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Trade: XRP/USDT/360/ALMA/T3/4980

Strategy
XRP/USDT/360/ALMA/T3/4980
Pair
XRP_USDT
Interval
6h
Score
657496
Daily Profit
0.267927
Profit Factor
3.704964
Profitability
64.516129
Streak
121.240569
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 02:46
Expiration Time
2025-12-03 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1087609.6418 883890.1916 203719.4502 61721504.8773 80269606.0151 -18548101.1378
Total P&L (%) 1087.6096 883.8902 203.7195 61721.5049 80269.606 -18548.1011
Avg Daily Profit (%) 0.435 0.3536 0.0815 0.2574 0.2679 0
Buy And Hold Return (%) 721.698 721.698 721.698 721.698 721.698 721.698
Max Trade Drawdown -53048 -68012 -46364 -43251985 -19399572 -32068876
Profit Factor 4.9727 7.572 2.4627 1.9019 3.705 0.5215
Total Trades 63 31 32 63 31 32
Winning Trades 42 20 22 42 20 22
Losing Trades 21 11 10 21 11 10
Profitability (%) 66.6667 64.5161 68.75 66.6667 64.5161 68.75
Ratio Avg Win / Avg Loss 2.4864 4.1646 1.1194 0.951 2.0377 0.237
Largest Winning Trade 390975 390975 43717 78611094 78611094 4705842
Largest Losing Trade -40820 -40820 -33901 -19625965 -16925738 -19625965
Avg Bars in Trades 154 160 147 154 160 147
Avg Bars in Winners 143 152 136 143 152 136
Avg Bars in Losers 174 175 173 174 175 173
Bars Traded 9709 4985 4724 9709 4985 4724
Profit Streak 0 121.2406 0 0 121.2406 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141193 -75180 -243953 -139477 657496 -578379

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1546840800000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758325585124,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 211,
            "offset": 0,
            "a": 0.70942
        }
    }
}
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": [
        [
            1087609.6418309773,
            883890.1916393449,
            203719.4501916326,
            61721504.87729162,
            80269606.01506256,
            -18548101.137770943
        ],
        [
            1087.609642,
            883.890192,
            203.71945,
            61721.504877,
            80269.606015,
            -18548.101138
        ],
        [
            0.435044,
            0.353556,
            0.081488,
            0.257404,
            0.267927,
            0
        ],
        [
            721.697957,
            721.697957,
            721.697957,
            721.697957,
            721.697957,
            721.697957
        ],
        [
            -53048,
            -68012,
            -46364,
            -43251985,
            -19399572,
            -32068876
        ],
        [
            4.972703,
            7.572,
            2.462689,
            1.901912,
            3.704964,
            0.521452
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            66.666667,
            64.516129,
            68.75,
            66.666667,
            64.516129,
            68.75
        ],
        [
            2.486352,
            4.1646,
            1.119404,
            0.950956,
            2.03773,
            0.237024
        ],
        [
            390975,
            390975,
            43717,
            78611094,
            78611094,
            4705842
        ],
        [
            -40820,
            -40820,
            -33901,
            -19625965,
            -16925738,
            -19625965
        ],
        [
            154,
            160,
            147,
            154,
            160,
            147
        ],
        [
            143,
            152,
            136,
            143,
            152,
            136
        ],
        [
            174,
            175,
            173,
            174,
            175,
            173
        ],
        [
            9709,
            4985,
            4724,
            9709,
            4985,
            4724
        ],
        [
            0,
            121.240568,
            0,
            0,
            121.240569,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141193,
            -75180,
            -243953,
            -139477,
            657496,
            -578379
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1546840800000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758325585124,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 211,
            "offset": 0,
            "a": 0.70942
        }
    }
}

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)