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Trade: XRP/USDT/720/RMA/MIDPRICE/1903

Strategy
XRP/USDT/720/RMA/MIDPRICE/1903
Pair
XRP_USDT
Interval
12h
Score
676586
Daily Profit
0.161704
Profit Factor
7.981042
Profitability
68.965517
Streak
57.385754
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 00:15
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 825298.9102 723675.1418 101623.7684 4818578.7205 5583480.0562 -764901.3356
Total P&L (%) 825.2989 723.6751 101.6238 4818.5787 5583.4801 -764.9013
Avg Daily Profit (%) 0.3301 0.2894 0.0406 0.1559 0.1617 0
Buy And Hold Return (%) 874.294 874.294 874.294 874.294 874.294 874.294
Max Trade Drawdown -77151 -74684 -66949 -1624225 -490804 -1767906
Profit Factor 3.5619 5.7559 1.5978 2.4496 7.981 0.697
Total Trades 58 29 29 58 29 29
Winning Trades 36 20 16 36 20 16
Losing Trades 22 9 13 22 9 13
Profitability (%) 62.069 68.9655 55.1724 62.069 68.9655 55.1724
Ratio Avg Win / Avg Loss 2.1767 2.5901 1.2983 1.497 3.5915 0.5663
Largest Winning Trade 379728 379728 41796 4290756 4290756 743600
Largest Losing Trade -66949 -42853 -66949 -1342988 -216594 -1342988
Avg Bars in Trades 77 105 49 77 105 49
Avg Bars in Winners 98 115 75 98 115 75
Avg Bars in Losers 43 82 16 43 82 16
Bars Traded 4483 3060 1423 4483 3060 1423
Profit Streak 55.3858 57.3858 0 55.3858 57.3858 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 -327261 -145662 -301876 -167148 676586 -580162

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452529155,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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": [
        [
            825298.910213907,
            723675.1417677356,
            101623.7684461715,
            4818578.720540677,
            5583480.056185923,
            -764901.3356452463
        ],
        [
            825.29891,
            723.675142,
            101.623768,
            4818.578721,
            5583.480056,
            -764.901336
        ],
        [
            0.330054,
            0.289412,
            0.040641,
            0.155914,
            0.161704,
            0
        ],
        [
            874.29399,
            874.29399,
            874.29399,
            874.29399,
            874.29399,
            874.29399
        ],
        [
            -77151,
            -74684,
            -66949,
            -1624225,
            -490804,
            -1767906
        ],
        [
            3.561867,
            5.755867,
            1.597847,
            2.449558,
            7.981042,
            0.696993
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            22,
            9,
            13,
            22,
            9,
            13
        ],
        [
            62.068966,
            68.965517,
            55.172414,
            62.068966,
            68.965517,
            55.172414
        ],
        [
            2.176696,
            2.59014,
            1.298251,
            1.496952,
            3.591469,
            0.566306
        ],
        [
            379728,
            379728,
            41796,
            4290756,
            4290756,
            743600
        ],
        [
            -66949,
            -42853,
            -66949,
            -1342988,
            -216594,
            -1342988
        ],
        [
            77,
            105,
            49,
            77,
            105,
            49
        ],
        [
            98,
            115,
            75,
            98,
            115,
            75
        ],
        [
            43,
            82,
            16,
            43,
            82,
            16
        ],
        [
            4483,
            3060,
            1423,
            4483,
            3060,
            1423
        ],
        [
            55.385754,
            57.385754,
            0,
            55.385754,
            57.385754,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -327261,
            -145662,
            -301876,
            -167148,
            676586,
            -580162
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757452529155,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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)