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Trade: XRP/USDT/480/LINREG/DCM/9239

Strategy
XRP/USDT/480/LINREG/DCM/9239
Pair
XRP_USDT
Interval
8h
Score
566713
Daily Profit
0.157762
Profit Factor
3.603595
Profitability
57.446809
Streak
79.120514
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-09 13:53
Expiration Time
2025-11-23 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 799314.6704 692505.8569 106808.8135 2497210.2547 5052091.73 -2554881.4752
Total P&L (%) 799.3147 692.5059 106.8088 2497.2103 5052.0917 -2554.8815
Avg Daily Profit (%) 0.3196 0.2769 0.0427 0.1303 0.1578 0
Buy And Hold Return (%) 852.4036 852.4036 852.4036 852.4036 852.4036 852.4036
Max Trade Drawdown -127768 -108543 -103184 -2814763 -677806 -3435774
Profit Factor 2.7893 4.1621 1.4691 1.3758 3.6036 0.457
Total Trades 94 47 47 94 47 47
Winning Trades 50 27 23 50 27 23
Losing Trades 44 20 24 44 20 24
Profitability (%) 53.1915 57.4468 48.9362 53.1915 57.4468 48.9362
Ratio Avg Win / Avg Loss 2.4546 3.0831 1.5329 1.2107 2.6693 0.4769
Largest Winning Trade 261353 261353 61075 2442348 2442348 698663
Largest Losing Trade -90168 -43181 -90168 -2708778 -570722 -2708778
Avg Bars in Trades 71 85 57 71 85 57
Avg Bars in Winners 92 104 78 92 104 78
Avg Bars in Losers 48 60 38 48 60 38
Bars Traded 6740 4016 2723 6740 4016 2723
Profit Streak 60.7872 79.1205 0 60.7872 79.1205 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 -150169 -147892 -299739 -20017 566713 -581110

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757415212385,
    "expiration_time": 1763886528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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": [
        [
            799314.6704482328,
            692505.8569201932,
            106808.81352804,
            2497210.2547427076,
            5052091.729983232,
            -2554881.4752405253
        ],
        [
            799.31467,
            692.505857,
            106.808814,
            2497.210255,
            5052.09173,
            -2554.881475
        ],
        [
            0.31964,
            0.276928,
            0.042712,
            0.130331,
            0.157762,
            0
        ],
        [
            852.403617,
            852.403617,
            852.403617,
            852.403617,
            852.403617,
            852.403617
        ],
        [
            -127768,
            -108543,
            -103184,
            -2814763,
            -677806,
            -3435774
        ],
        [
            2.789333,
            4.162126,
            1.469055,
            1.375771,
            3.603595,
            0.457002
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            53.191489,
            57.446809,
            48.93617,
            53.191489,
            57.446809,
            48.93617
        ],
        [
            2.454613,
            3.083057,
            1.532927,
            1.210678,
            2.66933,
            0.476872
        ],
        [
            261353,
            261353,
            61075,
            2442348,
            2442348,
            698663
        ],
        [
            -90168,
            -43181,
            -90168,
            -2708778,
            -570722,
            -2708778
        ],
        [
            71,
            85,
            57,
            71,
            85,
            57
        ],
        [
            92,
            104,
            78,
            92,
            104,
            78
        ],
        [
            48,
            60,
            38,
            48,
            60,
            38
        ],
        [
            6740,
            4016,
            2723,
            6740,
            4016,
            2723
        ],
        [
            60.78718,
            79.120514,
            0,
            60.78718,
            79.120514,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150169,
            -147892,
            -299739,
            -20017,
            566713,
            -581110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757404800000,
    "evaluation_time": 1757415212385,
    "expiration_time": 1763886528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 140,
            "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)