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Trade: XRP/USDT/720/LINREG/MIDPRICE/3617

Strategy
XRP/USDT/720/LINREG/MIDPRICE/3617
Pair
XRP_USDT
Interval
12h
Score
685770
Daily Profit
0.208990
Profit Factor
4.779544
Profitability
64.444444
Streak
352.300417
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 10:12
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897878.3032 762662.9164 135215.3868 11825755.9124 18399806.3873 -6574050.4748
Total P&L (%) 897.8783 762.6629 135.2154 11825.7559 18399.8064 -6574.0505
Avg Daily Profit (%) 0.3591 0.305 0.0541 0.1914 0.209 0
Buy And Hold Return (%) 771.8268 771.8268 771.8268 771.8268 771.8268 771.8268
Max Trade Drawdown -101350 -83990 -87348 -11897824 -1850405 -13287259
Profit Factor 2.9418 4.5523 1.5459 1.556 4.7795 0.5992
Total Trades 91 45 46 91 45 46
Winning Trades 55 29 26 55 29 26
Losing Trades 36 16 20 36 16 20
Profitability (%) 60.4396 64.4444 56.5217 60.4396 64.4444 56.5217
Ratio Avg Win / Avg Loss 1.9256 2.5116 1.1891 1.0185 2.637 0.4609
Largest Winning Trade 175569 175569 64830 9832048 9832048 2027857
Largest Losing Trade -73947 -48969 -73947 -11897824 -1009239 -11897824
Avg Bars in Trades 51 59 44 51 59 44
Avg Bars in Winners 62 60 64 62 60 64
Avg Bars in Losers 35 57 18 35 57 18
Bars Traded 4725 2679 2046 4725 2679 2046
Profit Streak 290.3004 352.3004 290.3004 290.3004 352.3004 290.3004
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96944 -146074 -282630 454353 685770 -578510

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179556064,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            897878.3031762986,
            762662.9164033888,
            135215.3867729097,
            11825755.912414355,
            18399806.387257244,
            -6574050.474842893
        ],
        [
            897.878303,
            762.662916,
            135.215387,
            11825.755912,
            18399.806387,
            -6574.050475
        ],
        [
            0.35908,
            0.305004,
            0.054075,
            0.191396,
            0.20899,
            0
        ],
        [
            771.826836,
            771.826836,
            771.826836,
            771.826836,
            771.826836,
            771.826836
        ],
        [
            -101350,
            -83990,
            -87348,
            -11897824,
            -1850405,
            -13287259
        ],
        [
            2.941827,
            4.552346,
            1.545893,
            1.555965,
            4.779544,
            0.599202
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            60.43956,
            64.444444,
            56.521739,
            60.43956,
            64.444444,
            56.521739
        ],
        [
            1.92556,
            2.511639,
            1.189149,
            1.01845,
            2.63699,
            0.460925
        ],
        [
            175569,
            175569,
            64830,
            9832048,
            9832048,
            2027857
        ],
        [
            -73947,
            -48969,
            -73947,
            -11897824,
            -1009239,
            -11897824
        ],
        [
            51,
            59,
            44,
            51,
            59,
            44
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            35,
            57,
            18,
            35,
            57,
            18
        ],
        [
            4725,
            2679,
            2046,
            4725,
            2679,
            2046
        ],
        [
            290.300417,
            352.300417,
            290.300417,
            290.300417,
            352.300417,
            290.300417
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96944,
            -146074,
            -282630,
            454353,
            685770,
            -578510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179556064,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)