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Trade: XRP/USDT/120/T3/SMA/4836

Strategy
XRP/USDT/120/T3/SMA/4836
Pair
XRP_USDT
Interval
2h
Score
533825
Daily Profit
0.336575
Profit Factor
2.398150
Profitability
53.191489
Streak
98.931514
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-21 17:21
Expiration Time
2025-12-05 15:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 994285.2525 843100.2976 151184.9549 27474835.0994 109341994.27 -81867159.1706
Total P&L (%) 994.2853 843.1003 151.185 27474.8351 109341.9943 -81867.1592
Avg Daily Profit (%) 0.4774 0.4048 0.0726 0.2702 0.3366 0
Buy And Hold Return (%) 1260.0657 1260.0657 1260.0657 1260.0657 1260.0657 1260.0657
Max Trade Drawdown -138537 -64964 -117013 -119815801 -17641010 -113813757
Profit Factor 3.2223 4.5347 1.7237 1.1297 2.3982 0.3877
Total Trades 94 47 47 94 47 47
Winning Trades 49 25 24 49 25 24
Losing Trades 45 22 23 45 22 23
Profitability (%) 52.1277 53.1915 51.0638 52.1277 53.1915 51.0638
Ratio Avg Win / Avg Loss 2.9592 3.9906 1.6519 1.0374 2.1104 0.3716
Largest Winning Trade 173692 173692 62895 86387255 86387255 12503882
Largest Losing Trade -68314 -46172 -68314 -95142609 -8630275 -95142609
Avg Bars in Trades 261 285 237 261 285 237
Avg Bars in Winners 345 363 327 345 363 327
Avg Bars in Losers 169 197 143 169 197 143
Bars Traded 24589 13435 11154 24589 13435 11154
Profit Streak 97.0148 98.9315 97.0148 97.0148 98.9315 97.0148
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147724 -147480 -257748 -67788 533825 -579999

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578456000000,
    "first_datapoint_time": 1579968000000,
    "last_datapoint_time": 1758463200000,
    "evaluation_time": 1758464482781,
    "expiration_time": 1764941126400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 180,
            "offset": 0,
            "a": 0.7944
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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": [
        [
            994285.2525260681,
            843100.2976211561,
            151184.9549049116,
            27474835.099440128,
            109341994.2700028,
            -81867159.17056267
        ],
        [
            994.285253,
            843.100298,
            151.184955,
            27474.835099,
            109341.99427,
            -81867.159171
        ],
        [
            0.477409,
            0.404817,
            0.072592,
            0.270186,
            0.336575,
            0
        ],
        [
            1260.06569,
            1260.06569,
            1260.06569,
            1260.06569,
            1260.06569,
            1260.06569
        ],
        [
            -138537,
            -64964,
            -117013,
            -119815801,
            -17641010,
            -113813757
        ],
        [
            3.222268,
            4.53472,
            1.723721,
            1.129651,
            2.39815,
            0.387719
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            52.12766,
            53.191489,
            51.06383,
            52.12766,
            53.191489,
            51.06383
        ],
        [
            2.959226,
            3.990553,
            1.6519,
            1.037435,
            2.110372,
            0.371564
        ],
        [
            173692,
            173692,
            62895,
            86387255,
            86387255,
            12503882
        ],
        [
            -68314,
            -46172,
            -68314,
            -95142609,
            -8630275,
            -95142609
        ],
        [
            261,
            285,
            237,
            261,
            285,
            237
        ],
        [
            345,
            363,
            327,
            345,
            363,
            327
        ],
        [
            169,
            197,
            143,
            169,
            197,
            143
        ],
        [
            24589,
            13435,
            11154,
            24589,
            13435,
            11154
        ],
        [
            97.014847,
            98.931514,
            97.014847,
            97.014847,
            98.931514,
            97.014847
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147724,
            -147480,
            -257748,
            -67788,
            533825,
            -579999
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578456000000,
    "first_datapoint_time": 1579968000000,
    "last_datapoint_time": 1758463200000,
    "evaluation_time": 1758464482781,
    "expiration_time": 1764941126400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 180,
            "offset": 0,
            "a": 0.7944
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 211,
            "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)