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Trade: XRP/USDT/480/LINREG/MIDPRICE/2867

Strategy
XRP/USDT/480/LINREG/MIDPRICE/2867
Pair
XRP_USDT
Interval
8h
Score
308208
Daily Profit
0.159676
Profit Factor
1.376291
Profitability
53.846154
Streak
50.493488
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 14:50
Expiration Time
2025-12-03 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877842.6907 794918.1296 82924.5611 5301361.1238 7879434.3261 -2578073.2023
Total P&L (%) 877.8427 794.9181 82.9246 5301.3611 7879.4343 -2578.0732
Avg Daily Profit (%) 0.3511 0.3179 0.0332 0.1597 0.1753 0
Buy And Hold Return (%) 969.5914 969.5914 969.5914 969.5914 969.5914 969.5914
Max Trade Drawdown -82139 -53022 -89415 -3193370 -1974014 -3935048
Profit Factor 2.8152 5.6682 1.2647 1.3763 2.4963 0.7078
Total Trades 104 52 52 104 52 52
Winning Trades 56 27 29 56 27 29
Losing Trades 48 25 23 48 25 23
Profitability (%) 53.8462 51.9231 55.7692 53.8462 51.9231 55.7692
Ratio Avg Win / Avg Loss 2.413 5.2484 1.003 1.1797 2.3114 0.5613
Largest Winning Trade 364984 364984 51083 5973730 5973730 1263178
Largest Losing Trade -67514 -17998 -67514 -1846000 -707073 -1846000
Avg Bars in Trades 68 76 60 68 76 60
Avg Bars in Winners 87 97 79 87 97 79
Avg Bars in Losers 46 54 36 46 54 36
Bars Traded 7135 3981 3154 7135 3981 3154
Profit Streak 50.4935 105.8268 0 50.4935 105.8268 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149735 -327295 -493803 308208 -166263 -760085
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758282637393,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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": [
        [
            877842.6907184598,
            794918.1295723944,
            82924.5611460652,
            5301361.123793656,
            7879434.326128508,
            -2578073.202334853
        ],
        [
            877.842691,
            794.91813,
            82.924561,
            5301.361124,
            7879.434326,
            -2578.073202
        ],
        [
            0.351091,
            0.317925,
            0.033165,
            0.159676,
            0.175308,
            0
        ],
        [
            969.591367,
            969.591367,
            969.591367,
            969.591367,
            969.591367,
            969.591367
        ],
        [
            -82139,
            -53022,
            -89415,
            -3193370,
            -1974014,
            -3935048
        ],
        [
            2.815189,
            5.668243,
            1.264658,
            1.376291,
            2.496265,
            0.707781
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            53.846154,
            51.923077,
            55.769231,
            53.846154,
            51.923077,
            55.769231
        ],
        [
            2.413019,
            5.248374,
            1.003004,
            1.179678,
            2.311356,
            0.561343
        ],
        [
            364984,
            364984,
            51083,
            5973730,
            5973730,
            1263178
        ],
        [
            -67514,
            -17998,
            -67514,
            -1846000,
            -707073,
            -1846000
        ],
        [
            68,
            76,
            60,
            68,
            76,
            60
        ],
        [
            87,
            97,
            79,
            87,
            97,
            79
        ],
        [
            46,
            54,
            36,
            46,
            54,
            36
        ],
        [
            7135,
            3981,
            3154,
            7135,
            3981,
            3154
        ],
        [
            50.493488,
            105.826822,
            0,
            50.493488,
            105.826822,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149735,
            -327295,
            -493803,
            308208,
            -166263,
            -760085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1548720000000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758282637393,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 65,
            "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)