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Trade: XRP/USDT/720/LINREG/DCM/4145

Strategy
XRP/USDT/720/LINREG/DCM/4145
Pair
XRP_USDT
Interval
12h
Score
540474
Daily Profit
0.161626
Profit Factor
2.781236
Profitability
62.068966
Streak
72.032522
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 15:46
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 847865.7332 783569.5419 64296.1913 -1734794.2625 5576986.2712 -7311780.5337
Total P&L (%) 847.8657 783.5695 64.2962 -1734.7943 5576.9863 -7311.7805
Avg Daily Profit (%) 0.339 0.3133 0.0257 0 0.1616 0
Buy And Hold Return (%) 809.1749 809.1749 809.1749 809.1749 809.1749 809.1749
Max Trade Drawdown -178018 -73340 -161699 -12479583 -2392485 -11320237
Profit Factor 2.9293 7.5541 1.201 0.8879 2.7812 0.4074
Total Trades 58 29 29 58 29 29
Winning Trades 35 16 19 34 18 16
Losing Trades 23 13 10 24 11 13
Profitability (%) 60.3448 55.1724 65.5172 58.6207 62.069 55.1724
Ratio Avg Win / Avg Loss 1.925 6.1377 0.6321 0.6267 1.6996 0.331
Largest Winning Trade 348202 348202 59004 4838967 4838967 1819023
Largest Losing Trade -111430 -31405 -111430 -10854296 -1999542 -10854296
Avg Bars in Trades 78 90 67 78 90 67
Avg Bars in Winners 97 104 91 61 80 41
Avg Bars in Losers 51 73 22 103 107 99
Bars Traded 4580 2623 1957 4580 2623 1957
Profit Streak 0 0 0 72.0325 72.0325 195.5325
Trades During Streak 0 0 0 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -314241 -147627 -324538 -758193 540474 -579187

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1551355200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758631609874,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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": [
        [
            847865.7332421121,
            783569.541948558,
            64296.1912935544,
            -1734794.2624757795,
            5576986.271240517,
            -7311780.533716299
        ],
        [
            847.865733,
            783.569542,
            64.296191,
            -1734.794262,
            5576.986271,
            -7311.780534
        ],
        [
            0.339011,
            0.313302,
            0.025708,
            0,
            0.161626,
            0
        ],
        [
            809.174896,
            809.174896,
            809.174896,
            809.174896,
            809.174896,
            809.174896
        ],
        [
            -178018,
            -73340,
            -161699,
            -12479583,
            -2392485,
            -11320237
        ],
        [
            2.929326,
            7.554148,
            1.200983,
            0.887851,
            2.781236,
            0.40736
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            35,
            16,
            19,
            34,
            18,
            16
        ],
        [
            23,
            13,
            10,
            24,
            11,
            13
        ],
        [
            60.344828,
            55.172414,
            65.517241,
            58.62069,
            62.068966,
            55.172414
        ],
        [
            1.924985,
            6.137745,
            0.632096,
            0.626718,
            1.699644,
            0.33098
        ],
        [
            348202,
            348202,
            59004,
            4838967,
            4838967,
            1819023
        ],
        [
            -111430,
            -31405,
            -111430,
            -10854296,
            -1999542,
            -10854296
        ],
        [
            78,
            90,
            67,
            78,
            90,
            67
        ],
        [
            97,
            104,
            91,
            61,
            80,
            41
        ],
        [
            51,
            73,
            22,
            103,
            107,
            99
        ],
        [
            4580,
            2623,
            1957,
            4580,
            2623,
            1957
        ],
        [
            0,
            0,
            0,
            72.032522,
            72.032522,
            195.532522
        ],
        [
            0,
            0,
            0,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -314241,
            -147627,
            -324538,
            -758193,
            540474,
            -579187
        ]
    ]
}
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": 1551355200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758631609874,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 205,
            "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)