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Trade: XRP/USDT/360/LINREG/DCM/8203

Strategy
XRP/USDT/360/LINREG/DCM/8203
Pair
XRP_USDT
Interval
6h
Score
434112
Daily Profit
0.224341
Profit Factor
1.655475
Profitability
53.982301
Streak
64.807369
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 04:22
Expiration Time
2025-11-22 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958738.0018 798270.167 160467.8348 27003106.1073 34394782.375 -7391676.2677
Total P&L (%) 958.738 798.2702 160.4678 27003.1061 34394.7824 -7391.6763
Avg Daily Profit (%) 0.3835 0.3193 0.0642 0.2243 0.234 0
Buy And Hold Return (%) 683.0902 683.0902 683.0902 683.0902 683.0902 683.0902
Max Trade Drawdown -115705 -94884 -69818 -20586100 -5054159 -18385237
Profit Factor 2.7007 3.6962 1.5995 1.6555 3.1935 0.7103
Total Trades 113 56 57 113 56 57
Winning Trades 61 31 30 61 31 30
Losing Trades 52 25 27 52 25 27
Profitability (%) 53.9823 55.3571 52.6316 53.9823 55.3571 52.6316
Ratio Avg Win / Avg Loss 2.3022 2.9808 1.4396 1.4112 2.5754 0.6393
Largest Winning Trade 177724 177724 62599 21582882 21582882 4610418
Largest Losing Trade -42123 -42123 -39199 -9506917 -5054159 -9506917
Avg Bars in Trades 83 96 69 83 96 69
Avg Bars in Winners 110 107 113 110 107 113
Avg Bars in Losers 50 83 21 50 83 21
Bars Traded 9397 5418 3978 9397 5418 3978
Profit Streak 64.8074 77.5574 64.8074 64.8074 77.5574 64.8074
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23687 -275820 -450242 434112 -163965 -759933

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294556659,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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": [
        [
            958738.0017943499,
            798270.1670358778,
            160467.834758472,
            27003106.10733214,
            34394782.37501264,
            -7391676.267680513
        ],
        [
            958.738002,
            798.270167,
            160.467835,
            27003.106107,
            34394.782375,
            -7391.676268
        ],
        [
            0.383495,
            0.319308,
            0.064187,
            0.224341,
            0.234009,
            0
        ],
        [
            683.090236,
            683.090236,
            683.090236,
            683.090236,
            683.090236,
            683.090236
        ],
        [
            -115705,
            -94884,
            -69818,
            -20586100,
            -5054159,
            -18385237
        ],
        [
            2.700707,
            3.696205,
            1.599527,
            1.655475,
            3.193464,
            0.710308
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            53.982301,
            55.357143,
            52.631579,
            53.982301,
            55.357143,
            52.631579
        ],
        [
            2.302242,
            2.980811,
            1.439575,
            1.411225,
            2.575374,
            0.639277
        ],
        [
            177724,
            177724,
            62599,
            21582882,
            21582882,
            4610418
        ],
        [
            -42123,
            -42123,
            -39199,
            -9506917,
            -5054159,
            -9506917
        ],
        [
            83,
            96,
            69,
            83,
            96,
            69
        ],
        [
            110,
            107,
            113,
            110,
            107,
            113
        ],
        [
            50,
            83,
            21,
            50,
            83,
            21
        ],
        [
            9397,
            5418,
            3978,
            9397,
            5418,
            3978
        ],
        [
            64.807369,
            77.557369,
            64.807369,
            64.807369,
            77.557369,
            64.807369
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23687,
            -275820,
            -450242,
            434112,
            -163965,
            -759933
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546430400000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294556659,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 133,
            "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)