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Trade: XRP/USDT/720/SMA/MIDPOINT/3460

Strategy
XRP/USDT/720/SMA/MIDPOINT/3460
Pair
XRP_USDT
Interval
12h
Score
622083
Daily Profit
0.262814
Profit Factor
4.038139
Profitability
57.446809
Streak
135.784706
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 09:49
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1120160.6937 913194.7661 206965.9276 69924087.9121 70742847.1831 -818759.271
Total P&L (%) 1120.1607 913.1948 206.9659 69924.0879 70742.8472 -818.7593
Avg Daily Profit (%) 0.448 0.3652 0.0828 0.2623 0.2628 0
Buy And Hold Return (%) 682.7161 682.7161 682.7161 682.7161 682.7161 682.7161
Max Trade Drawdown -98959 -91672 -45804 -22866273 -7317319 -23371160
Profit Factor 3.6961 4.2103 2.5797 2.3762 4.0381 0.9703
Total Trades 95 47 48 95 47 48
Winning Trades 55 27 28 55 27 28
Losing Trades 40 20 20 40 20 20
Profitability (%) 57.8947 57.4468 58.3333 57.8947 57.4468 58.3333
Ratio Avg Win / Avg Loss 2.6881 3.1188 1.8427 1.7281 2.9912 0.693
Largest Winning Trade 283819 283819 54409 48140671 48140671 5546359
Largest Losing Trade -39307 -39307 -32403 -21095313 -5627879 -21095313
Avg Bars in Trades 49 65 34 49 65 34
Avg Bars in Winners 60 75 46 60 75 46
Avg Bars in Losers 34 52 17 34 52 17
Bars Traded 4724 3067 1657 4724 3067 1657
Profit Streak 135.7847 135.7847 247.2847 135.7847 135.7847 247.2847
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 372231 -42468 -240782 566083 622083 -578255

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758523798593,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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": [
        [
            1120160.6936840913,
            913194.7660837888,
            206965.9276003021,
            69924087.91211706,
            70742847.18313631,
            -818759.2710192408
        ],
        [
            1120.160694,
            913.194766,
            206.965928,
            69924.087912,
            70742.847183,
            -818.759271
        ],
        [
            0.447975,
            0.365205,
            0.08277,
            0.262348,
            0.262814,
            0
        ],
        [
            682.716118,
            682.716118,
            682.716118,
            682.716118,
            682.716118,
            682.716118
        ],
        [
            -98959,
            -91672,
            -45804,
            -22866273,
            -7317319,
            -23371160
        ],
        [
            3.69614,
            4.210341,
            2.579722,
            2.37618,
            4.038139,
            0.970254
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            57.894737,
            57.446809,
            58.333333,
            57.894737,
            57.446809,
            58.333333
        ],
        [
            2.688102,
            3.118771,
            1.842659,
            1.728131,
            2.991214,
            0.693039
        ],
        [
            283819,
            283819,
            54409,
            48140671,
            48140671,
            5546359
        ],
        [
            -39307,
            -39307,
            -32403,
            -21095313,
            -5627879,
            -21095313
        ],
        [
            49,
            65,
            34,
            49,
            65,
            34
        ],
        [
            60,
            75,
            46,
            60,
            75,
            46
        ],
        [
            34,
            52,
            17,
            34,
            52,
            17
        ],
        [
            4724,
            3067,
            1657,
            4724,
            3067,
            1657
        ],
        [
            135.784706,
            135.784706,
            247.284706,
            135.784706,
            135.784706,
            247.284706
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            372231,
            -42468,
            -240782,
            566083,
            622083,
            -578255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758523798593,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 102,
            "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)