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Trade: XRP/USDT/720/LINREG/MIDPRICE/5503

Strategy
XRP/USDT/720/LINREG/MIDPRICE/5503
Pair
XRP_USDT
Interval
12h
Score
389347
Daily Profit
0.179840
Profit Factor
1.610755
Profitability
45.378151
Streak
157.374116
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 23:58
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 919078.1618 800520.2345 118557.9273 8837568.2722 11237352.8117 -2399784.5396
Total P&L (%) 919.0782 800.5202 118.5579 8837.5683 11237.3528 -2399.7845
Avg Daily Profit (%) 0.3676 0.3201 0.0474 0.1798 0.1894 0
Buy And Hold Return (%) 849.2547 849.2547 849.2547 849.2547 849.2547 849.2547
Max Trade Drawdown -82294 -62124 -79512 -4018212 -1371479 -6331111
Profit Factor 2.7217 4.3044 1.4066 1.6108 3.3467 0.7521
Total Trades 119 59 60 119 59 60
Winning Trades 54 27 27 54 27 27
Losing Trades 65 32 33 65 32 33
Profitability (%) 45.3782 45.7627 45 45.3782 45.7627 45
Ratio Avg Win / Avg Loss 3.2761 5.1015 1.7192 1.9389 3.9665 0.9193
Largest Winning Trade 336800 336800 46429 6352193 6352193 1233909
Largest Losing Trade -67707 -25236 -67707 -3756857 -806861 -3756857
Avg Bars in Trades 40 42 39 40 42 39
Avg Bars in Winners 60 57 63 60 57 63
Avg Bars in Losers 24 29 20 24 29 20
Bars Traded 4856 2491 2365 4856 2491 2365
Profit Streak 157.3741 171.8741 157.3741 157.3741 171.8741 157.3741
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125635 -326788 -463678 389347 -163013 -750938

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758229123629,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "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": [
        [
            919078.1617985634,
            800520.2345111419,
            118557.9272874218,
            8837568.272151895,
            11237352.81174521,
            -2399784.5395933175
        ],
        [
            919.078162,
            800.520235,
            118.557927,
            8837.568272,
            11237.352812,
            -2399.78454
        ],
        [
            0.367558,
            0.320144,
            0.047414,
            0.17984,
            0.189369,
            0
        ],
        [
            849.254736,
            849.254736,
            849.254736,
            849.254736,
            849.254736,
            849.254736
        ],
        [
            -82294,
            -62124,
            -79512,
            -4018212,
            -1371479,
            -6331111
        ],
        [
            2.721712,
            4.304364,
            1.40664,
            1.610755,
            3.346726,
            0.752124
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            45.378151,
            45.762712,
            45,
            45.378151,
            45.762712,
            45
        ],
        [
            3.276135,
            5.101468,
            1.719227,
            1.938872,
            3.96649,
            0.919262
        ],
        [
            336800,
            336800,
            46429,
            6352193,
            6352193,
            1233909
        ],
        [
            -67707,
            -25236,
            -67707,
            -3756857,
            -806861,
            -3756857
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            60,
            57,
            63,
            60,
            57,
            63
        ],
        [
            24,
            29,
            20,
            24,
            29,
            20
        ],
        [
            4856,
            2491,
            2365,
            4856,
            2491,
            2365
        ],
        [
            157.374116,
            171.874116,
            157.374116,
            157.374116,
            171.874116,
            157.374116
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125635,
            -326788,
            -463678,
            389347,
            -163013,
            -750938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758229123629,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 10,
            "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)