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Trade: XRP/USDT/720/LINREG/MIDPRICE/1684

Strategy
XRP/USDT/720/LINREG/MIDPRICE/1684
Pair
XRP_USDT
Interval
12h
Score
754791
Daily Profit
0.241201
Profit Factor
22.186701
Profitability
70.967742
Streak
516.220323
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 20:17
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1034051.3465 829078.0542 204973.2923 46288764.4975 41221522.94 5067241.5576
Total P&L (%) 1034.0513 829.0781 204.9733 46288.7645 41221.5229 5067.2416
Avg Daily Profit (%) 0.4135 0.3316 0.082 0.2458 0.2412 0.1579
Buy And Hold Return (%) 836.3648 836.3648 836.3648 836.3648 836.3648 836.3648
Max Trade Drawdown -67589 -35482 -67589 -1758262 -1130092 -1758262
Profit Factor 6.2127 10.6951 2.8162 8.1602 22.1867 2.1213
Total Trades 62 31 31 62 31 31
Winning Trades 43 22 21 43 22 21
Losing Trades 19 9 10 19 9 10
Profitability (%) 69.3548 70.9677 67.7419 69.3548 70.9677 67.7419
Ratio Avg Win / Avg Loss 2.7452 4.3753 1.3411 3.6057 9.0764 1.0101
Largest Winning Trade 345945 345945 58304 21991551 21991551 3434336
Largest Losing Trade -67589 -26501 -67589 -1758262 -858691 -1758262
Avg Bars in Trades 72 88 56 72 88 56
Avg Bars in Winners 90 105 73 90 105 73
Avg Bars in Losers 32 45 20 32 45 20
Bars Traded 4489 2741 1748 4489 2741 1748
Profit Streak 62.2203 516.2203 0 62.2203 516.2203 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -229282 -144039 -242762 -138473 754791 440402

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611035885,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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": [
        [
            1034051.3464610723,
            829078.0541684788,
            204973.2922925934,
            46288764.49754548,
            41221522.93999162,
            5067241.557553859
        ],
        [
            1034.051346,
            829.078054,
            204.973292,
            46288.764498,
            41221.52294,
            5067.241558
        ],
        [
            0.413538,
            0.331565,
            0.081973,
            0.245838,
            0.241201,
            0.15789
        ],
        [
            836.364771,
            836.364771,
            836.364771,
            836.364771,
            836.364771,
            836.364771
        ],
        [
            -67589,
            -35482,
            -67589,
            -1758262,
            -1130092,
            -1758262
        ],
        [
            6.212717,
            10.695147,
            2.816235,
            8.160176,
            22.186701,
            2.121289
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            69.354839,
            70.967742,
            67.741935,
            69.354839,
            70.967742,
            67.741935
        ],
        [
            2.745154,
            4.375288,
            1.341064,
            3.605659,
            9.076378,
            1.010138
        ],
        [
            345945,
            345945,
            58304,
            21991551,
            21991551,
            3434336
        ],
        [
            -67589,
            -26501,
            -67589,
            -1758262,
            -858691,
            -1758262
        ],
        [
            72,
            88,
            56,
            72,
            88,
            56
        ],
        [
            90,
            105,
            73,
            90,
            105,
            73
        ],
        [
            32,
            45,
            20,
            32,
            45,
            20
        ],
        [
            4489,
            2741,
            1748,
            4489,
            2741,
            1748
        ],
        [
            62.220323,
            516.220323,
            0,
            62.220323,
            516.220323,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -229282,
            -144039,
            -242762,
            -138473,
            754791,
            440402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611035885,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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)