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Trade: XRP/USDT/720/HLC3/DCM/5761

Strategy
XRP/USDT/720/HLC3/DCM/5761
Pair
XRP_USDT
Interval
12h
Score
340755
Daily Profit
0.158215
Profit Factor
2.185474
Profitability
50.000000
Streak
2.136601
Best Strategy
Training Data Length
2507.000000
Evaluation Time
2025-10-10 06:16
Expiration Time
2025-12-24 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 132356.8646 339658.3683 -207301.5038 5238688.8769 75588.8685 5163100.0084
Total P&L (%) 132.3569 339.6584 -207.3015 5238.6889 75.5889 5163.1
Avg Daily Profit (%) 0.0528 0.1355 -0.0827 0.1588 0.0225 0.1582
Buy And Hold Return (%) 805.3205 805.3205 805.3205 805.3205 805.3205 805.3205
Max Trade Drawdown -302347 -60888 -315383 -2922482 -1271702 -1921051
Profit Factor 1.1767 3.2896 0.6548 1.786 1.0327 2.1855
Total Trades 183 91 92 183 91 92
Winning Trades 151 77 74 89 43 46
Losing Trades 32 14 18 94 48 46
Profitability (%) 82.5137 84.6154 80.4348 48.6339 47.2527 50
Ratio Avg Win / Avg Loss 0.2494 0.5981 0.1593 1.8864 1.1528 2.1855
Largest Winning Trade 67933 67933 39492 7869336 319167 7869336
Largest Losing Trade -302347 -50607 -302347 -1864697 -534478 -1864697
Avg Bars in Trades 25 29 22 25 29 22
Avg Bars in Winners 15 16 14 27 34 21
Avg Bars in Losers 75 105 52 24 25 23
Bars Traded 4754 2707 2047 4754 2707 2047
Profit Streak 1.6366 0 2.1366 1.6366 0 2.1366
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -312738 -169845 -578549 325839 -514265 340755
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066202296,
    "expiration_time": 1766552544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 207,
            "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": [
        [
            132356.8645548199,
            339658.3683190441,
            -207301.5037642242,
            5238688.876915513,
            75588.8684862335,
            5163100.00842928
        ],
        [
            132.356865,
            339.658368,
            -207.301504,
            5238.688877,
            75.588868,
            5163.100008
        ],
        [
            0.052795,
            0.135484,
            -0.082689,
            0.158784,
            0.022459,
            0.158215
        ],
        [
            805.320486,
            805.320486,
            805.320486,
            805.320486,
            805.320486,
            805.320486
        ],
        [
            -302347,
            -60888,
            -315383,
            -2922482,
            -1271702,
            -1921051
        ],
        [
            1.176723,
            3.289627,
            0.654845,
            1.786016,
            1.032729,
            2.185474
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            151,
            77,
            74,
            89,
            43,
            46
        ],
        [
            32,
            14,
            18,
            94,
            48,
            46
        ],
        [
            82.513661,
            84.615385,
            80.434783,
            48.63388,
            47.252747,
            50
        ],
        [
            0.249372,
            0.598114,
            0.159287,
            1.886354,
            1.152813,
            2.185474
        ],
        [
            67933,
            67933,
            39492,
            7869336,
            319167,
            7869336
        ],
        [
            -302347,
            -50607,
            -302347,
            -1864697,
            -534478,
            -1864697
        ],
        [
            25,
            29,
            22,
            25,
            29,
            22
        ],
        [
            15,
            16,
            14,
            27,
            34,
            21
        ],
        [
            75,
            105,
            52,
            24,
            25,
            23
        ],
        [
            4754,
            2707,
            2047,
            4754,
            2707,
            2047
        ],
        [
            1.636601,
            0,
            2.136601,
            1.636601,
            0,
            2.136601
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -312738,
            -169845,
            -578549,
            325839,
            -514265,
            340755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5014,
    "evaluation_days": 2507,
    "actual_first_datapoint_time": 1543492800000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066202296,
    "expiration_time": 1766552544000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 207,
            "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)