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Trade: XRP/USDT/360/T3/SMA/4488

Strategy
XRP/USDT/360/T3/SMA/4488
Pair
XRP_USDT
Interval
6h
Score
482935
Daily Profit
0.155087
Profit Factor
2.697100
Profitability
50.000000
Streak
156.870213
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 05:53
Expiration Time
2025-11-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 787046.048 717966.222 69079.8261 2875803.2935 4714273.4248 -1838470.1313
Total P&L (%) 787.046 717.9662 69.0798 2875.8033 4714.2734 -1838.4701
Avg Daily Profit (%) 0.3148 0.2872 0.0276 0.1358 0.1551 0
Buy And Hold Return (%) 730.1108 730.1108 730.1108 730.1108 730.1108 730.1108
Max Trade Drawdown -89470 -70972 -76764 -2659910 -1366735 -3063438
Profit Factor 2.5865 4.0982 1.2613 1.4094 2.6971 0.5671
Total Trades 75 38 37 75 38 37
Winning Trades 38 19 19 38 19 19
Losing Trades 37 19 18 37 19 18
Profitability (%) 50.6667 50 51.3514 50.6667 50 51.3514
Ratio Avg Win / Avg Loss 2.5184 4.0982 1.1949 1.3723 2.6971 0.5372
Largest Winning Trade 299725 299725 57825 3514960 3514960 498388
Largest Losing Trade -57776 -25442 -57776 -2092536 -578194 -2092536
Avg Bars in Trades 128 131 126 128 131 126
Avg Bars in Winners 164 160 168 164 160 168
Avg Bars in Losers 92 101 82 92 101 82
Bars Traded 9661 4985 4677 9661 4985 4677
Profit Streak 67.1202 156.8702 0 67.1202 156.8702 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -188198 -148883 -321713 -73458 482935 -580597

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1543320000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757386386421,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.73661
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "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": [
        [
            787046.0480222501,
            717966.2219601024,
            69079.8260621477,
            2875803.2934706733,
            4714273.424810832,
            -1838470.1313401593
        ],
        [
            787.046048,
            717.966222,
            69.079826,
            2875.803293,
            4714.273425,
            -1838.470131
        ],
        [
            0.314818,
            0.287186,
            0.027632,
            0.135816,
            0.155087,
            0
        ],
        [
            730.11081,
            730.11081,
            730.11081,
            730.11081,
            730.11081,
            730.11081
        ],
        [
            -89470,
            -70972,
            -76764,
            -2659910,
            -1366735,
            -3063438
        ],
        [
            2.586487,
            4.098219,
            1.261311,
            1.40941,
            2.6971,
            0.567054
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            50.666667,
            50,
            51.351351,
            50.666667,
            50,
            51.351351
        ],
        [
            2.518422,
            4.098219,
            1.194926,
            1.372321,
            2.6971,
            0.537209
        ],
        [
            299725,
            299725,
            57825,
            3514960,
            3514960,
            498388
        ],
        [
            -57776,
            -25442,
            -57776,
            -2092536,
            -578194,
            -2092536
        ],
        [
            128,
            131,
            126,
            128,
            131,
            126
        ],
        [
            164,
            160,
            168,
            164,
            160,
            168
        ],
        [
            92,
            101,
            82,
            92,
            101,
            82
        ],
        [
            9661,
            4985,
            4677,
            9661,
            4985,
            4677
        ],
        [
            67.120213,
            156.870213,
            0,
            67.120213,
            156.870213,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -188198,
            -148883,
            -321713,
            -73458,
            482935,
            -580597
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1543320000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757386386421,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 91,
            "offset": 0,
            "a": 0.73661
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 64,
            "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)