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Trade: XRP/USDT/720/SMA/MIDPOINT/4126

Strategy
XRP/USDT/720/SMA/MIDPOINT/4126
Pair
XRP_USDT
Interval
12h
Score
693686
Daily Profit
0.247016
Profit Factor
6.006740
Profitability
56.818182
Streak
403.427864
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 13:16
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1121692.7438 925125.8949 196566.8489 57643637.0296 47672109.6194 9971527.4101
Total P&L (%) 1121.6927 925.1259 196.5668 57643.637 47672.1096 9971.5274
Avg Daily Profit (%) 0.4486 0.37 0.0786 0.2546 0.247 0.1846
Buy And Hold Return (%) 741.2875 741.2875 741.2875 741.2875 741.2875 741.2875
Max Trade Drawdown -98281 -88787 -46731 -8298485 -3294428 -10166293
Profit Factor 3.8043 4.6064 2.3701 3.6312 6.0067 1.8051
Total Trades 89 44 45 89 44 45
Winning Trades 52 25 27 52 25 27
Losing Trades 37 19 18 37 19 18
Profitability (%) 58.427 56.8182 60 58.427 56.8182 60
Ratio Avg Win / Avg Loss 2.7069 3.5009 1.5801 2.5838 4.5651 1.2034
Largest Winning Trade 348998 348998 57798 24451114 24451114 7129763
Largest Losing Trade -35979 -35979 -26380 -8298485 -1860010 -8298485
Avg Bars in Trades 53 66 40 53 66 40
Avg Bars in Winners 71 85 57 71 85 57
Avg Bars in Losers 28 41 14 28 41 14
Bars Traded 4740 2920 1820 4740 2920 1820
Profit Streak 223.9279 403.4279 223.9279 223.9279 403.4279 223.9279
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349403 -69324 -246535 649991 693686 465776

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757326567434,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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": [
        [
            1121692.743826527,
            925125.8949256147,
            196566.8489009128,
            57643637.02955917,
            47672109.619443744,
            9971527.410115438
        ],
        [
            1121.692744,
            925.125895,
            196.566849,
            57643.63703,
            47672.109619,
            9971.52741
        ],
        [
            0.448587,
            0.369976,
            0.078611,
            0.254617,
            0.247016,
            0.184625
        ],
        [
            741.287522,
            741.287522,
            741.287522,
            741.287522,
            741.287522,
            741.287522
        ],
        [
            -98281,
            -88787,
            -46731,
            -8298485,
            -3294428,
            -10166293
        ],
        [
            3.804313,
            4.606383,
            2.370149,
            3.631233,
            6.00674,
            1.805073
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            58.426966,
            56.818182,
            60,
            58.426966,
            56.818182,
            60
        ],
        [
            2.706915,
            3.500851,
            1.580099,
            2.583762,
            4.565123,
            1.203382
        ],
        [
            348998,
            348998,
            57798,
            24451114,
            24451114,
            7129763
        ],
        [
            -35979,
            -35979,
            -26380,
            -8298485,
            -1860010,
            -8298485
        ],
        [
            53,
            66,
            40,
            53,
            66,
            40
        ],
        [
            71,
            85,
            57,
            71,
            85,
            57
        ],
        [
            28,
            41,
            14,
            28,
            41,
            14
        ],
        [
            4740,
            2920,
            1820,
            4740,
            2920,
            1820
        ],
        [
            223.927864,
            403.427864,
            223.927864,
            223.927864,
            403.427864,
            223.927864
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349403,
            -69324,
            -246535,
            649991,
            693686,
            465776
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757326567434,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 65,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "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)