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Trade: XRP/USDT/360/ALMA/DCM/7140

Strategy
XRP/USDT/360/ALMA/DCM/7140
Pair
XRP_USDT
Interval
6h
Score
337355
Daily Profit
0.225884
Profit Factor
1.288121
Profitability
49.565217
Streak
76.754383
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 15:06
Expiration Time
2025-12-07 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068465.4692 903472.1143 164993.3549 28066639.8907 45541879.6146 -17475239.7239
Total P&L (%) 1068.4655 903.4721 164.9934 28066.6399 45541.8796 -17475.2397
Avg Daily Profit (%) 0.4274 0.3614 0.066 0.2259 0.2452 0
Buy And Hold Return (%) 688.6781 688.6781 688.6781 688.6781 688.6781 688.6781
Max Trade Drawdown -116632 -61498 -115401 -33105994 -17569298 -39560995
Profit Factor 3.1144 4.3012 1.7123 1.2881 2.0099 0.666
Total Trades 115 57 58 115 57 58
Winning Trades 57 28 29 57 28 29
Losing Trades 58 29 29 58 29 29
Profitability (%) 49.5652 49.1228 50 49.5652 49.1228 50
Ratio Avg Win / Avg Loss 3.1691 4.4548 1.7123 1.3107 2.0817 0.666
Largest Winning Trade 348974 348974 49158 40153273 40153273 6595563
Largest Losing Trade -36450 -24374 -36450 -18829903 -9415573 -18829903
Avg Bars in Trades 84 101 67 84 101 67
Avg Bars in Winners 110 137 84 110 137 84
Avg Bars in Losers 58 65 50 58 65 50
Bars Traded 9668 5760 3908 9668 5760 3908
Profit Streak 76.7544 112.0044 76.7544 76.7544 112.0044 76.7544
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 257536 -231483 -446840 337355 -167194 -760275

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546927200000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758629178711,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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": [
        [
            1068465.4691798927,
            903472.1143249946,
            164993.3548548981,
            28066639.890654143,
            45541879.61456557,
            -17475239.723911427
        ],
        [
            1068.465469,
            903.472114,
            164.993355,
            28066.639891,
            45541.879615,
            -17475.239724
        ],
        [
            0.427386,
            0.361389,
            0.065997,
            0.225884,
            0.245237,
            0
        ],
        [
            688.678102,
            688.678102,
            688.678102,
            688.678102,
            688.678102,
            688.678102
        ],
        [
            -116632,
            -61498,
            -115401,
            -33105994,
            -17569298,
            -39560995
        ],
        [
            3.114426,
            4.301191,
            1.712281,
            1.288121,
            2.009874,
            0.665967
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            49.565217,
            49.122807,
            50,
            49.565217,
            49.122807,
            50
        ],
        [
            3.169066,
            4.454805,
            1.712281,
            1.31072,
            2.081655,
            0.665967
        ],
        [
            348974,
            348974,
            49158,
            40153273,
            40153273,
            6595563
        ],
        [
            -36450,
            -24374,
            -36450,
            -18829903,
            -9415573,
            -18829903
        ],
        [
            84,
            101,
            67,
            84,
            101,
            67
        ],
        [
            110,
            137,
            84,
            110,
            137,
            84
        ],
        [
            58,
            65,
            50,
            58,
            65,
            50
        ],
        [
            9668,
            5760,
            3908,
            9668,
            5760,
            3908
        ],
        [
            76.754383,
            112.004383,
            76.754383,
            76.754383,
            112.004383,
            76.754383
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            257536,
            -231483,
            -446840,
            337355,
            -167194,
            -760275
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546927200000,
    "last_datapoint_time": 1758607200000,
    "evaluation_time": 1758629178711,
    "expiration_time": 1765087200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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)