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Trade: XRP/USDT/120/T3/SMA/2142

Strategy
XRP/USDT/120/T3/SMA/2142
Pair
XRP_USDT
Interval
2h
Score
318812
Daily Profit
0.168247
Profit Factor
2.024316
Profitability
48.648649
Streak
175.594437
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-23 15:15
Expiration Time
2025-12-06 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 687356.5014 679005.9205 8350.5808 1177844.5623 3215604.1237 -2037759.5614
Total P&L (%) 687.3565 679.0059 8.3506 1177.8446 3215.6041 -2037.7596
Avg Daily Profit (%) 0.33 0.326 0.004 0.1224 0.1682 0
Buy And Hold Return (%) 1111.8204 1111.8204 1111.8204 1111.8204 1111.8204 1111.8204
Max Trade Drawdown -113823 -80036 -119416 -2545278 -1704777 -2854392
Profit Factor 2.3915 4.22 1.0295 1.1496 2.0243 0.5697
Total Trades 75 37 38 75 37 38
Winning Trades 34 18 16 34 18 16
Losing Trades 41 19 22 41 19 22
Profitability (%) 45.3333 48.6486 42.1053 45.3333 48.6486 42.1053
Ratio Avg Win / Avg Loss 2.8839 4.4545 1.4156 1.3863 2.1368 0.7833
Largest Winning Trade 324846 324846 55414 1561184 1561184 713240
Largest Losing Trade -70543 -25321 -70543 -2103290 -484733 -2103290
Avg Bars in Trades 324 307 340 324 307 340
Avg Bars in Winners 427 409 448 427 409 448
Avg Bars in Losers 238 210 262 238 210 262
Bars Traded 24319 11374 12945 24319 11374 12945
Profit Streak 0 175.5944 0 0 175.5944 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -215165 -148990 -544375 -295575 318812 -583835

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578549600000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758629759319,
    "expiration_time": 1765042185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 233,
            "offset": 0,
            "a": 0.67102
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 108,
            "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": [
        [
            687356.501389582,
            679005.920544666,
            8350.5808449158,
            1177844.5622870966,
            3215604.1237171497,
            -2037759.5614300522
        ],
        [
            687.356501,
            679.005921,
            8.350581,
            1177.844562,
            3215.604124,
            -2037.759561
        ],
        [
            0.330024,
            0.326014,
            0.004009,
            0.122402,
            0.168247,
            0
        ],
        [
            1111.820351,
            1111.820351,
            1111.820351,
            1111.820351,
            1111.820351,
            1111.820351
        ],
        [
            -113823,
            -80036,
            -119416,
            -2545278,
            -1704777,
            -2854392
        ],
        [
            2.391515,
            4.220035,
            1.029498,
            1.149576,
            2.024316,
            0.569665
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            45.333333,
            48.648649,
            42.105263,
            45.333333,
            48.648649,
            42.105263
        ],
        [
            2.883886,
            4.454481,
            1.415559,
            1.386254,
            2.136778,
            0.783289
        ],
        [
            324846,
            324846,
            55414,
            1561184,
            1561184,
            713240
        ],
        [
            -70543,
            -25321,
            -70543,
            -2103290,
            -484733,
            -2103290
        ],
        [
            324,
            307,
            340,
            324,
            307,
            340
        ],
        [
            427,
            409,
            448,
            427,
            409,
            448
        ],
        [
            238,
            210,
            262,
            238,
            210,
            262
        ],
        [
            24319,
            11374,
            12945,
            24319,
            11374,
            12945
        ],
        [
            0,
            175.594437,
            0,
            0,
            175.594437,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -215165,
            -148990,
            -544375,
            -295575,
            318812,
            -583835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578549600000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758629759319,
    "expiration_time": 1765042185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 233,
            "offset": 0,
            "a": 0.67102
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 108,
            "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)