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Trade: XRP/USDT/720/BBM/DCM/5586

Strategy
XRP/USDT/720/BBM/DCM/5586
Pair
XRP_USDT
Interval
12h
Score
623983
Daily Profit
0.199802
Profit Factor
3.636008
Profitability
64.864865
Streak
136.737110
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 20:41
Expiration Time
2025-12-05 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 803469.174 668681.0802 134788.0938 12374097.2474 14623892.1415 -2249794.8941
Total P&L (%) 803.4692 668.6811 134.7881 12374.0972 14623.8921 -2249.7949
Avg Daily Profit (%) 0.3213 0.2674 0.0539 0.1932 0.1998 0
Buy And Hold Return (%) 831.7531 831.7531 831.7531 831.7531 831.7531 831.7531
Max Trade Drawdown -105088 -86840 -58426 -6663827 -1995027 -6320347
Profit Factor 2.9704 4.2847 1.6601 1.8468 3.636 0.7518
Total Trades 75 37 38 75 37 38
Winning Trades 47 24 23 47 24 23
Losing Trades 28 13 15 28 13 15
Profitability (%) 62.6667 64.8649 60.5263 62.6667 64.8649 60.5263
Ratio Avg Win / Avg Loss 1.7696 2.3209 1.0827 1.1002 1.9695 0.4903
Largest Winning Trade 175584 175584 49640 8169414 8169414 2066463
Largest Losing Trade -58426 -52411 -58426 -2966055 -1492250 -2966055
Avg Bars in Trades 62 76 48 62 76 48
Avg Bars in Winners 63 66 61 63 66 61
Avg Bars in Losers 59 93 29 59 93 29
Bars Traded 4663 2816 1847 4663 2816 1847
Profit Streak 136.7371 136.7371 214.2371 136.7371 136.7371 214.2371
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -209037 -147391 -282339 -47634 623983 -578425

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476486336,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 4.60789
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 132,
            "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": [
        [
            803469.1739945968,
            668681.0801942728,
            134788.0938003242,
            12374097.247379277,
            14623892.14147792,
            -2249794.8940986423
        ],
        [
            803.469174,
            668.68108,
            134.788094,
            12374.097247,
            14623.892141,
            -2249.794894
        ],
        [
            0.321259,
            0.267365,
            0.053894,
            0.193159,
            0.199802,
            0
        ],
        [
            831.753077,
            831.753077,
            831.753077,
            831.753077,
            831.753077,
            831.753077
        ],
        [
            -105088,
            -86840,
            -58426,
            -6663827,
            -1995027,
            -6320347
        ],
        [
            2.970385,
            4.284693,
            1.660086,
            1.846791,
            3.636008,
            0.75182
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            62.666667,
            64.864865,
            60.526316,
            62.666667,
            64.864865,
            60.526316
        ],
        [
            1.769591,
            2.320875,
            1.082665,
            1.100216,
            1.969504,
            0.490318
        ],
        [
            175584,
            175584,
            49640,
            8169414,
            8169414,
            2066463
        ],
        [
            -58426,
            -52411,
            -58426,
            -2966055,
            -1492250,
            -2966055
        ],
        [
            62,
            76,
            48,
            62,
            76,
            48
        ],
        [
            63,
            66,
            61,
            63,
            66,
            61
        ],
        [
            59,
            93,
            29,
            59,
            93,
            29
        ],
        [
            4663,
            2816,
            1847,
            4663,
            2816,
            1847
        ],
        [
            136.73711,
            136.73711,
            214.23711,
            136.73711,
            136.73711,
            214.23711
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -209037,
            -147391,
            -282339,
            -47634,
            623983,
            -578425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548072000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476486336,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 39,
            "offset": 0,
            "std": 4.60789
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 132,
            "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)