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Trade: XRP/USDT/360/DEMA/MIDPRICE/4330

Strategy
XRP/USDT/360/DEMA/MIDPRICE/4330
Pair
XRP_USDT
Interval
6h
Score
671878
Daily Profit
0.155803
Profit Factor
4.168275
Profitability
69.767442
Streak
469.896378
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 18:30
Expiration Time
2025-12-04 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 646533.9293 579171.474 67362.4553 1953049.2771 4801045.5212 -2847996.2441
Total P&L (%) 646.5339 579.1715 67.3625 1953.0493 4801.0455 -2847.9962
Avg Daily Profit (%) 0.2586 0.2317 0.0269 0.121 0.1558 0
Buy And Hold Return (%) 720.011 720.011 720.011 720.011 720.011 720.011
Max Trade Drawdown -104977 -72418 -87192 -3686568 -526609 -4013153
Profit Factor 2.3404 3.6792 1.2531 1.3006 4.1683 0.4284
Total Trades 86 43 43 86 43 43
Winning Trades 55 30 25 55 30 25
Losing Trades 31 13 18 31 13 18
Profitability (%) 63.9535 69.7674 58.1395 63.9535 69.7674 58.1395
Ratio Avg Win / Avg Loss 1.3192 1.5943 0.9022 0.7331 1.8063 0.3084
Largest Winning Trade 150251 150251 53857 3056910 3056910 302774
Largest Losing Trade -72407 -50982 -72407 -3686568 -369963 -3686568
Avg Bars in Trades 107 129 84 107 129 84
Avg Bars in Winners 119 120 118 119 120 118
Avg Bars in Losers 85 152 37 85 152 37
Bars Traded 9218 5586 3631 9218 5586 3631
Profit Streak 65.3964 469.8964 65.3964 65.3964 469.8964 65.3964
Trades During Streak 3 8 1 3 8 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150192 -146603 -322862 -32368 671878 -579113

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758382247069,
    "expiration_time": 1764849600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "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": [
        [
            646533.9293019663,
            579171.47395867,
            67362.4553432964,
            1953049.2771373813,
            4801045.521196169,
            -2847996.244058787
        ],
        [
            646.533929,
            579.171474,
            67.362455,
            1953.049277,
            4801.045521,
            -2847.996244
        ],
        [
            0.258614,
            0.231669,
            0.026945,
            0.12095,
            0.155803,
            0
        ],
        [
            720.010965,
            720.010965,
            720.010965,
            720.010965,
            720.010965,
            720.010965
        ],
        [
            -104977,
            -72418,
            -87192,
            -3686568,
            -526609,
            -4013153
        ],
        [
            2.340441,
            3.679194,
            1.253094,
            1.300578,
            4.168275,
            0.428377
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            31,
            13,
            18,
            31,
            13,
            18
        ],
        [
            63.953488,
            69.767442,
            58.139535,
            63.953488,
            69.767442,
            58.139535
        ],
        [
            1.319158,
            1.594318,
            0.902228,
            0.733053,
            1.806252,
            0.308431
        ],
        [
            150251,
            150251,
            53857,
            3056910,
            3056910,
            302774
        ],
        [
            -72407,
            -50982,
            -72407,
            -3686568,
            -369963,
            -3686568
        ],
        [
            107,
            129,
            84,
            107,
            129,
            84
        ],
        [
            119,
            120,
            118,
            119,
            120,
            118
        ],
        [
            85,
            152,
            37,
            85,
            152,
            37
        ],
        [
            9218,
            5586,
            3631,
            9218,
            5586,
            3631
        ],
        [
            65.396378,
            469.896378,
            65.396378,
            65.396378,
            469.896378,
            65.396378
        ],
        [
            3,
            8,
            1,
            3,
            8,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150192,
            -146603,
            -322862,
            -32368,
            671878,
            -579113
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758369600000,
    "evaluation_time": 1758382247069,
    "expiration_time": 1764849600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 218,
            "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)