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Trade: XRP/USDT/720/DCM/BBM/6103

Strategy
XRP/USDT/720/DCM/BBM/6103
Pair
XRP_USDT
Interval
12h
Score
352247
Daily Profit
0.152570
Profit Factor
2.666012
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 09:53
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 -192111.0812 204023.4125 -396134.4937 3887558.7773 -540493.1913 4428051.9686
Total P&L (%) -192.1111 204.0234 -396.1345 3887.5588 -540.4932 4428.052
Avg Daily Profit (%) -0.0768 0.0816 -0.1584 0.1475 0 0.1526
Buy And Hold Return (%) 808.8406 808.8406 808.8406 808.8406 808.8406 808.8406
Max Trade Drawdown -335416 -49654 -455718 -2162405 -1967879 -1131964
Profit Factor 0.7674 2.4231 0.4196 1.7703 0.7738 2.666
Total Trades 80 40 40 80 40 40
Winning Trades 50 28 22 36 18 18
Losing Trades 30 12 18 44 22 22
Profitability (%) 62.5 70 55 45 45 45
Ratio Avg Win / Avg Loss 0.4604 1.0385 0.3433 2.1637 0.9457 3.2585
Largest Winning Trade 38010 38010 35762 6056905 682942 6056905
Largest Losing Trade -315346 -34860 -315346 -830155 -830155 -666037
Avg Bars in Trades 59 47 71 59 47 71
Avg Bars in Winners 48 42 56 56 40 73
Avg Bars in Losers 77 59 89 61 53 70
Bars Traded 4774 1907 2867 4774 1907 2867
Profit Streak 0 113.7868 0 0 113.7868 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -602657 -243125 -580101 -19620 -582131 352247

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758610380031,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 200,
            "offset": 0,
            "std": 2.33642
        }
    }
}
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": [
        [
            -192111.0811665619,
            204023.4124979214,
            -396134.4936644833,
            3887558.7773060547,
            -540493.1912914187,
            4428051.968597472
        ],
        [
            -192.111081,
            204.023412,
            -396.134494,
            3887.558777,
            -540.493191,
            4428.051969
        ],
        [
            -0.076814,
            0.081577,
            -0.15839,
            0.14748,
            0,
            0.15257
        ],
        [
            808.840566,
            808.840566,
            808.840566,
            808.840566,
            808.840566,
            808.840566
        ],
        [
            -335416,
            -49654,
            -455718,
            -2162405,
            -1967879,
            -1131964
        ],
        [
            0.767398,
            2.42313,
            0.419634,
            1.770296,
            0.773754,
            2.666012
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            50,
            28,
            22,
            36,
            18,
            18
        ],
        [
            30,
            12,
            18,
            44,
            22,
            22
        ],
        [
            62.5,
            70,
            55,
            45,
            45,
            45
        ],
        [
            0.460439,
            1.038484,
            0.343337,
            2.163695,
            0.945699,
            3.258459
        ],
        [
            38010,
            38010,
            35762,
            6056905,
            682942,
            6056905
        ],
        [
            -315346,
            -34860,
            -315346,
            -830155,
            -830155,
            -666037
        ],
        [
            59,
            47,
            71,
            59,
            47,
            71
        ],
        [
            48,
            42,
            56,
            56,
            40,
            73
        ],
        [
            77,
            59,
            89,
            61,
            53,
            70
        ],
        [
            4774,
            1907,
            2867,
            4774,
            1907,
            2867
        ],
        [
            0,
            113.786806,
            0,
            0,
            113.786806,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -602657,
            -243125,
            -580101,
            -19620,
            -582131,
            352247
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758610380031,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 200,
            "offset": 0,
            "std": 2.33642
        }
    }
}

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)