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Trade: XRP/USDT/120/HMA/DCM/5740

Strategy
XRP/USDT/120/HMA/DCM/5740
Pair
XRP_USDT
Interval
2h
Score
318458
Daily Profit
0.247591
Profit Factor
1.275001
Profitability
35.983264
Streak
19.735851
Best Strategy
Training Data Length
2082.580000
Evaluation Time
2025-09-18 00:39
Expiration Time
2025-12-01 21:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 867673.0651 750681.8807 116991.1844 17141724.9572 19800542.5249 -2658817.5677
Total P&L (%) 867.6731 750.6819 116.9912 17141.725 19800.5425 -2658.8176
Avg Daily Profit (%) 0.4166 0.3605 0.0562 0.2476 0.2545 0
Buy And Hold Return (%) 1179.689 1179.689 1179.689 1179.689 1179.689 1179.689
Max Trade Drawdown -101542 -64276 -63145 -10911226 -4705261 -7959516
Profit Factor 1.6446 2.1456 1.1693 1.275 1.6918 0.9211
Total Trades 717 359 358 717 359 358
Winning Trades 258 132 126 258 132 126
Losing Trades 459 227 232 459 227 232
Profitability (%) 35.9833 36.7688 35.1955 35.9833 36.7688 35.1955
Ratio Avg Win / Avg Loss 2.9258 3.6899 2.1531 2.2683 2.9093 1.696
Largest Winning Trade 181149 181149 46975 6559142 6559142 2876723
Largest Losing Trade -31443 -31443 -23943 -2957248 -1904967 -2957248
Avg Bars in Trades 34 34 34 34 34 34
Avg Bars in Winners 61 62 60 61 62 60
Avg Bars in Losers 19 18 19 19 18 19
Bars Traded 24681 12460 12221 24681 12460 12221
Profit Streak 19.7359 19.7359 22.1525 19.7359 19.7359 22.1525
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153414 -155554 -320722 318458 303890 -581892

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1578139200000,
    "first_datapoint_time": 1579600800000,
    "last_datapoint_time": 1758139200000,
    "evaluation_time": 1758145177573,
    "expiration_time": 1764616867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "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": [
        [
            867673.0651073724,
            750681.8807224038,
            116991.1843849679,
            17141724.95720923,
            19800542.52493962,
            -2658817.567730377
        ],
        [
            867.673065,
            750.681881,
            116.991184,
            17141.724957,
            19800.542525,
            -2658.817568
        ],
        [
            0.416634,
            0.360458,
            0.056176,
            0.247591,
            0.254495,
            0
        ],
        [
            1179.688953,
            1179.688953,
            1179.688953,
            1179.688953,
            1179.688953,
            1179.688953
        ],
        [
            -101542,
            -64276,
            -63145,
            -10911226,
            -4705261,
            -7959516
        ],
        [
            1.644568,
            2.145649,
            1.169335,
            1.275001,
            1.69177,
            0.921128
        ],
        [
            717,
            359,
            358,
            717,
            359,
            358
        ],
        [
            258,
            132,
            126,
            258,
            132,
            126
        ],
        [
            459,
            227,
            232,
            459,
            227,
            232
        ],
        [
            35.983264,
            36.768802,
            35.195531,
            35.983264,
            36.768802,
            35.195531
        ],
        [
            2.925801,
            3.689867,
            2.153061,
            2.268315,
            2.909331,
            1.696044
        ],
        [
            181149,
            181149,
            46975,
            6559142,
            6559142,
            2876723
        ],
        [
            -31443,
            -31443,
            -23943,
            -2957248,
            -1904967,
            -2957248
        ],
        [
            34,
            34,
            34,
            34,
            34,
            34
        ],
        [
            61,
            62,
            60,
            61,
            62,
            60
        ],
        [
            19,
            18,
            19,
            19,
            18,
            19
        ],
        [
            24681,
            12460,
            12221,
            24681,
            12460,
            12221
        ],
        [
            19.735851,
            19.735851,
            22.152518,
            19.735851,
            19.735852,
            22.152518
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153414,
            -155554,
            -320722,
            318458,
            303890,
            -581892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24991,
    "evaluation_days": 2082.58,
    "actual_first_datapoint_time": 1578139200000,
    "first_datapoint_time": 1579600800000,
    "last_datapoint_time": 1758139200000,
    "evaluation_time": 1758145177573,
    "expiration_time": 1764616867200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 7,
            "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)