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Trade: XRP/USDT/720/LINREG/MIDPRICE/6681

Strategy
XRP/USDT/720/LINREG/MIDPRICE/6681
Pair
XRP_USDT
Interval
12h
Score
683294
Daily Profit
0.185881
Profit Factor
10.505984
Profitability
65.000000
Streak
54.231307
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 20:33
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 794610.0783 737482.8956 57127.1827 194215.777 10292291.0183 -10098075.2413
Total P&L (%) 794.6101 737.4829 57.1272 194.2158 10292.291 -10098.0752
Avg Daily Profit (%) 0.3178 0.2949 0.0228 0.0432 0.1859 0
Buy And Hold Return (%) 890.7429 890.7429 890.7429 890.7429 890.7429 890.7429
Max Trade Drawdown -168251 -85866 -161218 -7057404 -514784 -12073869
Profit Factor 2.4027 5.3178 1.1444 1.0128 10.506 0.2808
Total Trades 80 40 40 80 40 40
Winning Trades 50 26 24 50 26 24
Losing Trades 30 14 16 30 14 16
Profitability (%) 62.5 65 60 62.5 65 60
Ratio Avg Win / Avg Loss 1.4416 2.8634 0.7629 0.6077 5.6571 0.1872
Largest Winning Trade 182313 182313 64638 4567605 4567605 1134477
Largest Losing Trade -92938 -47643 -92938 -6827211 -303444 -6827211
Avg Bars in Trades 57 64 49 57 64 49
Avg Bars in Winners 69 68 71 69 68 71
Avg Bars in Losers 36 58 17 36 58 17
Bars Traded 4586 2599 1987 4586 2599 1987
Profit Streak 53.2313 54.2313 0 53.2313 54.2313 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 -174583 -146365 -390178 -530413 683294 -579453

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757525584890,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "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": [
        [
            794610.0783327526,
            737482.8956375329,
            57127.1826952197,
            194215.7769720197,
            10292291.018310811,
            -10098075.24133879
        ],
        [
            794.610078,
            737.482896,
            57.127183,
            194.215777,
            10292.291018,
            -10098.075241
        ],
        [
            0.31778,
            0.294934,
            0.022846,
            0.043166,
            0.185881,
            0
        ],
        [
            890.742884,
            890.742884,
            890.742884,
            890.742884,
            890.742884,
            890.742884
        ],
        [
            -168251,
            -85866,
            -161218,
            -7057404,
            -514784,
            -12073869
        ],
        [
            2.402701,
            5.317792,
            1.144376,
            1.012842,
            10.505984,
            0.280806
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            62.5,
            65,
            60,
            62.5,
            65,
            60
        ],
        [
            1.441621,
            2.863427,
            0.762917,
            0.607705,
            5.657068,
            0.187204
        ],
        [
            182313,
            182313,
            64638,
            4567605,
            4567605,
            1134477
        ],
        [
            -92938,
            -47643,
            -92938,
            -6827211,
            -303444,
            -6827211
        ],
        [
            57,
            64,
            49,
            57,
            64,
            49
        ],
        [
            69,
            68,
            71,
            69,
            68,
            71
        ],
        [
            36,
            58,
            17,
            36,
            58,
            17
        ],
        [
            4586,
            2599,
            1987,
            4586,
            2599,
            1987
        ],
        [
            53.231306,
            54.231307,
            0,
            53.231307,
            54.231307,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -174583,
            -146365,
            -390178,
            -530413,
            683294,
            -579453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757525584890,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "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)