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Trade: XRP/USDT/720/ALMA/DCM/5535

Strategy
XRP/USDT/720/ALMA/DCM/5535
Pair
XRP_USDT
Interval
12h
Score
606395
Daily Profit
0.243704
Profit Factor
3.193874
Profitability
60.000000
Streak
164.993454
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 02:50
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1103295.413 912027.9734 191267.4396 34810517.8123 43884219.9367 -9073702.1244
Total P&L (%) 1103.2954 912.028 191.2674 34810.5178 43884.2199 -9073.7021
Avg Daily Profit (%) 0.4412 0.3647 0.0765 0.2344 0.2437 0
Buy And Hold Return (%) 844.9493 844.9493 844.9493 844.9493 844.9493 844.9493
Max Trade Drawdown -163858 -52340 -111518 -39857948 -7186869 -34130591
Profit Factor 3.8708 6.6581 1.8572 1.5418 3.1939 0.7949
Total Trades 91 45 46 91 45 46
Winning Trades 54 27 27 54 27 27
Losing Trades 37 18 19 37 18 19
Profitability (%) 59.3407 60 58.6957 59.3407 60 58.6957
Ratio Avg Win / Avg Loss 2.6522 4.4387 1.3069 1.0564 2.1293 0.5594
Largest Winning Trade 369963 369963 38177 17119386 17119386 5641254
Largest Losing Trade -71763 -23193 -71763 -31375096 -7186869 -31375096
Avg Bars in Trades 52 62 42 52 62 42
Avg Bars in Winners 59 67 52 59 67 52
Avg Bars in Losers 40 55 27 40 55 27
Bars Traded 4743 2800 1943 4743 2800 1943
Profit Streak 0 164.9935 0 0 164.9935 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52134 -120776 -252980 408495 606395 -579577

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758239434432,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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": [
        [
            1103295.4129641524,
            912027.9733532766,
            191267.4396108761,
            34810517.8122618,
            43884219.936694115,
            -9073702.124432337
        ],
        [
            1103.295413,
            912.027973,
            191.26744,
            34810.517812,
            43884.219937,
            -9073.702124
        ],
        [
            0.44123,
            0.364738,
            0.076492,
            0.234442,
            0.243704,
            0
        ],
        [
            844.94934,
            844.94934,
            844.94934,
            844.94934,
            844.94934,
            844.94934
        ],
        [
            -163858,
            -52340,
            -111518,
            -39857948,
            -7186869,
            -34130591
        ],
        [
            3.870799,
            6.658078,
            1.857217,
            1.541771,
            3.193874,
            0.794945
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            59.340659,
            60,
            58.695652,
            59.340659,
            60,
            58.695652
        ],
        [
            2.652214,
            4.438718,
            1.30693,
            1.056398,
            2.12925,
            0.559406
        ],
        [
            369963,
            369963,
            38177,
            17119386,
            17119386,
            5641254
        ],
        [
            -71763,
            -23193,
            -71763,
            -31375096,
            -7186869,
            -31375096
        ],
        [
            52,
            62,
            42,
            52,
            62,
            42
        ],
        [
            59,
            67,
            52,
            59,
            67,
            52
        ],
        [
            40,
            55,
            27,
            40,
            55,
            27
        ],
        [
            4743,
            2800,
            1943,
            4743,
            2800,
            1943
        ],
        [
            0,
            164.993454,
            0,
            0,
            164.993454,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52134,
            -120776,
            -252980,
            408495,
            606395,
            -579577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758239434432,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 50,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 127,
            "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)