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Trade: XRP/USDT/5/DCM/DCM/9119

Strategy
XRP/USDT/5/DCM/DCM/9119
Pair
XRP_USDT
Interval
5m
Score
452553
Daily Profit
0.433313
Profit Factor
2.600767
Profitability
51.020408
Streak
6.384538
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-10-12 02:53
Expiration Time
2025-12-26 01:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 46874.7258 8065.4253 38809.3005 53137.5591 7588.0713 45549.4878
Total P&L (%) 46.8747 8.0654 38.8093 53.1376 7.5881 45.5495
Avg Daily Profit (%) 0.54 0.0929 0.4471 0.4921 0.0843 0.4333
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -18258 -14368 -8249 -25225 -19587 -11870
Profit Factor 1.732 1.1951 2.7095 1.6718 1.1499 2.6008
Total Trades 98 49 49 98 49 49
Winning Trades 49 24 25 49 24 25
Losing Trades 49 25 24 49 25 24
Profitability (%) 50 48.9796 51.0204 50 48.9796 51.0204
Ratio Avg Win / Avg Loss 1.732 1.2449 2.6012 1.6718 1.1978 2.4967
Largest Winning Trade 13989 10498 13989 18793 10983 18793
Largest Losing Trade -9273 -9273 -3349 -8811 -8811 -4777
Avg Bars in Trades 251 277 224 251 277 224
Avg Bars in Winners 242 233 250 242 233 250
Avg Bars in Losers 259 318 198 259 318 198
Bars Traded 24601 13577 11023 24601 13577 11023
Profit Streak 1.9193 0 6.3845 1.9193 0 6.3845
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301188 -242842 442772 299819 -304138 452553
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752726900000,
    "first_datapoint_time": 1752770400000,
    "last_datapoint_time": 1760226600000,
    "evaluation_time": 1760226824112,
    "expiration_time": 1766706600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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": [
        [
            46874.7258244628,
            8065.4253057564,
            38809.3005187064,
            53137.5591494946,
            7588.0713383231,
            45549.4878111716
        ],
        [
            46.874726,
            8.065425,
            38.809301,
            53.137559,
            7.588071,
            45.549488
        ],
        [
            0.539969,
            0.092909,
            0.44706,
            0.492126,
            0.084288,
            0.433313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -18258,
            -14368,
            -8249,
            -25225,
            -19587,
            -11870
        ],
        [
            1.732002,
            1.195125,
            2.709538,
            1.671842,
            1.149851,
            2.600767
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            50,
            48.979592,
            51.020408,
            50,
            48.979592,
            51.020408
        ],
        [
            1.732002,
            1.244922,
            2.601156,
            1.671842,
            1.197761,
            2.496737
        ],
        [
            13989,
            10498,
            13989,
            18793,
            10983,
            18793
        ],
        [
            -9273,
            -9273,
            -3349,
            -8811,
            -8811,
            -4777
        ],
        [
            251,
            277,
            224,
            251,
            277,
            224
        ],
        [
            242,
            233,
            250,
            242,
            233,
            250
        ],
        [
            259,
            318,
            198,
            259,
            318,
            198
        ],
        [
            24601,
            13577,
            11023,
            24601,
            13577,
            11023
        ],
        [
            1.91926,
            0,
            6.384538,
            1.919261,
            0,
            6.384538
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301188,
            -242842,
            442772,
            299819,
            -304138,
            452553
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1752726900000,
    "first_datapoint_time": 1752770400000,
    "last_datapoint_time": 1760226600000,
    "evaluation_time": 1760226824112,
    "expiration_time": 1766706600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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)