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Trade: XRP/USDT/360/LINREG/DCM/7633

Strategy
XRP/USDT/360/LINREG/DCM/7633
Pair
XRP_USDT
Interval
6h
Score
321736
Daily Profit
0.179390
Profit Factor
1.467606
Profitability
46.099291
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 20:29
Expiration Time
2025-12-05 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 892855.2812 779563.8956 113291.3855 8729950.1945 11503308.1439 -2773357.9494
Total P&L (%) 892.8553 779.5639 113.2914 8729.9502 11503.3081 -2773.3579
Avg Daily Profit (%) 0.3571 0.3118 0.0453 0.1794 0.1903 0
Buy And Hold Return (%) 713.169 713.169 713.169 713.169 713.169 713.169
Max Trade Drawdown -122765 -40509 -98280 -7463637 -2182596 -7843877
Profit Factor 2.685 4.3614 1.3802 1.4676 2.6273 0.7609
Total Trades 141 70 71 141 70 71
Winning Trades 65 31 34 65 31 34
Losing Trades 76 39 37 76 39 37
Profitability (%) 46.0993 44.2857 47.8873 46.0993 44.2857 47.8873
Ratio Avg Win / Avg Loss 3.1394 5.487 1.502 1.716 3.3054 0.8281
Largest Winning Trade 375033 375033 46592 6296460 6296460 1219573
Largest Losing Trade -61224 -27481 -61224 -5567347 -2010976 -5567347
Avg Bars in Trades 68 72 64 68 72 64
Avg Bars in Winners 96 105 88 96 105 88
Avg Bars in Losers 44 46 42 44 46 42
Bars Traded 9695 5094 4601 9695 5094 4601
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74032 -217173 -384256 321736 -83714 -668557

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758475789238,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "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": [
        [
            892855.2811559696,
            779563.8956273545,
            113291.3855286153,
            8729950.19446524,
            11503308.143903036,
            -2773357.9494377933
        ],
        [
            892.855281,
            779.563896,
            113.291386,
            8729.950194,
            11503.308144,
            -2773.357949
        ],
        [
            0.357142,
            0.311826,
            0.045317,
            0.17939,
            0.190336,
            0
        ],
        [
            713.168973,
            713.168973,
            713.168973,
            713.168973,
            713.168973,
            713.168973
        ],
        [
            -122765,
            -40509,
            -98280,
            -7463637,
            -2182596,
            -7843877
        ],
        [
            2.68497,
            4.361447,
            1.380197,
            1.467606,
            2.62733,
            0.76093
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            46.099291,
            44.285714,
            47.887324,
            46.099291,
            44.285714,
            47.887324
        ],
        [
            3.13935,
            5.486982,
            1.501979,
            1.715971,
            3.305351,
            0.828071
        ],
        [
            375033,
            375033,
            46592,
            6296460,
            6296460,
            1219573
        ],
        [
            -61224,
            -27481,
            -61224,
            -5567347,
            -2010976,
            -5567347
        ],
        [
            68,
            72,
            64,
            68,
            72,
            64
        ],
        [
            96,
            105,
            88,
            96,
            105,
            88
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            9695,
            5094,
            4601,
            9695,
            5094,
            4601
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74032,
            -217173,
            -384256,
            321736,
            -83714,
            -668557
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758475789238,
    "expiration_time": 1764936000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 33,
            "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)