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Trade: XRP/USDT/360/LINREG/DCM/5292

Strategy
XRP/USDT/360/LINREG/DCM/5292
Pair
XRP_USDT
Interval
6h
Score
457884
Daily Profit
0.214574
Profit Factor
1.620231
Profitability
51.006711
Streak
76.149797
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-12 12:35
Expiration Time
2025-11-26 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037294.9273 878957.2159 158337.7114 21154070.1765 24948834.5613 -3794764.3848
Total P&L (%) 1037.2949 878.9572 158.3377 21154.0702 24948.8346 -3794.7644
Avg Daily Profit (%) 0.4149 0.3515 0.0633 0.2146 0.2212 0
Buy And Hold Return (%) 738.0369 738.0369 738.0369 738.0369 738.0369 738.0369
Max Trade Drawdown -89964 -59626 -67830 -11571797 -7224449 -10553136
Profit Factor 2.8735 4.5367 1.5189 1.6202 2.6937 0.8042
Total Trades 149 74 75 149 74 75
Winning Trades 76 36 40 76 36 40
Losing Trades 73 38 35 73 38 35
Profitability (%) 51.0067 48.6486 53.3333 51.0067 48.6486 53.3333
Ratio Avg Win / Avg Loss 2.76 4.7888 1.329 1.5563 2.8434 0.7036
Largest Winning Trade 361220 361220 45816 18424879 18424879 2405027
Largest Losing Trade -61224 -22382 -61224 -5452195 -4755361 -5452195
Avg Bars in Trades 65 66 63 65 66 63
Avg Bars in Winners 87 86 87 87 86 87
Avg Bars in Losers 42 47 36 42 47 36
Bars Traded 9710 4934 4776 9710 4934 4776
Profit Streak 76.1498 82.6498 76.1498 76.1498 82.6498 76.1498
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22779 -154011 -328692 457884 -51068 -636746

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757669742447,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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": [
        [
            1037294.9273384209,
            878957.21592764,
            158337.7114107807,
            21154070.176520683,
            24948834.561306175,
            -3794764.3847854948
        ],
        [
            1037.294927,
            878.957216,
            158.337711,
            21154.070177,
            24948.834561,
            -3794.764385
        ],
        [
            0.414876,
            0.351548,
            0.063329,
            0.214574,
            0.221159,
            0
        ],
        [
            738.036877,
            738.036877,
            738.036877,
            738.036877,
            738.036877,
            738.036877
        ],
        [
            -89964,
            -59626,
            -67830,
            -11571797,
            -7224449,
            -10553136
        ],
        [
            2.873464,
            4.536716,
            1.518878,
            1.620231,
            2.693709,
            0.804156
        ],
        [
            149,
            74,
            75,
            149,
            74,
            75
        ],
        [
            76,
            36,
            40,
            76,
            36,
            40
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            51.006711,
            48.648649,
            53.333333,
            51.006711,
            48.648649,
            53.333333
        ],
        [
            2.760037,
            4.788756,
            1.329018,
            1.556275,
            2.843359,
            0.703636
        ],
        [
            361220,
            361220,
            45816,
            18424879,
            18424879,
            2405027
        ],
        [
            -61224,
            -22382,
            -61224,
            -5452195,
            -4755361,
            -5452195
        ],
        [
            65,
            66,
            63,
            65,
            66,
            63
        ],
        [
            87,
            86,
            87,
            87,
            86,
            87
        ],
        [
            42,
            47,
            36,
            42,
            47,
            36
        ],
        [
            9710,
            4934,
            4776,
            9710,
            4934,
            4776
        ],
        [
            76.149797,
            82.649797,
            76.149797,
            76.149797,
            82.649797,
            76.149797
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22779,
            -154011,
            -328692,
            457884,
            -51068,
            -636746
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1546063200000,
    "last_datapoint_time": 1757656800000,
    "evaluation_time": 1757669742447,
    "expiration_time": 1764137448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 21,
            "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)