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Trade: XRP/USDT/240/T3/SMA/1731

Strategy
XRP/USDT/240/T3/SMA/1731
Pair
XRP_USDT
Interval
4h
Score
520318
Daily Profit
0.168677
Profit Factor
2.946816
Profitability
50.000000
Streak
167.321303
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-16 18:42
Expiration Time
2025-11-30 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 844306.3425 751173.0576 93133.2849 4274008.2093 6648897.9371 -2374889.7279
Total P&L (%) 844.3063 751.1731 93.1333 4274.0082 6648.8979 -2374.8897
Avg Daily Profit (%) 0.3378 0.3006 0.0373 0.1513 0.1687 0
Buy And Hold Return (%) 709.3001 709.3001 709.3001 709.3001 709.3001 709.3001
Max Trade Drawdown -90200 -41197 -98193 -4092709 -862090 -5049360
Profit Factor 2.6635 4.3392 1.3296 1.4065 2.9468 0.6655
Total Trades 96 48 48 96 48 48
Winning Trades 48 24 24 48 24 24
Losing Trades 48 24 24 48 24 24
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 2.6635 4.3392 1.3296 1.4065 2.9468 0.6655
Largest Winning Trade 355543 355543 49064 3361369 3361369 695018
Largest Losing Trade -73543 -25833 -73543 -3697868 -559959 -3697868
Avg Bars in Trades 153 159 147 153 159 147
Avg Bars in Winners 196 197 195 196 197 195
Avg Bars in Losers 110 122 99 110 122 99
Bars Traded 14732 7660 7072 14732 7660 7072
Profit Streak 167.3213 167.3213 194.1546 167.3213 167.3213 194.1546
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90598 -130148 -307183 337438 520318 -579329

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1543708800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758037360620,
    "expiration_time": 1764501840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.96818
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "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": [
        [
            844306.3424854884,
            751173.0576002311,
            93133.2848852577,
            4274008.209256941,
            6648897.937124977,
            -2374889.7278680354
        ],
        [
            844.306342,
            751.173058,
            93.133285,
            4274.008209,
            6648.897937,
            -2374.889728
        ],
        [
            0.337835,
            0.300569,
            0.037266,
            0.151295,
            0.168677,
            0
        ],
        [
            709.300091,
            709.300091,
            709.300091,
            709.300091,
            709.300091,
            709.300091
        ],
        [
            -90200,
            -41197,
            -98193,
            -4092709,
            -862090,
            -5049360
        ],
        [
            2.663514,
            4.339231,
            1.329571,
            1.406459,
            2.946816,
            0.665507
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            2.663514,
            4.339231,
            1.329571,
            1.406459,
            2.946816,
            0.665507
        ],
        [
            355543,
            355543,
            49064,
            3361369,
            3361369,
            695018
        ],
        [
            -73543,
            -25833,
            -73543,
            -3697868,
            -559959,
            -3697868
        ],
        [
            153,
            159,
            147,
            153,
            159,
            147
        ],
        [
            196,
            197,
            195,
            196,
            197,
            195
        ],
        [
            110,
            122,
            99,
            110,
            122,
            99
        ],
        [
            14732,
            7660,
            7072,
            14732,
            7660,
            7072
        ],
        [
            167.321303,
            167.321303,
            194.154637,
            167.321303,
            167.321303,
            194.154637
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90598,
            -130148,
            -307183,
            337438,
            520318,
            -579329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1543708800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758037360620,
    "expiration_time": 1764501840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 117,
            "offset": 0,
            "a": 0.96818
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "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)