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Trade: XRP/USDT/360/DEMA/HILO/3967

Strategy
XRP/USDT/360/DEMA/HILO/3967
Pair
XRP_USDT
Interval
6h
Score
392124
Daily Profit
0.154385
Profit Factor
2.031646
Profitability
48.905109
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-23 03:17
Expiration Time
2025-12-06 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 822167.3517 752034.1312 70133.2206 3414245.2214 4630646.2362 -1216401.0147
Total P&L (%) 822.1674 752.0341 70.1332 3414.2452 4630.6462 -1216.401
Avg Daily Profit (%) 0.3289 0.3008 0.0281 0.1425 0.1544 0
Buy And Hold Return (%) 573.4689 573.4689 573.4689 573.4689 573.4689 573.4689
Max Trade Drawdown -132322 -76341 -81540 -2336723 -856515 -2661612
Profit Factor 1.9345 3.0086 1.1388 1.316 2.0316 0.8074
Total Trades 273 137 136 273 137 136
Winning Trades 141 67 74 141 67 74
Losing Trades 132 70 62 132 70 62
Profitability (%) 51.6484 48.9051 54.4118 51.6484 48.9051 54.4118
Ratio Avg Win / Avg Loss 1.811 3.1433 0.9541 1.232 2.1226 0.6765
Largest Winning Trade 339322 339322 49505 3483928 3483928 542498
Largest Losing Trade -53158 -23037 -53158 -1870761 -392102 -1870761
Avg Bars in Trades 36 32 39 36 32 39
Avg Bars in Winners 45 46 45 45 46 45
Avg Bars in Losers 25 19 32 25 19 32
Bars Traded 9844 4513 5331 9844 4513 5331
Profit Streak 0 0 82.5121 0 0 82.5121
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -16402 -54875 -389392 -1293 392124 -579437

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758586647589,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            822167.3517327666,
            752034.1311642103,
            70133.220568556,
            3414245.221425828,
            4630646.236155553,
            -1216401.0147297238
        ],
        [
            822.167352,
            752.034131,
            70.133221,
            3414.245221,
            4630.646236,
            -1216.401015
        ],
        [
            0.328867,
            0.300814,
            0.028053,
            0.142478,
            0.154385,
            0
        ],
        [
            573.468905,
            573.468905,
            573.468905,
            573.468905,
            573.468905,
            573.468905
        ],
        [
            -132322,
            -76341,
            -81540,
            -2336723,
            -856515,
            -2661612
        ],
        [
            1.934479,
            3.008617,
            1.138765,
            1.316002,
            2.031646,
            0.807406
        ],
        [
            273,
            137,
            136,
            273,
            137,
            136
        ],
        [
            141,
            67,
            74,
            141,
            67,
            74
        ],
        [
            132,
            70,
            62,
            132,
            70,
            62
        ],
        [
            51.648352,
            48.905109,
            54.411765,
            51.648352,
            48.905109,
            54.411765
        ],
        [
            1.811001,
            3.143331,
            0.9541,
            1.232002,
            2.122615,
            0.676475
        ],
        [
            339322,
            339322,
            49505,
            3483928,
            3483928,
            542498
        ],
        [
            -53158,
            -23037,
            -53158,
            -1870761,
            -392102,
            -1870761
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            25,
            19,
            32,
            25,
            19,
            32
        ],
        [
            9844,
            4513,
            5331,
            9844,
            4513,
            5331
        ],
        [
            0,
            0,
            82.512125,
            0,
            0,
            82.512125
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -16402,
            -54875,
            -389392,
            -1293,
            392124,
            -579437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1545609600000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758586647589,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)