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Trade: XRP/USDT/720/DEMA/MIDPRICE/5646

Strategy
XRP/USDT/720/DEMA/MIDPRICE/5646
Pair
XRP_USDT
Interval
12h
Score
731751
Daily Profit
0.181883
Profit Factor
9.622955
Profitability
69.696970
Streak
527.694986
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 07:40
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 756382.144 631875.0627 124507.0814 9086895.7874 9313751.9593 -226856.1719
Total P&L (%) 756.3821 631.8751 124.5071 9086.8958 9313.752 -226.8562
Avg Daily Profit (%) 0.3024 0.2526 0.0498 0.1809 0.1819 0
Buy And Hold Return (%) 883.6213 883.6213 883.6213 883.6213 883.6213 883.6213
Max Trade Drawdown -71282 -63938 -82164 -1391451 -584111 -1702346
Profit Factor 3.0513 5.3586 1.5564 3.0912 9.623 0.9305
Total Trades 66 33 33 66 33 33
Winning Trades 42 23 19 42 23 19
Losing Trades 24 10 14 24 10 14
Profitability (%) 63.6364 69.697 57.5758 63.6364 69.697 57.5758
Ratio Avg Win / Avg Loss 1.7436 2.3298 1.1469 1.7664 4.1839 0.6857
Largest Winning Trade 192292 192292 49035 3680931 3680931 643896
Largest Losing Trade -67162 -43836 -67162 -829993 -221045 -829993
Avg Bars in Trades 68 79 56 68 79 56
Avg Bars in Winners 77 71 85 77 71 85
Avg Bars in Losers 51 96 18 51 96 18
Bars Traded 4489 2610 1879 4489 2610 1879
Profit Streak 295.695 527.695 295.695 295.695 527.695 295.695
Trades During Streak 5 6 2 5 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -276377 -145316 -288630 -111561 731751 -578852

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602446806,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            756382.1440300678,
            631875.0626544734,
            124507.0813755941,
            9086895.787394693,
            9313751.959302915,
            -226856.1719082234
        ],
        [
            756.382144,
            631.875063,
            124.507081,
            9086.895787,
            9313.751959,
            -226.856172
        ],
        [
            0.302432,
            0.252649,
            0.049783,
            0.180906,
            0.181883,
            0
        ],
        [
            883.621285,
            883.621285,
            883.621285,
            883.621285,
            883.621285,
            883.621285
        ],
        [
            -71282,
            -63938,
            -82164,
            -1391451,
            -584111,
            -1702346
        ],
        [
            3.051336,
            5.358614,
            1.556444,
            3.091163,
            9.622955,
            0.930524
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            24,
            10,
            14,
            24,
            10,
            14
        ],
        [
            63.636364,
            69.69697,
            57.575758,
            63.636364,
            69.69697,
            57.575758
        ],
        [
            1.743621,
            2.329832,
            1.146853,
            1.766379,
            4.183893,
            0.68565
        ],
        [
            192292,
            192292,
            49035,
            3680931,
            3680931,
            643896
        ],
        [
            -67162,
            -43836,
            -67162,
            -829993,
            -221045,
            -829993
        ],
        [
            68,
            79,
            56,
            68,
            79,
            56
        ],
        [
            77,
            71,
            85,
            77,
            71,
            85
        ],
        [
            51,
            96,
            18,
            51,
            96,
            18
        ],
        [
            4489,
            2610,
            1879,
            4489,
            2610,
            1879
        ],
        [
            295.694986,
            527.694986,
            295.694986,
            295.694986,
            527.694986,
            295.694986
        ],
        [
            5,
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            5,
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        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -276377,
            -145316,
            -288630,
            -111561,
            731751,
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        ]
    ]
}
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": 1549454400000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758602446806,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)