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Trade: XRP/USDT/720/LINREG/MIDPRICE/1818

Strategy
XRP/USDT/720/LINREG/MIDPRICE/1818
Pair
XRP_USDT
Interval
12h
Score
733897
Daily Profit
0.222184
Profit Factor
5.919589
Profitability
67.500000
Streak
444.059416
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 04:25
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 919823.2893 772067.0949 147756.1944 8588905.7399 25612269.0214 -17023363.2815
Total P&L (%) 919.8233 772.0671 147.7562 8588.9057 25612.269 -17023.3633
Avg Daily Profit (%) 0.3679 0.3088 0.0591 0.1787 0.2222 0
Buy And Hold Return (%) 788.5803 788.5803 788.5803 788.5803 788.5803 788.5803
Max Trade Drawdown -84489 -68863 -91270 -22315538 -2419511 -23365314
Profit Factor 2.9982 5.5558 1.508 1.2608 5.9196 0.386
Total Trades 81 40 41 81 40 41
Winning Trades 54 27 27 54 27 27
Losing Trades 27 13 14 27 13 14
Profitability (%) 66.6667 67.5 65.8537 66.6667 67.5 65.8537
Ratio Avg Win / Avg Loss 1.4991 2.675 0.7819 0.6304 2.8502 0.2001
Largest Winning Trade 173899 173899 66111 16769130 16769130 2184871
Largest Losing Trade -84489 -47444 -84489 -22315538 -2156985 -22315538
Avg Bars in Trades 58 65 50 58 65 50
Avg Bars in Winners 67 65 70 67 65 70
Avg Bars in Losers 39 67 13 39 67 13
Bars Traded 4714 2638 2076 4714 2638 2076
Profit Streak 53.0594 444.0594 53.0594 53.0594 444.0594 53.0594
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112765 -144918 -277453 -6820 733897 -578124

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294733567,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "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": [
        [
            919823.2892626709,
            772067.0948945193,
            147756.1943681517,
            8588905.739861779,
            25612269.021389484,
            -17023363.2815277
        ],
        [
            919.823289,
            772.067095,
            147.756194,
            8588.90574,
            25612.269021,
            -17023.363282
        ],
        [
            0.367856,
            0.308765,
            0.059091,
            0.178709,
            0.222184,
            0
        ],
        [
            788.580333,
            788.580333,
            788.580333,
            788.580333,
            788.580333,
            788.580333
        ],
        [
            -84489,
            -68863,
            -91270,
            -22315538,
            -2419511,
            -23365314
        ],
        [
            2.998229,
            5.555842,
            1.508012,
            1.260816,
            5.919589,
            0.385987
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            66.666667,
            67.5,
            65.853659,
            66.666667,
            67.5,
            65.853659
        ],
        [
            1.499114,
            2.675035,
            0.781932,
            0.630408,
            2.850172,
            0.200142
        ],
        [
            173899,
            173899,
            66111,
            16769130,
            16769130,
            2184871
        ],
        [
            -84489,
            -47444,
            -84489,
            -22315538,
            -2156985,
            -22315538
        ],
        [
            58,
            65,
            50,
            58,
            65,
            50
        ],
        [
            67,
            65,
            70,
            67,
            65,
            70
        ],
        [
            39,
            67,
            13,
            39,
            67,
            13
        ],
        [
            4714,
            2638,
            2076,
            4714,
            2638,
            2076
        ],
        [
            53.059416,
            444.059416,
            53.059416,
            53.059416,
            444.059416,
            53.059416
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112765,
            -144918,
            -277453,
            -6820,
            733897,
            -578124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1547251200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294733567,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 139,
            "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)