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Trade: XRP/USDT/720/SMA/MIDPOINT/3497

Strategy
XRP/USDT/720/SMA/MIDPOINT/3497
Pair
XRP_USDT
Interval
12h
Score
444268
Daily Profit
0.166772
Profit Factor
1.874201
Profitability
56.756757
Streak
67.809701
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 10:25
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 806282.2339 709187.4938 97094.7401 6349988.652 6771974.7805 -421986.1285
Total P&L (%) 806.2822 709.1875 97.0947 6349.9887 6771.9748 -421.9861
Avg Daily Profit (%) 0.3224 0.2836 0.0388 0.1668 0.1693 0
Buy And Hold Return (%) 709.0856 709.0856 709.0856 709.0856 709.0856 709.0856
Max Trade Drawdown -88001 -77798 -60052 -2317399 -838441 -2663382
Profit Factor 2.4399 3.3058 1.3847 1.8742 3.3082 0.9025
Total Trades 111 55 56 111 55 56
Winning Trades 63 31 32 63 31 32
Losing Trades 48 24 24 48 24 24
Profitability (%) 56.7568 56.3636 57.1429 56.7568 56.3636 57.1429
Ratio Avg Win / Avg Loss 1.859 2.5593 1.0385 1.428 2.5612 0.6769
Largest Winning Trade 170330 170330 54751 3213375 3213375 932673
Largest Losing Trade -55450 -55450 -38487 -1665296 -631718 -1665296
Avg Bars in Trades 43 52 34 43 52 34
Avg Bars in Winners 49 49 48 49 49 48
Avg Bars in Losers 36 56 15 36 56 15
Bars Traded 4846 2912 1934 4846 2912 1934
Profit Streak 67.8097 137.8097 67.8097 67.8097 137.8097 67.8097
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107258 -328930 -484780 444268 -164169 -759348

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": 1545739200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757921158193,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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": [
        [
            806282.2338964993,
            709187.4937509138,
            97094.7401455852,
            6349988.652032436,
            6771974.780527789,
            -421986.1284953527
        ],
        [
            806.282234,
            709.187494,
            97.09474,
            6349.988652,
            6771.974781,
            -421.986128
        ],
        [
            0.322448,
            0.283618,
            0.03883,
            0.166772,
            0.169311,
            0
        ],
        [
            709.08559,
            709.08559,
            709.08559,
            709.08559,
            709.08559,
            709.08559
        ],
        [
            -88001,
            -77798,
            -60052,
            -2317399,
            -838441,
            -2663382
        ],
        [
            2.439882,
            3.305804,
            1.384689,
            1.874201,
            3.308178,
            0.90254
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            56.756757,
            56.363636,
            57.142857,
            56.756757,
            56.363636,
            57.142857
        ],
        [
            1.858958,
            2.559332,
            1.038517,
            1.427963,
            2.56117,
            0.676905
        ],
        [
            170330,
            170330,
            54751,
            3213375,
            3213375,
            932673
        ],
        [
            -55450,
            -55450,
            -38487,
            -1665296,
            -631718,
            -1665296
        ],
        [
            43,
            52,
            34,
            43,
            52,
            34
        ],
        [
            49,
            49,
            48,
            49,
            49,
            48
        ],
        [
            36,
            56,
            15,
            36,
            56,
            15
        ],
        [
            4846,
            2912,
            1934,
            4846,
            2912,
            1934
        ],
        [
            67.809701,
            137.809701,
            67.809701,
            67.809701,
            137.809701,
            67.809701
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107258,
            -328930,
            -484780,
            444268,
            -164169,
            -759348
        ]
    ]
}
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": 1545739200000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757921158193,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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)