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Trade: XRP/USDT/5/DEMA/KCU/7463

Strategy
XRP/USDT/5/DEMA/KCU/7463
Pair
XRP_USDT
Interval
5m
Score
341693
Daily Profit
0.723207
Profit Factor
1.725800
Profitability
47.916667
Streak
0.000000
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-22 06:01
Expiration Time
2025-12-06 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 69891.6248 53213.7547 16677.8701 86928.6776 60646.6178 26282.0598
Total P&L (%) 69.8916 53.2138 16.6779 86.9287 60.6466 26.2821
Avg Daily Profit (%) 0.8051 0.613 0.1921 0.7232 0.5476 0.2692
Buy And Hold Return (%) 32.1123 32.1123 32.1123 32.1123 32.1123 32.1123
Max Trade Drawdown -10724 -12289 -6136 -17682 -18237 -10383
Profit Factor 1.9089 2.2726 1.4754 1.7258 1.9186 1.489
Total Trades 96 48 48 96 48 48
Winning Trades 46 22 24 46 22 24
Losing Trades 50 26 24 50 26 24
Profitability (%) 47.9167 45.8333 50 47.9167 45.8333 50
Ratio Avg Win / Avg Loss 2.0749 2.6858 1.4754 1.8759 2.2674 1.489
Largest Winning Trade 21548 21548 11824 26375 26375 16536
Largest Losing Trade -5555 -5555 -3543 -8258 -8258 -6461
Avg Bars in Trades 255 342 167 255 342 167
Avg Bars in Winners 370 524 229 370 524 229
Avg Bars in Losers 148 188 105 148 188 105
Bars Traded 24510 16454 8056 24510 16454 8056
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293933 101667 -158648 341693 112492 -158184

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751010300000,
    "first_datapoint_time": 1751121900000,
    "last_datapoint_time": 1758510000000,
    "evaluation_time": 1758510077837,
    "expiration_time": 1764990000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "offset": 130
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            69891.6248193317,
            53213.7547428726,
            16677.8700764592,
            86928.6776269276,
            60646.6178059718,
            26282.0598209558
        ],
        [
            69.891625,
            53.213755,
            16.67787,
            86.928678,
            60.646618,
            26.28206
        ],
        [
            0.80511,
            0.612991,
            0.192119,
            0.723207,
            0.547556,
            0.269164
        ],
        [
            32.112265,
            32.112265,
            32.112265,
            32.112265,
            32.112265,
            32.112265
        ],
        [
            -10724,
            -12289,
            -6136,
            -17682,
            -18237,
            -10383
        ],
        [
            1.908909,
            2.272565,
            1.475424,
            1.7258,
            1.918599,
            1.48898
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            47.916667,
            45.833333,
            50,
            47.916667,
            45.833333,
            50
        ],
        [
            2.074901,
            2.685758,
            1.475424,
            1.875869,
            2.267436,
            1.48898
        ],
        [
            21548,
            21548,
            11824,
            26375,
            26375,
            16536
        ],
        [
            -5555,
            -5555,
            -3543,
            -8258,
            -8258,
            -6461
        ],
        [
            255,
            342,
            167,
            255,
            342,
            167
        ],
        [
            370,
            524,
            229,
            370,
            524,
            229
        ],
        [
            148,
            188,
            105,
            148,
            188,
            105
        ],
        [
            24510,
            16454,
            8056,
            24510,
            16454,
            8056
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293933,
            101667,
            -158648,
            341693,
            112492,
            -158184
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1751010300000,
    "first_datapoint_time": 1751121900000,
    "last_datapoint_time": 1758510000000,
    "evaluation_time": 1758510077837,
    "expiration_time": 1764990000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "offset": 130
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 241,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)