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Trade: XRP/USDT/720/LINREG/MIDPRICE/6378

Strategy
XRP/USDT/720/LINREG/MIDPRICE/6378
Pair
XRP_USDT
Interval
12h
Score
669089
Daily Profit
0.206356
Profit Factor
7.801269
Profitability
60.465116
Streak
83.145428
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 18:29
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928243.4519 776723.3908 151520.0611 16300783.3434 17240730.9628 -939947.6194
Total P&L (%) 928.2435 776.7234 151.5201 16300.7833 17240.731 -939.9476
Avg Daily Profit (%) 0.3711 0.3106 0.0606 0.2041 0.2064 0
Buy And Hold Return (%) 856.8674 856.8674 856.8674 856.8674 856.8674 856.8674
Max Trade Drawdown -68124 -45862 -68124 -4513550 -975411 -3995995
Profit Factor 3.6624 5.8105 1.8095 2.8967 7.8013 0.8449
Total Trades 86 43 43 86 43 43
Winning Trades 53 26 27 53 26 27
Losing Trades 33 17 16 33 17 16
Profitability (%) 61.6279 60.4651 62.7907 61.6279 60.4651 62.7907
Ratio Avg Win / Avg Loss 2.2804 3.7992 1.0723 1.8036 5.1008 0.5007
Largest Winning Trade 338636 338636 56144 11379794 11379794 1231334
Largest Losing Trade -68124 -30221 -68124 -3995995 -517554 -3995995
Avg Bars in Trades 52 59 44 52 59 44
Avg Bars in Winners 55 56 55 55 56 55
Avg Bars in Losers 46 64 27 46 64 27
Bars Traded 4490 2566 1924 4490 2566 1924
Profit Streak 72.1454 83.1454 0 72.1454 83.1454 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120975 -146440 -273775 582358 669089 -579069

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468564953,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "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": [
        [
            928243.4518681696,
            776723.3907594952,
            151520.0611086742,
            16300783.343391508,
            17240730.962807503,
            -939947.6194159971
        ],
        [
            928.243452,
            776.723391,
            151.520061,
            16300.783343,
            17240.730963,
            -939.947619
        ],
        [
            0.371149,
            0.310565,
            0.060584,
            0.204123,
            0.206356,
            0
        ],
        [
            856.867416,
            856.867416,
            856.867416,
            856.867416,
            856.867416,
            856.867416
        ],
        [
            -68124,
            -45862,
            -68124,
            -4513550,
            -975411,
            -3995995
        ],
        [
            3.662433,
            5.810478,
            1.809489,
            2.896747,
            7.801269,
            0.844871
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            61.627907,
            60.465116,
            62.790698,
            61.627907,
            60.465116,
            62.790698
        ],
        [
            2.280383,
            3.799159,
            1.07229,
            1.803635,
            5.100829,
            0.500664
        ],
        [
            338636,
            338636,
            56144,
            11379794,
            11379794,
            1231334
        ],
        [
            -68124,
            -30221,
            -68124,
            -3995995,
            -517554,
            -3995995
        ],
        [
            52,
            59,
            44,
            52,
            59,
            44
        ],
        [
            55,
            56,
            55,
            55,
            56,
            55
        ],
        [
            46,
            64,
            27,
            46,
            64,
            27
        ],
        [
            4490,
            2566,
            1924,
            4490,
            2566,
            1924
        ],
        [
            72.145428,
            83.145428,
            0,
            72.145428,
            83.145428,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -120975,
            -146440,
            -273775,
            582358,
            669089,
            -579069
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758468564953,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "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)