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Trade: XRP/USDT/720/BBM/DCM/5795

Strategy
XRP/USDT/720/BBM/DCM/5795
Pair
XRP_USDT
Interval
12h
Score
752140
Daily Profit
0.181619
Profit Factor
6.194683
Profitability
74.193548
Streak
513.870568
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 11:53
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916179.2415 799877.5134 116301.7281 7016281.3517 9243482.6618 -2227201.31
Total P&L (%) 916.1792 799.8775 116.3017 7016.2814 9243.4827 -2227.2013
Avg Daily Profit (%) 0.3664 0.3199 0.0465 0.1707 0.1816 0
Buy And Hold Return (%) 871.1816 871.1816 871.1816 871.1816 871.1816 871.1816
Max Trade Drawdown -71804 -38440 -70604 -2660828 -1245455 -3187768
Profit Factor 3.5691 7.2277 1.5097 1.7897 6.1947 0.6866
Total Trades 62 31 31 62 31 31
Winning Trades 42 23 19 42 23 19
Losing Trades 20 8 12 20 8 12
Profitability (%) 67.7419 74.1935 61.2903 67.7419 74.1935 61.2903
Ratio Avg Win / Avg Loss 1.6996 2.514 0.9535 0.8522 2.1547 0.4336
Largest Winning Trade 405078 405078 53158 5651827 5651827 1377855
Largest Losing Trade -62248 -34873 -62248 -2151581 -1152476 -2151581
Avg Bars in Trades 72 91 53 72 91 53
Avg Bars in Winners 76 76 75 76 76 75
Avg Bars in Losers 64 132 19 64 132 19
Bars Traded 4485 2821 1664 4485 2821 1664
Profit Streak 54.3706 513.8706 0 54.3706 513.8706 0
Trades During Streak 1 6 0 1 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -289140 -143703 -295447 -147233 752140 -579354

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1552003200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408017055,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 2.9626
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "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": [
        [
            916179.2415419742,
            799877.5134086575,
            116301.7281333166,
            7016281.351707628,
            9243482.661751932,
            -2227201.310044305
        ],
        [
            916.179242,
            799.877513,
            116.301728,
            7016.281352,
            9243.482662,
            -2227.20131
        ],
        [
            0.366398,
            0.319887,
            0.046511,
            0.17071,
            0.181619,
            0
        ],
        [
            871.181649,
            871.181649,
            871.181649,
            871.181649,
            871.181649,
            871.181649
        ],
        [
            -71804,
            -38440,
            -70604,
            -2660828,
            -1245455,
            -3187768
        ],
        [
            3.569134,
            7.227713,
            1.509711,
            1.789672,
            6.194683,
            0.686559
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            42,
            23,
            19,
            42,
            23,
            19
        ],
        [
            20,
            8,
            12,
            20,
            8,
            12
        ],
        [
            67.741935,
            74.193548,
            61.290323,
            67.741935,
            74.193548,
            61.290323
        ],
        [
            1.699588,
            2.513987,
            0.953502,
            0.852225,
            2.154672,
            0.433616
        ],
        [
            405078,
            405078,
            53158,
            5651827,
            5651827,
            1377855
        ],
        [
            -62248,
            -34873,
            -62248,
            -2151581,
            -1152476,
            -2151581
        ],
        [
            72,
            91,
            53,
            72,
            91,
            53
        ],
        [
            76,
            76,
            75,
            76,
            76,
            75
        ],
        [
            64,
            132,
            19,
            64,
            132,
            19
        ],
        [
            4485,
            2821,
            1664,
            4485,
            2821,
            1664
        ],
        [
            54.370568,
            513.870568,
            0,
            54.370568,
            513.870568,
            0
        ],
        [
            1,
            6,
            0,
            1,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -289140,
            -143703,
            -295447,
            -147233,
            752140,
            -579354
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1552003200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408017055,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 202,
            "offset": 0,
            "std": 2.9626
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "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)