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Trade: XRP/USDT/720/T3/MIDPOINT/4409

Strategy
XRP/USDT/720/T3/MIDPOINT/4409
Pair
XRP_USDT
Interval
12h
Score
670131
Daily Profit
0.296142
Profit Factor
4.261797
Profitability
64.864865
Streak
135.357253
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 23:34
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1111541.7424 860119.4331 251422.3093 179138396.9643 162535470.0245 16602926.9398
Total P&L (%) 1111.5417 860.1194 251.4223 179138.397 162535.47 16602.9269
Avg Daily Profit (%) 0.4445 0.344 0.1005 0.3 0.2961 0.2049
Buy And Hold Return (%) 757.5666 757.5666 757.5666 757.5666 757.5666 757.5666
Max Trade Drawdown -87536 -81220 -18989 -35441297 -26976919 -16080294
Profit Factor 4.8639 5.2901 3.884 3.3496 4.2618 1.6286
Total Trades 75 37 38 75 37 38
Winning Trades 47 24 23 47 24 23
Losing Trades 28 13 15 28 13 15
Profitability (%) 62.6667 64.8649 60.5263 62.6667 64.8649 60.5263
Ratio Avg Win / Avg Loss 2.8977 2.8654 2.533 1.9955 2.3085 1.0621
Largest Winning Trade 190088 190088 59643 67447455 67447455 16409193
Largest Losing Trade -50451 -50451 -16829 -26976919 -26976919 -7994272
Avg Bars in Trades 63 73 53 63 73 53
Avg Bars in Winners 68 72 64 68 72 64
Avg Bars in Losers 54 76 34 54 76 34
Bars Traded 4746 2732 2014 4746 2732 2014
Profit Streak 104.3573 135.3573 104.3573 104.3573 135.3573 104.3573
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60987 -103884 -215603 -43102 670131 431660

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758227666665,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 31,
            "offset": 0,
            "a": 0.61257
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 111,
            "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": [
        [
            1111541.7424108484,
            860119.4331361456,
            251422.309274703,
            179138396.9642685,
            162535470.0244884,
            16602926.939780084
        ],
        [
            1111.541742,
            860.119433,
            251.422309,
            179138.396964,
            162535.470024,
            16602.92694
        ],
        [
            0.444528,
            0.343979,
            0.100549,
            0.300041,
            0.296142,
            0.204895
        ],
        [
            757.566601,
            757.566601,
            757.566601,
            757.566601,
            757.566601,
            757.566601
        ],
        [
            -87536,
            -81220,
            -18989,
            -35441297,
            -26976919,
            -16080294
        ],
        [
            4.863945,
            5.290052,
            3.883992,
            3.349609,
            4.261797,
            1.628619
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            62.666667,
            64.864865,
            60.526316,
            62.666667,
            64.864865,
            60.526316
        ],
        [
            2.897669,
            2.865445,
            2.533038,
            1.995512,
            2.308474,
            1.062143
        ],
        [
            190088,
            190088,
            59643,
            67447455,
            67447455,
            16409193
        ],
        [
            -50451,
            -50451,
            -16829,
            -26976919,
            -26976919,
            -7994272
        ],
        [
            63,
            73,
            53,
            63,
            73,
            53
        ],
        [
            68,
            72,
            64,
            68,
            72,
            64
        ],
        [
            54,
            76,
            34,
            54,
            76,
            34
        ],
        [
            4746,
            2732,
            2014,
            4746,
            2732,
            2014
        ],
        [
            104.357253,
            135.357253,
            104.357253,
            104.357253,
            135.357253,
            104.357253
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60987,
            -103884,
            -215603,
            -43102,
            670131,
            431660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758227666665,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 31,
            "offset": 0,
            "a": 0.61257
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 111,
            "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)