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Trade: XRP/USDT/720/OHLC4/SMA/1517

Strategy
XRP/USDT/720/OHLC4/SMA/1517
Pair
XRP_USDT
Interval
12h
Score
421607
Daily Profit
0.160809
Profit Factor
2.387277
Profitability
43.502825
Streak
18.480130
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 02:31
Expiration Time
2025-11-30 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -106688.8391 245251.8395 -351940.6786 5457813.8753 1547813.6763 3910000.199
Total P&L (%) -106.6888 245.2518 -351.9407 5457.8139 1547.8137 3910.0002
Avg Daily Profit (%) -0.0427 0.0981 -0.1407 0.1608 0.1121 0.1477
Buy And Hold Return (%) 830.0306 830.0306 830.0306 830.0306 830.0306 830.0306
Max Trade Drawdown -334092 -52349 -398903 -1663342 -686794 -1663342
Profit Factor 0.8774 2.2859 0.4822 2.3873 2.3141 2.4185
Total Trades 177 88 89 177 88 89
Winning Trades 147 73 74 77 40 37
Losing Trades 30 15 15 100 48 52
Profitability (%) 83.0508 82.9545 83.1461 43.5028 45.4545 41.573
Ratio Avg Win / Avg Loss 0.1791 0.4697 0.0977 3.1004 2.777 3.399
Largest Winning Trade 70289 70289 27566 4439626 390314 4439626
Largest Losing Trade -334092 -52349 -334092 -1663342 -238625 -1663342
Avg Bars in Trades 27 27 26 27 27 26
Avg Bars in Winners 13 12 14 32 37 25
Avg Bars in Losers 93 104 82 23 19 26
Bars Traded 4799 2459 2340 4799 2459 2340
Profit Streak 18.4801 141.9801 18.4801 18.4801 141.9801 18.4801
Trades During Streak 2 8 1 2 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574044 -220313 -575781 421607 -46577 174757

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547596800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758065483224,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 130,
            "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": [
        [
            -106688.8391028846,
            245251.8394594381,
            -351940.6785623225,
            5457813.875271964,
            1547813.6762607815,
            3910000.199011183
        ],
        [
            -106.688839,
            245.251839,
            -351.940679,
            5457.813875,
            1547.813676,
            3910.000199
        ],
        [
            -0.042667,
            0.098081,
            -0.140748,
            0.160809,
            0.112122,
            0.147735
        ],
        [
            830.030581,
            830.030581,
            830.030581,
            830.030581,
            830.030581,
            830.030581
        ],
        [
            -334092,
            -52349,
            -398903,
            -1663342,
            -686794,
            -1663342
        ],
        [
            0.877432,
            2.28591,
            0.482227,
            2.387277,
            2.314133,
            2.418532
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            147,
            73,
            74,
            77,
            40,
            37
        ],
        [
            30,
            15,
            15,
            100,
            48,
            52
        ],
        [
            83.050847,
            82.954545,
            83.146067,
            43.502825,
            45.454545,
            41.573034
        ],
        [
            0.179068,
            0.469708,
            0.097749,
            3.10036,
            2.77696,
            3.399018
        ],
        [
            70289,
            70289,
            27566,
            4439626,
            390314,
            4439626
        ],
        [
            -334092,
            -52349,
            -334092,
            -1663342,
            -238625,
            -1663342
        ],
        [
            27,
            27,
            26,
            27,
            27,
            26
        ],
        [
            13,
            12,
            14,
            32,
            37,
            25
        ],
        [
            93,
            104,
            82,
            23,
            19,
            26
        ],
        [
            4799,
            2459,
            2340,
            4799,
            2459,
            2340
        ],
        [
            18.48013,
            141.98013,
            18.48013,
            18.48013,
            141.98013,
            18.48013
        ],
        [
            2,
            8,
            1,
            2,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574044,
            -220313,
            -575781,
            421607,
            -46577,
            174757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547596800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758065483224,
    "expiration_time": 1764505296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 130,
            "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)