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Trade: XRP/USDT/720/TEMA/MIDPRICE/9725

Strategy
XRP/USDT/720/TEMA/MIDPRICE/9725
Pair
XRP_USDT
Interval
12h
Score
661346
Daily Profit
0.160162
Profit Factor
12.577378
Profitability
64.516129
Streak
91.086532
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 05:04
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 688830.9535 644605.6116 44225.3419 651121.9923 5368779.487 -4717657.4946
Total P&L (%) 688.831 644.6056 44.2253 651.122 5368.7795 -4717.6575
Avg Daily Profit (%) 0.2755 0.2578 0.0177 0.0807 0.1602 0
Buy And Hold Return (%) 811.3684 811.3684 811.3684 811.3684 811.3684 811.3684
Max Trade Drawdown -232901 -89220 -168250 -5132393 -296145 -5843970
Profit Factor 2.3714 5.8317 1.1199 1.0913 12.5774 0.2923
Total Trades 62 31 31 62 31 31
Winning Trades 40 20 20 40 20 20
Losing Trades 22 11 11 22 11 11
Profitability (%) 64.5161 64.5161 64.5161 64.5161 64.5161 64.5161
Ratio Avg Win / Avg Loss 1.3043 3.2074 0.6159 0.6002 6.9176 0.1608
Largest Winning Trade 164401 164401 59237 2775784 2775784 902489
Largest Losing Trade -87909 -44945 -87909 -4572841 -162466 -4572841
Avg Bars in Trades 73 84 63 73 84 63
Avg Bars in Winners 93 101 85 93 101 85
Avg Bars in Losers 37 53 22 37 53 22
Bars Traded 4568 2608 1960 4568 2608 1960
Profit Streak 66.5865 91.0865 0 66.5865 91.0865 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -309748 -146440 -423465 -528408 661346 -578936

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757988276344,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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": [
        [
            688830.9534735018,
            644605.6115689412,
            44225.3419045606,
            651121.9923495377,
            5368779.486971192,
            -4717657.494621655
        ],
        [
            688.830953,
            644.605612,
            44.225342,
            651.121992,
            5368.779487,
            -4717.657495
        ],
        [
            0.275477,
            0.257791,
            0.017687,
            0.080672,
            0.160162,
            0
        ],
        [
            811.368427,
            811.368427,
            811.368427,
            811.368427,
            811.368427,
            811.368427
        ],
        [
            -232901,
            -89220,
            -168250,
            -5132393,
            -296145,
            -5843970
        ],
        [
            2.371437,
            5.831716,
            1.119898,
            1.091318,
            12.577378,
            0.29234
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            64.516129,
            64.516129,
            64.516129,
            64.516129,
            64.516129,
            64.516129
        ],
        [
            1.30429,
            3.207444,
            0.615944,
            0.600225,
            6.917558,
            0.160787
        ],
        [
            164401,
            164401,
            59237,
            2775784,
            2775784,
            902489
        ],
        [
            -87909,
            -44945,
            -87909,
            -4572841,
            -162466,
            -4572841
        ],
        [
            73,
            84,
            63,
            73,
            84,
            63
        ],
        [
            93,
            101,
            85,
            93,
            101,
            85
        ],
        [
            37,
            53,
            22,
            37,
            53,
            22
        ],
        [
            4568,
            2608,
            1960,
            4568,
            2608,
            1960
        ],
        [
            66.586532,
            91.086532,
            0,
            66.586532,
            91.086532,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -309748,
            -146440,
            -423465,
            -528408,
            661346,
            -578936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1757988276344,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 212,
            "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)