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Trade: XRP/USDT/720/ALMA/DEMA/2131

Strategy
XRP/USDT/720/ALMA/DEMA/2131
Pair
XRP_USDT
Interval
12h
Score
478185
Daily Profit
0.172018
Profit Factor
2.808429
Profitability
48.780488
Streak
110.940458
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 13:34
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 810981.4161 739047.2524 71934.1637 4478279.7172 7258682.7453 -2780403.0281
Total P&L (%) 810.9814 739.0473 71.9342 4478.2797 7258.6827 -2780.403
Avg Daily Profit (%) 0.3243 0.2955 0.0288 0.153 0.172 0
Buy And Hold Return (%) 801.6492 801.6492 801.6492 801.6492 801.6492 801.6492
Max Trade Drawdown -92118 -51275 -96687 -4906498 -1672454 -5667153
Profit Factor 2.7247 4.5273 1.2759 1.4231 2.8084 0.5768
Total Trades 83 41 42 83 41 42
Winning Trades 42 20 22 42 20 22
Losing Trades 41 21 20 41 21 20
Profitability (%) 50.6024 48.7805 52.381 50.6024 48.7805 52.381
Ratio Avg Win / Avg Loss 2.6598 4.7536 1.1599 1.3892 2.9489 0.5244
Largest Winning Trade 283437 283437 52101 6098417 6098417 781267
Largest Losing Trade -40552 -29287 -40552 -3345569 -597613 -3345569
Avg Bars in Trades 56 58 54 56 58 54
Avg Bars in Winners 67 75 60 67 75 60
Avg Bars in Losers 44 42 47 44 42 47
Bars Traded 4661 2384 2277 4661 2384 2277
Profit Streak 104.9405 110.9405 104.9405 104.9405 110.9405 104.9405
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148098 -149351 -319384 262384 478185 -579864

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623655563,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "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": [
        [
            810981.4161193789,
            739047.2524320516,
            71934.1636873271,
            4478279.717231825,
            7258682.745344654,
            -2780403.02811283
        ],
        [
            810.981416,
            739.047252,
            71.934164,
            4478.279717,
            7258.682745,
            -2780.403028
        ],
        [
            0.324263,
            0.295501,
            0.028762,
            0.153012,
            0.172018,
            0
        ],
        [
            801.649185,
            801.649185,
            801.649185,
            801.649185,
            801.649185,
            801.649185
        ],
        [
            -92118,
            -51275,
            -96687,
            -4906498,
            -1672454,
            -5667153
        ],
        [
            2.724683,
            4.52728,
            1.27593,
            1.423114,
            2.808429,
            0.576822
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            50.60241,
            48.780488,
            52.380952,
            50.60241,
            48.780488,
            52.380952
        ],
        [
            2.65981,
            4.753644,
            1.159936,
            1.38923,
            2.94885,
            0.524384
        ],
        [
            283437,
            283437,
            52101,
            6098417,
            6098417,
            781267
        ],
        [
            -40552,
            -29287,
            -40552,
            -3345569,
            -597613,
            -3345569
        ],
        [
            56,
            58,
            54,
            56,
            58,
            54
        ],
        [
            67,
            75,
            60,
            67,
            75,
            60
        ],
        [
            44,
            42,
            47,
            44,
            42,
            47
        ],
        [
            4661,
            2384,
            2277,
            4661,
            2384,
            2277
        ],
        [
            104.940458,
            110.940458,
            104.940458,
            104.940458,
            110.940458,
            104.940458
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148098,
            -149351,
            -319384,
            262384,
            478185,
            -579864
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1553126400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758623655563,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "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)