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Trade: XRP/USDT/720/LINREG/MIDPOINT/7471

Strategy
XRP/USDT/720/LINREG/MIDPOINT/7471
Pair
XRP_USDT
Interval
12h
Score
703777
Daily Profit
0.170418
Profit Factor
10.911113
Profitability
70.967742
Streak
84.806323
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-07 22:21
Expiration Time
2025-12-21 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 560828.298 510392.3854 50435.9127 2322565.3493 7012764.4024 -4690199.053
Total P&L (%) 560.8283 510.3924 50.4359 2322.5653 7012.7644 -4690.1991
Avg Daily Profit (%) 0.2239 0.2038 0.0201 0.1273 0.1704 0
Buy And Hold Return (%) 826.9139 826.9139 826.9139 826.9139 826.9139 826.9139
Max Trade Drawdown -86493 -58859 -111025 -5607858 -411562 -6368274
Profit Factor 2.5042 5.3944 1.1965 1.2825 10.9111 0.3757
Total Trades 62 31 31 62 31 31
Winning Trades 43 22 21 43 22 21
Losing Trades 19 9 10 19 9 10
Profitability (%) 69.3548 70.9677 67.7419 69.3548 70.9677 67.7419
Ratio Avg Win / Avg Loss 1.1065 2.2068 0.5698 0.5667 4.4636 0.1789
Largest Winning Trade 109167 109167 50654 4108967 4108967 525991
Largest Losing Trade -50608 -46489 -50608 -2685670 -308368 -2685670
Avg Bars in Trades 74 85 62 74 85 62
Avg Bars in Winners 67 68 66 67 68 66
Avg Bars in Losers 88 127 53 88 127 53
Bars Traded 4588 2655 1933 4588 2655 1933
Profit Streak 82.3063 84.8063 0 82.3063 84.8063 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 -309306 -146387 -335540 -182995 703777 -578518
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759864866352,
    "expiration_time": 1766330064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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": [
        [
            560828.2980466277,
            510392.3853657617,
            50435.9126808661,
            2322565.349338263,
            7012764.402352835,
            -4690199.053014572
        ],
        [
            560.828298,
            510.392385,
            50.435913,
            2322.565349,
            7012.764402,
            -4690.199053
        ],
        [
            0.223928,
            0.20379,
            0.020138,
            0.127348,
            0.170418,
            0
        ],
        [
            826.913929,
            826.913929,
            826.913929,
            826.913929,
            826.913929,
            826.913929
        ],
        [
            -86493,
            -58859,
            -111025,
            -5607858,
            -411562,
            -6368274
        ],
        [
            2.504188,
            5.394433,
            1.196479,
            1.282538,
            10.911113,
            0.375706
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            69.354839,
            70.967742,
            67.741935,
            69.354839,
            70.967742,
            67.741935
        ],
        [
            1.106502,
            2.206814,
            0.569752,
            0.566703,
            4.463637,
            0.178908
        ],
        [
            109167,
            109167,
            50654,
            4108967,
            4108967,
            525991
        ],
        [
            -50608,
            -46489,
            -50608,
            -2685670,
            -308368,
            -2685670
        ],
        [
            74,
            85,
            62,
            74,
            85,
            62
        ],
        [
            67,
            68,
            66,
            67,
            68,
            66
        ],
        [
            88,
            127,
            53,
            88,
            127,
            53
        ],
        [
            4588,
            2655,
            1933,
            4588,
            2655,
            1933
        ],
        [
            82.306323,
            84.806323,
            0,
            82.306323,
            84.806323,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -309306,
            -146387,
            -335540,
            -182995,
            703777,
            -578518
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1551614400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759864866352,
    "expiration_time": 1766330064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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)