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Trade: XRP/USDT/720/LINREG/MIDPRICE/1785

Strategy
XRP/USDT/720/LINREG/MIDPRICE/1785
Pair
XRP_USDT
Interval
12h
Score
519957
Daily Profit
0.181126
Profit Factor
2.457645
Profitability
56.521739
Streak
156.527351
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-10 15:39
Expiration Time
2025-11-24 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 918977.9741 799857.2673 119120.7069 7332107.5194 9137476.9147 -1805369.3952
Total P&L (%) 918.978 799.8573 119.1207 7332.1075 9137.4769 -1805.3694
Avg Daily Profit (%) 0.3674 0.3198 0.0476 0.1724 0.1811 0
Buy And Hold Return (%) 820.9387 820.9387 820.9387 820.9387 820.9387 820.9387
Max Trade Drawdown -85934 -36834 -73466 -3497743 -2104023 -3735945
Profit Factor 2.9087 4.5189 1.4687 1.5092 2.4576 0.778
Total Trades 92 46 46 92 46 46
Winning Trades 52 26 26 52 26 26
Losing Trades 40 20 20 40 20 20
Profitability (%) 56.5217 56.5217 56.5217 56.5217 56.5217 56.5217
Ratio Avg Win / Avg Loss 2.2374 3.4761 1.1297 1.1609 1.8905 0.5985
Largest Winning Trade 346373 346373 47781 5356897 5356897 1055673
Largest Losing Trade -66511 -31994 -66511 -3186157 -2104023 -3186157
Avg Bars in Trades 51 54 48 51 54 48
Avg Bars in Winners 64 61 67 64 61 67
Avg Bars in Losers 35 46 24 35 46 24
Bars Traded 4760 2526 2234 4760 2526 2234
Profit Streak 142.5274 156.5274 142.5274 142.5274 156.5274 142.5274
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111159 -147390 -292473 417819 519957 -579287

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507963101,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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": [
        [
            918977.9741404227,
            799857.2672797362,
            119120.7068606864,
            7332107.519433635,
            9137476.914681016,
            -1805369.3952473819
        ],
        [
            918.977974,
            799.857267,
            119.120707,
            7332.107519,
            9137.476915,
            -1805.369395
        ],
        [
            0.367444,
            0.319815,
            0.047629,
            0.172415,
            0.181126,
            0
        ],
        [
            820.938661,
            820.938661,
            820.938661,
            820.938661,
            820.938661,
            820.938661
        ],
        [
            -85934,
            -36834,
            -73466,
            -3497743,
            -2104023,
            -3735945
        ],
        [
            2.908664,
            4.51894,
            1.468654,
            1.509152,
            2.457645,
            0.777991
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            56.521739,
            56.521739,
            56.521739,
            56.521739,
            56.521739,
            56.521739
        ],
        [
            2.237434,
            3.476108,
            1.129734,
            1.160886,
            1.890496,
            0.598455
        ],
        [
            346373,
            346373,
            47781,
            5356897,
            5356897,
            1055673
        ],
        [
            -66511,
            -31994,
            -66511,
            -3186157,
            -2104023,
            -3186157
        ],
        [
            51,
            54,
            48,
            51,
            54,
            48
        ],
        [
            64,
            61,
            67,
            64,
            61,
            67
        ],
        [
            35,
            46,
            24,
            35,
            46,
            24
        ],
        [
            4760,
            2526,
            2234,
            4760,
            2526,
            2234
        ],
        [
            142.527351,
            156.527351,
            142.527351,
            142.527351,
            156.527351,
            142.527351
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111159,
            -147390,
            -292473,
            417819,
            519957,
            -579287
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757507963101,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "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)