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Trade: XRP/USDT/120/T3/SMA/1820

Strategy
XRP/USDT/120/T3/SMA/1820
Pair
XRP_USDT
Interval
2h
Score
434869
Daily Profit
0.225830
Profit Factor
2.378237
Profitability
45.714286
Streak
168.129938
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-18 08:07
Expiration Time
2025-12-02 05:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 782896.7569 717759.0685 65137.6884 3619412.2044 10874570.5296 -7255158.3253
Total P&L (%) 782.8968 717.7591 65.1377 3619.4122 10874.5705 -7255.1583
Avg Daily Profit (%) 0.3759 0.3446 0.0313 0.1738 0.2258 0
Buy And Hold Return (%) 1204.1335 1204.1335 1204.1335 1204.1335 1204.1335 1204.1335
Max Trade Drawdown -121814 -61561 -139300 -10034355 -3141545 -12441072
Profit Factor 2.9274 5.1816 1.2777 1.1543 2.3782 0.5341
Total Trades 71 35 36 71 35 36
Winning Trades 35 16 19 35 16 19
Losing Trades 36 19 17 36 19 17
Profitability (%) 49.2958 45.7143 52.7778 49.2958 45.7143 52.7778
Ratio Avg Win / Avg Loss 3.011 6.1531 1.1432 1.1872 2.8242 0.4779
Largest Winning Trade 358257 358257 49045 7516916 7516916 1524465
Largest Losing Trade -64640 -25056 -64640 -7825791 -1753437 -7825791
Avg Bars in Trades 342 345 339 342 345 339
Avg Bars in Winners 449 459 440 449 459 440
Avg Bars in Losers 238 249 227 238 249 227
Bars Traded 24313 12081 12232 24313 12081 12232
Profit Streak 0 168.1299 0 0 168.1299 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 -242198 -149284 -316578 -137685 434869 -580420

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578153600000,
    "first_datapoint_time": 1579730400000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758172026672,
    "expiration_time": 1764646185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 204,
            "offset": 0,
            "a": 0.66603
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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": [
        [
            782896.7568918726,
            717759.0685371751,
            65137.6883546977,
            3619412.2043770486,
            10874570.529627226,
            -7255158.325250179
        ],
        [
            782.896757,
            717.759069,
            65.137688,
            3619.412204,
            10874.57053,
            -7255.158325
        ],
        [
            0.375896,
            0.344621,
            0.031275,
            0.173775,
            0.22583,
            0
        ],
        [
            1204.133485,
            1204.133485,
            1204.133485,
            1204.133485,
            1204.133485,
            1204.133485
        ],
        [
            -121814,
            -61561,
            -139300,
            -10034355,
            -3141545,
            -12441072
        ],
        [
            2.927383,
            5.181569,
            1.277715,
            1.15426,
            2.378237,
            0.534115
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            49.295775,
            45.714286,
            52.777778,
            49.295775,
            45.714286,
            52.777778
        ],
        [
            3.011023,
            6.153113,
            1.143219,
            1.187239,
            2.824156,
            0.477892
        ],
        [
            358257,
            358257,
            49045,
            7516916,
            7516916,
            1524465
        ],
        [
            -64640,
            -25056,
            -64640,
            -7825791,
            -1753437,
            -7825791
        ],
        [
            342,
            345,
            339,
            342,
            345,
            339
        ],
        [
            449,
            459,
            440,
            449,
            459,
            440
        ],
        [
            238,
            249,
            227,
            238,
            249,
            227
        ],
        [
            24313,
            12081,
            12232,
            24313,
            12081,
            12232
        ],
        [
            0,
            168.129938,
            0,
            0,
            168.129938,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -242198,
            -149284,
            -316578,
            -137685,
            434869,
            -580420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578153600000,
    "first_datapoint_time": 1579730400000,
    "last_datapoint_time": 1758168000000,
    "evaluation_time": 1758172026672,
    "expiration_time": 1764646185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 204,
            "offset": 0,
            "a": 0.66603
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 220,
            "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)