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Trade: XRP/USDT/240/T3/DCM/5469

Strategy
XRP/USDT/240/T3/DCM/5469
Pair
XRP_USDT
Interval
4h
Score
612770
Daily Profit
0.183992
Profit Factor
4.438681
Profitability
55.319149
Streak
164.835984
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-09 03:03
Expiration Time
2025-11-23 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 759948.6065 668027.3238 91921.2826 6196477.7076 9792187.8202 -3595710.1126
Total P&L (%) 759.9486 668.0273 91.9213 6196.4777 9792.1878 -3595.7101
Avg Daily Profit (%) 0.3041 0.2673 0.0368 0.1659 0.184 0
Buy And Hold Return (%) 882.2018 882.2018 882.2018 882.2018 882.2018 882.2018
Max Trade Drawdown -60037 -43367 -93723 -5002726 -917958 -6224599
Profit Factor 3.0993 6.2685 1.3908 1.5502 4.4387 0.5727
Total Trades 93 47 46 93 47 46
Winning Trades 49 26 23 49 26 23
Losing Trades 44 21 23 44 21 23
Profitability (%) 52.6882 55.3191 50 52.6882 55.3191 50
Ratio Avg Win / Avg Loss 2.783 5.0631 1.3908 1.392 3.5851 0.5727
Largest Winning Trade 265695 265695 58141 6375802 6375802 945421
Largest Losing Trade -54476 -16590 -54476 -4780547 -384248 -4780547
Avg Bars in Trades 156 157 155 156 157 155
Avg Bars in Winners 217 214 220 217 214 220
Avg Bars in Losers 88 86 90 88 86 90
Bars Traded 14543 7389 7155 14543 7389 7155
Profit Streak 64.5027 164.836 0 64.5027 164.836 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149773 -146899 -308834 378525 612770 -580704

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541361600000,
    "first_datapoint_time": 1544342400000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757376229039,
    "expiration_time": 1763854272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.82909
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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": [
        [
            759948.6064795576,
            668027.3238462982,
            91921.2826332593,
            6196477.707577006,
            9792187.820210632,
            -3595710.112633625
        ],
        [
            759.948606,
            668.027324,
            91.921283,
            6196.477708,
            9792.18782,
            -3595.710113
        ],
        [
            0.304061,
            0.267283,
            0.036778,
            0.165885,
            0.183992,
            0
        ],
        [
            882.201823,
            882.201823,
            882.201823,
            882.201823,
            882.201823,
            882.201823
        ],
        [
            -60037,
            -43367,
            -93723,
            -5002726,
            -917958,
            -6224599
        ],
        [
            3.099289,
            6.268542,
            1.390809,
            1.550208,
            4.438681,
            0.572672
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            52.688172,
            55.319149,
            50,
            52.688172,
            55.319149,
            50
        ],
        [
            2.783035,
            5.063053,
            1.390809,
            1.392023,
            3.585088,
            0.572672
        ],
        [
            265695,
            265695,
            58141,
            6375802,
            6375802,
            945421
        ],
        [
            -54476,
            -16590,
            -54476,
            -4780547,
            -384248,
            -4780547
        ],
        [
            156,
            157,
            155,
            156,
            157,
            155
        ],
        [
            217,
            214,
            220,
            217,
            214,
            220
        ],
        [
            88,
            86,
            90,
            88,
            86,
            90
        ],
        [
            14543,
            7389,
            7155,
            14543,
            7389,
            7155
        ],
        [
            64.502651,
            164.835984,
            0,
            64.502651,
            164.835984,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149773,
            -146899,
            -308834,
            378525,
            612770,
            -580704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541361600000,
    "first_datapoint_time": 1544342400000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757376229039,
    "expiration_time": 1763854272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.82909
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 53,
            "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)