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Trade: XRP/USDT/720/LINREG/MIDPRICE/5142

Strategy
XRP/USDT/720/LINREG/MIDPRICE/5142
Pair
XRP_USDT
Interval
12h
Score
726840
Daily Profit
0.230701
Profit Factor
15.282608
Profitability
68.965517
Streak
117.761257
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 21:16
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1023868.1417 837158.1803 186709.9614 32564219.5058 31699102.8412 865116.6646
Total P&L (%) 1023.8681 837.1582 186.71 32564.2195 31699.1028 865.1167
Avg Daily Profit (%) 0.4095 0.3348 0.0747 0.2318 0.2307 0.0907
Buy And Hold Return (%) 857.2498 857.2498 857.2498 857.2498 857.2498 857.2498
Max Trade Drawdown -68124 -41563 -68124 -2227543 -750689 -2227543
Profit Factor 5.2306 7.4681 2.6584 6.2015 15.2826 1.2141
Total Trades 58 29 29 58 29 29
Winning Trades 38 20 18 38 20 18
Losing Trades 20 9 11 20 9 11
Profitability (%) 65.5172 68.9655 62.069 65.5172 68.9655 62.069
Ratio Avg Win / Avg Loss 2.7529 3.3606 1.6246 3.2639 6.8772 0.7419
Largest Winning Trade 340729 340729 58037 19516896 19516896 1503932
Largest Losing Trade -68124 -33237 -68124 -2227543 -489118 -2227543
Avg Bars in Trades 77 95 59 77 95 59
Avg Bars in Winners 94 109 78 94 109 78
Avg Bars in Losers 44 65 28 44 65 28
Bars Traded 4489 2772 1717 4489 2772 1717
Profit Streak 63.2613 117.7613 0 63.2613 117.7613 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -264445 -144698 -252445 -160091 726840 -234969

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757700972563,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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": [
        [
            1023868.1417315465,
            837158.1803035717,
            186709.9614279747,
            32564219.50575336,
            31699102.841187015,
            865116.6645663478
        ],
        [
            1023.868142,
            837.15818,
            186.709961,
            32564.219506,
            31699.102841,
            865.116665
        ],
        [
            0.409465,
            0.334796,
            0.074669,
            0.231777,
            0.230701,
            0.090706
        ],
        [
            857.249766,
            857.249766,
            857.249766,
            857.249766,
            857.249766,
            857.249766
        ],
        [
            -68124,
            -41563,
            -68124,
            -2227543,
            -750689,
            -2227543
        ],
        [
            5.230603,
            7.468089,
            2.65838,
            6.201463,
            15.282608,
            1.214076
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            20,
            9,
            11,
            20,
            9,
            11
        ],
        [
            65.517241,
            68.965517,
            62.068966,
            65.517241,
            68.965517,
            62.068966
        ],
        [
            2.752949,
            3.36064,
            1.624566,
            3.263928,
            6.877174,
            0.741935
        ],
        [
            340729,
            340729,
            58037,
            19516896,
            19516896,
            1503932
        ],
        [
            -68124,
            -33237,
            -68124,
            -2227543,
            -489118,
            -2227543
        ],
        [
            77,
            95,
            59,
            77,
            95,
            59
        ],
        [
            94,
            109,
            78,
            94,
            109,
            78
        ],
        [
            44,
            65,
            28,
            44,
            65,
            28
        ],
        [
            4489,
            2772,
            1717,
            4489,
            2772,
            1717
        ],
        [
            63.261256,
            117.761256,
            0,
            63.261256,
            117.761257,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -264445,
            -144698,
            -252445,
            -160091,
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            -234969
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757700972563,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 136,
            "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)