619965,
            0.284182
        ],
        [
            180462,
            180462,
            62132,
            6780291,
            6780291,
            593104
        ],
        [
            -67162,
            -19506,
            -67162,
            -3440832,
            -372891,
            -3440832
        ],
        [
            74,
            88,
            60,
            74,
            88,
            60
        ],
        [
            75,
            74,
            76,
            75,
            74,
            76
        ],
        [
            73,
            116,
            37,
            73,
            116,
            37
        ],
        [
            4488,
            2668,
            1820,
            4488,
            2668,
            1820
        ],
        [
            95.121432,
            101.621432,
            0,
            95.121432,
            101.621432,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -321374,
            -146041,
            -293203,
            -160985,
            690776,
            -579529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757775291709,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 247,
            "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)