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Trade: XRP/USDT/720/LINREG/MIDPOINT/5043

Strategy
XRP/USDT/720/LINREG/MIDPOINT/5043
Pair
XRP_USDT
Interval
12h
Score
487747
Daily Profit
0.155718
Profit Factor
3.836150
Profitability
48.648649
Streak
84.260934
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 21:15
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 734253.9397 672725.013 61528.9267 3388722.0939 4794508.0933 -1405785.9994
Total P&L (%) 734.2539 672.725 61.5289 3388.7221 4794.5081 -1405.786
Avg Daily Profit (%) 0.2936 0.269 0.0246 0.1422 0.1557 0
Buy And Hold Return (%) 893.7095 893.7095 893.7095 893.7095 893.7095 893.7095
Max Trade Drawdown -146849 -35937 -110924 -4061494 -588131 -3682545
Profit Factor 3.1042 6.9539 1.2608 1.4951 3.8362 0.7273
Total Trades 74 37 37 74 37 37
Winning Trades 34 18 16 34 18 16
Losing Trades 40 19 21 40 19 21
Profitability (%) 45.9459 48.6486 43.2432 45.9459 48.6486 43.2432
Ratio Avg Win / Avg Loss 3.652 7.3402 1.6547 1.7589 4.0493 0.9545
Largest Winning Trade 291135 291135 57899 2286096 2286096 1185505
Largest Losing Trade -65835 -23046 -65835 -1636593 -386912 -1636593
Avg Bars in Trades 62 62 62 62 62 62
Avg Bars in Winners 101 100 101 101 100 101
Avg Bars in Losers 29 25 32 29 25 32
Bars Traded 4619 2303 2316 4619 2303 2316
Profit Streak 67.2609 84.2609 0 67.2609 84.2609 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 -220804 -148583 -327441 -72662 487747 -583400

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": 1551484800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757787344677,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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": [
        [
            734253.9396691278,
            672725.0129937417,
            61528.9266753861,
            3388722.093899194,
            4794508.093312366,
            -1405785.9994131695
        ],
        [
            734.25394,
            672.725013,
            61.528927,
            3388.722094,
            4794.508093,
            -1405.785999
        ],
        [
            0.293643,
            0.269036,
            0.024607,
            0.142157,
            0.155718,
            0
        ],
        [
            893.709487,
            893.709487,
            893.709487,
            893.709487,
            893.709487,
            893.709487
        ],
        [
            -146849,
            -35937,
            -110924,
            -4061494,
            -588131,
            -3682545
        ],
        [
            3.104191,
            6.953917,
            1.26076,
            1.49507,
            3.83615,
            0.727266
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            45.945946,
            48.648649,
            43.243243,
            45.945946,
            48.648649,
            43.243243
        ],
        [
            3.651989,
            7.340246,
            1.654748,
            1.758906,
            4.049269,
            0.954537
        ],
        [
            291135,
            291135,
            57899,
            2286096,
            2286096,
            1185505
        ],
        [
            -65835,
            -23046,
            -65835,
            -1636593,
            -386912,
            -1636593
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            101,
            100,
            101,
            101,
            100,
            101
        ],
        [
            29,
            25,
            32,
            29,
            25,
            32
        ],
        [
            4619,
            2303,
            2316,
            4619,
            2303,
            2316
        ],
        [
            67.260934,
            84.260934,
            0,
            67.260934,
            84.260934,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -220804,
            -148583,
            -327441,
            -72662,
            487747,
            -583400
        ]
    ]
}
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": 1551484800000,
    "last_datapoint_time": 1757764800000,
    "evaluation_time": 1757787344677,
    "expiration_time": 1764246096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 22,
            "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)