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Trade: XRP/USDT/720/SMA/MIDPRICE/7852

Strategy
XRP/USDT/720/SMA/MIDPRICE/7852
Pair
XRP_USDT
Interval
12h
Score
765354
Daily Profit
0.195772
Profit Factor
7.798139
Profitability
75.862069
Streak
933.636564
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-10 06:16
Expiration Time
2025-12-24 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1069603.3108 842774.7546 226828.5562 64795792.22 51423854.4183 13371937.8017
Total P&L (%) 1069.6033 842.7748 226.8286 64795.7922 51423.8544 13371.9378
Avg Daily Profit (%) 0.4266 0.3362 0.0905 0.2586 0.2494 0.1958
Buy And Hold Return (%) 758.2995 758.2995 758.2995 758.2995 758.2995 758.2995
Max Trade Drawdown -87648 -73005 -90480 -1562699 -1063232 -1607098
Profit Factor 5.4588 8.5239 2.7739 21.8129 45.8627 7.7981
Total Trades 57 28 29 57 28 29
Winning Trades 44 22 22 44 22 22
Losing Trades 13 6 7 13 6 7
Profitability (%) 77.193 78.5714 75.8621 77.193 78.5714 75.8621
Ratio Avg Win / Avg Loss 1.6128 2.3247 0.8826 6.4447 12.508 2.4812
Largest Winning Trade 367678 367678 52129 26022216 26022216 5038267
Largest Losing Trade -63203 -31910 -63203 -1019023 -508951 -1019023
Avg Bars in Trades 80 97 64 80 97 64
Avg Bars in Winners 86 103 69 86 103 69
Avg Bars in Losers 62 76 50 62 76 50
Bars Traded 4613 2740 1873 4613 2740 1873
Profit Streak 933.6366 1152.6366 933.6366 933.6366 1152.6366 933.6366
Trades During Streak 20 12 10 20 12 10
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -194399 -129296 -230700 -157380 38925 765354
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066199157,
    "expiration_time": 1766552544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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": [
        [
            1069603.3107902932,
            842774.754561974,
            226828.5562283193,
            64795792.21996553,
            51423854.41829337,
            13371937.801672157
        ],
        [
            1069.603311,
            842.774755,
            226.828556,
            64795.79222,
            51423.854418,
            13371.937802
        ],
        [
            0.426647,
            0.336169,
            0.090478,
            0.258625,
            0.249398,
            0.195772
        ],
        [
            758.299471,
            758.299471,
            758.299471,
            758.299471,
            758.299471,
            758.299471
        ],
        [
            -87648,
            -73005,
            -90480,
            -1562699,
            -1063232,
            -1607098
        ],
        [
            5.458834,
            8.523904,
            2.773884,
            21.812908,
            45.862673,
            7.798139
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            13,
            6,
            7,
            13,
            6,
            7
        ],
        [
            77.192982,
            78.571429,
            75.862069,
            77.192982,
            78.571429,
            75.862069
        ],
        [
            1.612837,
            2.324701,
            0.882599,
            6.444723,
            12.508002,
            2.481226
        ],
        [
            367678,
            367678,
            52129,
            26022216,
            26022216,
            5038267
        ],
        [
            -63203,
            -31910,
            -63203,
            -1019023,
            -508951,
            -1019023
        ],
        [
            80,
            97,
            64,
            80,
            97,
            64
        ],
        [
            86,
            103,
            69,
            86,
            103,
            69
        ],
        [
            62,
            76,
            50,
            62,
            76,
            50
        ],
        [
            4613,
            2740,
            1873,
            4613,
            2740,
            1873
        ],
        [
            933.636564,
            1152.636564,
            933.636564,
            933.636564,
            1152.636564,
            933.636564
        ],
        [
            20,
            12,
            10,
            20,
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        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -194399,
            -129296,
            -230700,
            -157380,
            38925,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066199157,
    "expiration_time": 1766552544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 177,
            "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)