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Trade: XRP/USDT/720/DEMA/MIDPOINT/1930

Strategy
XRP/USDT/720/DEMA/MIDPOINT/1930
Pair
XRP_USDT
Interval
12h
Score
673314
Daily Profit
0.227308
Profit Factor
5.626897
Profitability
56.097561
Streak
139.674051
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 19:10
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 898954.3895 738153.5944 160800.795 22552253.3189 29184699.0883 -6632445.7694
Total P&L (%) 898.9544 738.1536 160.8008 22552.2533 29184.6991 -6632.4458
Avg Daily Profit (%) 0.3594 0.2951 0.0643 0.217 0.2273 0
Buy And Hold Return (%) 693.8624 693.8624 693.8624 693.8624 693.8624 693.8624
Max Trade Drawdown -77193 -65189 -68374 -16889067 -2298627 -15608596
Profit Factor 3.1891 5.0897 1.6986 1.8993 5.6269 0.6466
Total Trades 83 41 42 83 41 42
Winning Trades 47 23 24 47 23 24
Losing Trades 36 18 18 36 18 18
Profitability (%) 56.6265 56.0976 57.1429 56.6265 56.0976 57.1429
Ratio Avg Win / Avg Loss 2.4427 3.9833 1.274 1.4548 4.4037 0.485
Largest Winning Trade 162925 162925 63775 17810728 17810728 2881407
Largest Losing Trade -58426 -42118 -58426 -10303567 -1808473 -10303567
Avg Bars in Trades 59 76 41 59 76 41
Avg Bars in Winners 65 74 57 65 74 57
Avg Bars in Losers 49 78 21 49 78 21
Bars Traded 4897 3137 1760 4897 3137 1760
Profit Streak 75.6741 139.6741 75.6741 75.6741 139.6741 75.6741
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57322 -127030 -268833 420482 673314 -578843

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758643838024,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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": [
        [
            898954.3894511213,
            738153.5944440872,
            160800.7950070341,
            22552253.318869587,
            29184699.08831833,
            -6632445.769448744
        ],
        [
            898.954389,
            738.153594,
            160.800795,
            22552.253319,
            29184.699088,
            -6632.445769
        ],
        [
            0.359366,
            0.295084,
            0.064282,
            0.217019,
            0.227308,
            0
        ],
        [
            693.862446,
            693.862446,
            693.862446,
            693.862446,
            693.862446,
            693.862446
        ],
        [
            -77193,
            -65189,
            -68374,
            -16889067,
            -2298627,
            -15608596
        ],
        [
            3.189098,
            5.089732,
            1.698644,
            1.899309,
            5.626897,
            0.646641
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            56.626506,
            56.097561,
            57.142857,
            56.626506,
            56.097561,
            57.142857
        ],
        [
            2.442713,
            3.983269,
            1.273983,
            1.45479,
            4.403659,
            0.48498
        ],
        [
            162925,
            162925,
            63775,
            17810728,
            17810728,
            2881407
        ],
        [
            -58426,
            -42118,
            -58426,
            -10303567,
            -1808473,
            -10303567
        ],
        [
            59,
            76,
            41,
            59,
            76,
            41
        ],
        [
            65,
            74,
            57,
            65,
            74,
            57
        ],
        [
            49,
            78,
            21,
            49,
            78,
            21
        ],
        [
            4897,
            3137,
            1760,
            4897,
            3137,
            1760
        ],
        [
            75.674051,
            139.674051,
            75.674051,
            75.674051,
            139.674051,
            75.674051
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57322,
            -127030,
            -268833,
            420482,
            673314,
            -578843
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758643838024,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 96,
            "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)