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Trade: XRP/USDT/15/DCM/HMA/8102

Strategy
XRP/USDT/15/DCM/HMA/8102
Pair
XRP_USDT
Interval
15m
Score
318646
Daily Profit
0.517523
Profit Factor
1.315588
Profitability
45.127119
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-18 00:50
Expiration Time
2025-12-01 23:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 134773.2893 91950.1161 42823.1732 192766.6787 147863.009 44903.6697
Total P&L (%) 134.7733 91.9501 42.8232 192.7667 147.863 44.9037
Avg Daily Profit (%) 0.5175 0.3531 0.1644 0.4133 0.3492 0.1425
Buy And Hold Return (%) 31.2975 31.2975 31.2975 31.2975 31.2975 31.2975
Max Trade Drawdown -32819 -22405 -27867 -86853 -63209 -74155
Profit Factor 1.3156 1.4404 1.1962 1.1902 1.2963 1.0873
Total Trades 472 236 236 472 236 236
Winning Trades 213 99 114 213 99 114
Losing Trades 259 137 122 259 137 122
Profitability (%) 45.1271 41.9492 48.3051 45.1271 41.9492 48.3051
Ratio Avg Win / Avg Loss 1.5997 1.9933 1.2801 1.4473 1.7939 1.1636
Largest Winning Trade 27070 27070 16379 50124 50124 26228
Largest Losing Trade -19788 -7303 -19788 -47041 -20706 -47041
Avg Bars in Trades 52 52 51 52 52 51
Avg Bars in Winners 58 62 55 58 62 55
Avg Bars in Losers 46 46 47 46 46 47
Bars Traded 24567 12506 12061 24567 12506 12061
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318646 142895 -49987 -3208 167159 -159169

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735646400000,
    "first_datapoint_time": 1735766100000,
    "last_datapoint_time": 1758145500000,
    "evaluation_time": 1758145849500,
    "expiration_time": 1764625500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 124,
            "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": [
        [
            134773.2893094288,
            91950.1161275398,
            42823.1731818889,
            192766.6787158904,
            147863.0089853005,
            44903.6697305898
        ],
        [
            134.773289,
            91.950116,
            42.823173,
            192.766679,
            147.863009,
            44.90367
        ],
        [
            0.517523,
            0.353084,
            0.164439,
            0.413342,
            0.349163,
            0.142525
        ],
        [
            31.297545,
            31.297545,
            31.297545,
            31.297545,
            31.297545,
            31.297545
        ],
        [
            -32819,
            -22405,
            -27867,
            -86853,
            -63209,
            -74155
        ],
        [
            1.315588,
            1.440421,
            1.196187,
            1.190235,
            1.296341,
            1.087303
        ],
        [
            472,
            236,
            236,
            472,
            236,
            236
        ],
        [
            213,
            99,
            114,
            213,
            99,
            114
        ],
        [
            259,
            137,
            122,
            259,
            137,
            122
        ],
        [
            45.127119,
            41.949153,
            48.305085,
            45.127119,
            41.949153,
            48.305085
        ],
        [
            1.599706,
            1.99331,
            1.28013,
            1.447282,
            1.793927,
            1.163605
        ],
        [
            27070,
            27070,
            16379,
            50124,
            50124,
            26228
        ],
        [
            -19788,
            -7303,
            -19788,
            -47041,
            -20706,
            -47041
        ],
        [
            52,
            52,
            51,
            52,
            52,
            51
        ],
        [
            58,
            62,
            55,
            58,
            62,
            55
        ],
        [
            46,
            46,
            47,
            46,
            46,
            47
        ],
        [
            24567,
            12506,
            12061,
            24567,
            12506,
            12061
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318646,
            142895,
            -49987,
            -3208,
            167159,
            -159169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1735646400000,
    "first_datapoint_time": 1735766100000,
    "last_datapoint_time": 1758145500000,
    "evaluation_time": 1758145849500,
    "expiration_time": 1764625500000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 124,
            "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)