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Trade: XRP/USDT/720/LINREG/SMA/3616

Strategy
XRP/USDT/720/LINREG/SMA/3616
Pair
XRP_USDT
Interval
12h
Score
458342
Daily Profit
0.258979
Profit Factor
1.957188
Profitability
51.327434
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 07:19
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1104803.347 900324.9704 204478.3765 64281019.4817 57006407.1863 7274612.2955
Total P&L (%) 1104.8033 900.325 204.4784 64281.0195 57006.4072 7274.6123
Avg Daily Profit (%) 0.4418 0.3601 0.0818 0.259 0.2542 0.1721
Buy And Hold Return (%) 720.696 720.696 720.696 720.696 720.696 720.696
Max Trade Drawdown -60210 -48926 -32261 -32760304 -21655507 -12826531
Profit Factor 3.167 4.1554 1.9108 1.9572 2.3892 1.2785
Total Trades 113 56 57 113 56 57
Winning Trades 58 28 30 58 28 30
Losing Trades 55 28 27 55 28 27
Profitability (%) 51.3274 50 52.6316 51.3274 50 52.6316
Ratio Avg Win / Avg Loss 3.0031 4.1554 1.7197 1.856 2.3892 1.1506
Largest Winning Trade 347288 347288 41821 36787698 36787698 9101638
Largest Losing Trade -33118 -33118 -18947 -11625798 -11625798 -7105967
Avg Bars in Trades 43 47 38 43 47 38
Avg Bars in Winners 56 64 48 56 64 48
Avg Bars in Losers 28 29 27 28 29 27
Bars Traded 4867 2646 2221 4867 2646 2221
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 238564 -251709 -425636 458342 -167003 -171962

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757909993848,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 18,
            "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": [
        [
            1104803.3469544388,
            900324.9704396178,
            204478.3765148218,
            64281019.48173703,
            57006407.18627758,
            7274612.295459431
        ],
        [
            1104.803347,
            900.32497,
            204.478377,
            64281.019482,
            57006.407186,
            7274.612295
        ],
        [
            0.441833,
            0.360058,
            0.081775,
            0.258979,
            0.254172,
            0.172139
        ],
        [
            720.695976,
            720.695976,
            720.695976,
            720.695976,
            720.695976,
            720.695976
        ],
        [
            -60210,
            -48926,
            -32261,
            -32760304,
            -21655507,
            -12826531
        ],
        [
            3.166952,
            4.155371,
            1.910772,
            1.957188,
            2.389226,
            1.278492
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            51.327434,
            50,
            52.631579,
            51.327434,
            50,
            52.631579
        ],
        [
            3.003144,
            4.155371,
            1.719694,
            1.855954,
            2.389226,
            1.150643
        ],
        [
            347288,
            347288,
            41821,
            36787698,
            36787698,
            9101638
        ],
        [
            -33118,
            -33118,
            -18947,
            -11625798,
            -11625798,
            -7105967
        ],
        [
            43,
            47,
            38,
            43,
            47,
            38
        ],
        [
            56,
            64,
            48,
            56,
            64,
            48
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            4867,
            2646,
            2221,
            4867,
            2646,
            2221
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            238564,
            -251709,
            -425636,
            458342,
            -167003,
            -171962
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1545696000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757909993848,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 18,
            "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)