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

Strategy
XRP/USDT/720/LINREG/SUPERTREND/5503
Pair
XRP_USDT
Interval
12h
Score
596826
Daily Profit
0.160698
Profit Factor
5.734309
Profitability
57.446809
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 22:08
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 761853.2492 660343.2092 101510.04 6707480.9554 5442493.1142 1264987.8413
Total P&L (%) 761.8532 660.3432 101.51 6707.481 5442.4931 1264.9878
Avg Daily Profit (%) 0.3047 0.2641 0.0406 0.1689 0.1607 0.1046
Buy And Hold Return (%) 871.4789 871.4789 871.4789 871.4789 871.4789 871.4789
Max Trade Drawdown -91535 -45678 -90013 -856223 -398752 -856223
Profit Factor 2.6376 4.018 1.4119 3.1063 5.7343 1.6216
Total Trades 93 47 46 93 47 46
Winning Trades 52 27 25 52 27 25
Losing Trades 41 20 21 41 20 21
Profitability (%) 55.914 57.4468 54.3478 55.914 57.4468 54.3478
Ratio Avg Win / Avg Loss 2.0797 2.9763 1.186 2.4492 4.2476 1.3622
Largest Winning Trade 259740 259740 41267 2360756 2360756 903624
Largest Losing Trade -51128 -28017 -51128 -856223 -372699 -856223
Avg Bars in Trades 49 63 36 49 63 36
Avg Bars in Winners 61 72 48 61 72 48
Avg Bars in Losers 35 51 21 35 51 21
Bars Traded 4640 2978 1662 4640 2978 1662
Profit Streak 0 0 62.2979 0 0 62.2979
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150799 -149071 -302491 529994 596826 -75088

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757617739211,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 4.48649
        }
    }
}
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": [
        [
            761853.2491513225,
            660343.2091626255,
            101510.0399886973,
            6707480.9554359475,
            5442493.114165954,
            1264987.8412699932
        ],
        [
            761.853249,
            660.343209,
            101.51004,
            6707.480955,
            5442.493114,
            1264.987841
        ],
        [
            0.30468,
            0.264084,
            0.040596,
            0.168933,
            0.160698,
            0.104583
        ],
        [
            871.47893,
            871.47893,
            871.47893,
            871.47893,
            871.47893,
            871.47893
        ],
        [
            -91535,
            -45678,
            -90013,
            -856223,
            -398752,
            -856223
        ],
        [
            2.637637,
            4.018044,
            1.411945,
            3.106293,
            5.734309,
            1.621643
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            55.913978,
            57.446809,
            54.347826,
            55.913978,
            57.446809,
            54.347826
        ],
        [
            2.079675,
            2.976329,
            1.186034,
            2.449193,
            4.247636,
            1.36218
        ],
        [
            259740,
            259740,
            41267,
            2360756,
            2360756,
            903624
        ],
        [
            -51128,
            -28017,
            -51128,
            -856223,
            -372699,
            -856223
        ],
        [
            49,
            63,
            36,
            49,
            63,
            36
        ],
        [
            61,
            72,
            48,
            61,
            72,
            48
        ],
        [
            35,
            51,
            21,
            35,
            51,
            21
        ],
        [
            4640,
            2978,
            1662,
            4640,
            2978,
            1662
        ],
        [
            0,
            0,
            62.297907,
            0,
            0,
            62.297908
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150799,
            -149071,
            -302491,
            529994,
            596826,
            -75088
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757617739211,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 117,
            "offset": 0,
            "multiplier": 4.48649
        }
    }
}

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)