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Trade: XRP/USDT/720/SUPERTREND/RMA/4616

Strategy
XRP/USDT/720/SUPERTREND/RMA/4616
Pair
XRP_USDT
Interval
12h
Score
621741
Daily Profit
0.161301
Profit Factor
5.345337
Profitability
54.545455
Streak
322.237128
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 20:41
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -225262.1775 206618.3628 -431880.5403 6491523.5729 960367.1687 5531156.4041
Total P&L (%) -225.2622 206.6184 -431.8805 6491.5236 960.3672 5531.1564
Avg Daily Profit (%) -0.0901 0.0826 -0.1727 0.1676 0.0945 0.1613
Buy And Hold Return (%) 867.256 867.256 867.256 867.256 867.256 867.256
Max Trade Drawdown -347830 -41953 -484341 -1989753 -1479824 -1042680
Profit Factor 0.7263 2.6265 0.3796 3.0857 1.5221 5.3453
Total Trades 66 33 33 66 33 33
Winning Trades 40 21 19 32 14 18
Losing Trades 26 12 14 34 19 15
Profitability (%) 60.6061 63.6364 57.5758 48.4848 42.4242 54.5455
Ratio Avg Win / Avg Loss 0.4721 1.5008 0.2797 3.2786 2.0657 4.4544
Largest Winning Trade 79080 79080 34115 5424346 1578581 5424346
Largest Losing Trade -308242 -29914 -308242 -563491 -563491 -339275
Avg Bars in Trades 70 66 75 70 66 75
Avg Bars in Winners 54 44 66 65 66 64
Avg Bars in Losers 94 104 86 75 65 88
Bars Traded 4656 2180 2476 4656 2180 2476
Profit Streak 176.7371 176.7371 190.7371 176.7371 176.7371 322.2371
Trades During Streak 4 2 3 4 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -706519 -240710 -578461 -114049 -198274 621741

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487865,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 196,
            "offset": 0,
            "multiplier": 2.66183
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 143,
            "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": [
        [
            -225262.1774976147,
            206618.3628190418,
            -431880.5403166565,
            6491523.572883232,
            960367.168744986,
            5531156.404138245
        ],
        [
            -225.262177,
            206.618363,
            -431.88054,
            6491.523573,
            960.367169,
            5531.156404
        ],
        [
            -0.090069,
            0.082614,
            -0.172683,
            0.167608,
            0.094455,
            0.161301
        ],
        [
            867.255972,
            867.255972,
            867.255972,
            867.255972,
            867.255972,
            867.255972
        ],
        [
            -347830,
            -41953,
            -484341,
            -1989753,
            -1479824,
            -1042680
        ],
        [
            0.726336,
            2.626463,
            0.379571,
            3.085737,
            1.522096,
            5.345337
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            40,
            21,
            19,
            32,
            14,
            18
        ],
        [
            26,
            12,
            14,
            34,
            19,
            15
        ],
        [
            60.606061,
            63.636364,
            57.575758,
            48.484848,
            42.424242,
            54.545455
        ],
        [
            0.472119,
            1.500836,
            0.279684,
            3.278595,
            2.065701,
            4.454448
        ],
        [
            79080,
            79080,
            34115,
            5424346,
            1578581,
            5424346
        ],
        [
            -308242,
            -29914,
            -308242,
            -563491,
            -563491,
            -339275
        ],
        [
            70,
            66,
            75,
            70,
            66,
            75
        ],
        [
            54,
            44,
            66,
            65,
            66,
            64
        ],
        [
            94,
            104,
            86,
            75,
            65,
            88
        ],
        [
            4656,
            2180,
            2476,
            4656,
            2180,
            2476
        ],
        [
            176.737128,
            176.737128,
            190.737128,
            176.737128,
            176.737128,
            322.237128
        ],
        [
            4,
            2,
            3,
            4,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -706519,
            -240710,
            -578461,
            -114049,
            -198274,
            621741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487865,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 196,
            "offset": 0,
            "multiplier": 2.66183
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 143,
            "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)