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Trade: XRP/USDT/720/BBM/DCM/8133

Strategy
XRP/USDT/720/BBM/DCM/8133
Pair
XRP_USDT
Interval
12h
Score
720840
Daily Profit
0.258428
Profit Factor
5.983775
Profitability
68.965517
Streak
125.704771
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 19:54
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1080308.2152 887400.9003 192907.3149 47195864.0884 63565582.4377 -16369718.3493
Total P&L (%) 1080.3082 887.4009 192.9073 47195.8641 63565.5824 -16369.7183
Avg Daily Profit (%) 0.4319 0.3547 0.0771 0.2465 0.2584 0
Buy And Hold Return (%) 795.6059 795.6059 795.6059 795.6059 795.6059 795.6059
Max Trade Drawdown -74219 -79326 -66949 -25163126 -5455392 -19707733
Profit Factor 4.4698 7.2242 2.143 2.1356 5.9838 0.4317
Total Trades 58 29 29 58 29 29
Winning Trades 40 20 20 40 20 20
Losing Trades 18 9 9 18 9 9
Profitability (%) 68.9655 68.9655 68.9655 68.9655 68.9655 68.9655
Ratio Avg Win / Avg Loss 2.0114 3.2509 0.9644 0.961 2.6927 0.1943
Largest Winning Trade 316384 316384 61799 50005018 50005018 1782802
Largest Losing Trade -66949 -32746 -66949 -11751030 -5455392 -11751030
Avg Bars in Trades 78 95 62 78 95 62
Avg Bars in Winners 82 96 68 82 96 68
Avg Bars in Losers 70 91 49 70 91 49
Bars Traded 4572 2761 1811 4572 2761 1811
Profit Streak 74.2048 125.7048 0 74.2048 125.7048 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -213506 -109024 -252059 -166763 720840 -578374

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758646492195,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 4.16835
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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": [
        [
            1080308.2151580057,
            887400.9002620693,
            192907.3148959365,
            47195864.088416435,
            63565582.43771869,
            -16369718.349302255
        ],
        [
            1080.308215,
            887.4009,
            192.907315,
            47195.864088,
            63565.582438,
            -16369.718349
        ],
        [
            0.431864,
            0.354748,
            0.077117,
            0.246516,
            0.258428,
            0
        ],
        [
            795.605942,
            795.605942,
            795.605942,
            795.605942,
            795.605942,
            795.605942
        ],
        [
            -74219,
            -79326,
            -66949,
            -25163126,
            -5455392,
            -19707733
        ],
        [
            4.469828,
            7.224217,
            2.143011,
            2.135603,
            5.983775,
            0.431719
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517,
            68.965517
        ],
        [
            2.011423,
            3.250898,
            0.964355,
            0.961022,
            2.692699,
            0.194273
        ],
        [
            316384,
            316384,
            61799,
            50005018,
            50005018,
            1782802
        ],
        [
            -66949,
            -32746,
            -66949,
            -11751030,
            -5455392,
            -11751030
        ],
        [
            78,
            95,
            62,
            78,
            95,
            62
        ],
        [
            82,
            96,
            68,
            82,
            96,
            68
        ],
        [
            70,
            91,
            49,
            70,
            91,
            49
        ],
        [
            4572,
            2761,
            1811,
            4572,
            2761,
            1811
        ],
        [
            74.204771,
            125.704771,
            0,
            74.204771,
            125.704771,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -213506,
            -109024,
            -252059,
            -166763,
            720840,
            -578374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758646492195,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 219,
            "offset": 0,
            "std": 4.16835
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 194,
            "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)