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Trade: XRP/USDT/5/DCL/MIDPRICE/3455

Strategy
XRP/USDT/5/DCL/MIDPRICE/3455
Pair
XRP_USDT
Interval
5m
Score
352129
Daily Profit
0.683012
Profit Factor
1.857318
Profitability
58.762887
Streak
3.625735
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-22 09:26
Expiration Time
2025-12-06 08:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 62994.8826 50952.6647 12042.2179 80562.5502 59655.8208 20906.7293
Total P&L (%) 62.9949 50.9527 12.0422 80.5626 59.6558 20.9067
Avg Daily Profit (%) 0.7257 0.5869 0.1387 0.683 0.5404 0.2189
Buy And Hold Return (%) 28.4834 28.4834 28.4834 28.4834 28.4834 28.4834
Max Trade Drawdown -16713 -17158 -9734 -25721 -26287 -11608
Profit Factor 2.0055 2.3121 1.5056 1.8573 1.9628 1.6531
Total Trades 97 48 49 97 48 49
Winning Trades 57 30 27 57 30 27
Losing Trades 40 18 22 40 18 22
Profitability (%) 58.7629 62.5 55.102 58.7629 62.5 55.102
Ratio Avg Win / Avg Loss 1.4074 1.3872 1.2268 1.3034 1.1777 1.3469
Largest Winning Trade 11461 11461 5369 15655 15655 7572
Largest Losing Trade -7706 -7706 -2723 -11609 -11609 -3646
Avg Bars in Trades 244 413 79 244 413 79
Avg Bars in Winners 244 370 104 244 370 104
Avg Bars in Losers 244 485 47 244 485 47
Bars Traded 23752 19866 3886 23752 19866 3886
Profit Streak 3.6257 0 8.8896 3.6257 0 8.8896
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 295830 204681 -171646 352129 239426 -155336

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751022600000,
    "first_datapoint_time": 1751094900000,
    "last_datapoint_time": 1758522300000,
    "evaluation_time": 1758522363528,
    "expiration_time": 1765002300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            62994.8826200869,
            50952.6647025696,
            12042.2179175173,
            80562.5501675244,
            59655.8208291709,
            20906.7293383535
        ],
        [
            62.994883,
            50.952665,
            12.042218,
            80.56255,
            59.655821,
            20.906729
        ],
        [
            0.725664,
            0.586945,
            0.138719,
            0.683012,
            0.540391,
            0.218934
        ],
        [
            28.483354,
            28.483354,
            28.483354,
            28.483354,
            28.483354,
            28.483354
        ],
        [
            -16713,
            -17158,
            -9734,
            -25721,
            -26287,
            -11608
        ],
        [
            2.005487,
            2.312066,
            1.50561,
            1.857318,
            1.962849,
            1.653072
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            58.762887,
            62.5,
            55.102041,
            58.762887,
            62.5,
            55.102041
        ],
        [
            1.407359,
            1.38724,
            1.226793,
            1.303381,
            1.17771,
            1.346948
        ],
        [
            11461,
            11461,
            5369,
            15655,
            15655,
            7572
        ],
        [
            -7706,
            -7706,
            -2723,
            -11609,
            -11609,
            -3646
        ],
        [
            244,
            413,
            79,
            244,
            413,
            79
        ],
        [
            244,
            370,
            104,
            244,
            370,
            104
        ],
        [
            244,
            485,
            47,
            244,
            485,
            47
        ],
        [
            23752,
            19866,
            3886,
            23752,
            19866,
            3886
        ],
        [
            3.625735,
            0,
            8.889624,
            3.625735,
            0,
            8.889624
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            295830,
            204681,
            -171646,
            352129,
            239426,
            -155336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751022600000,
    "first_datapoint_time": 1751094900000,
    "last_datapoint_time": 1758522300000,
    "evaluation_time": 1758522363528,
    "expiration_time": 1765002300000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)