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Trade: XRP/USDT/720/DCL/MIDPRICE/2067

Strategy
XRP/USDT/720/DCL/MIDPRICE/2067
Pair
XRP_USDT
Interval
12h
Score
342935
Daily Profit
0.145714
Profit Factor
2.629786
Profitability
63.440860
Streak
131.768719
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 21:26
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 642345.6319 556941.8414 85403.7905 3712751.9427 3352043.7774 360708.1653
Total P&L (%) 642.3456 556.9418 85.4038 3712.7519 3352.0438 360.7082
Avg Daily Profit (%) 0.2569 0.2227 0.0342 0.1457 0.1417 0.0611
Buy And Hold Return (%) 701.146 701.146 701.146 701.146 701.146 701.146
Max Trade Drawdown -81802 -68641 -62493 -948083 -339605 -1173247
Profit Factor 2.4478 2.98 1.526 2.6298 4.4745 1.2747
Total Trades 93 46 47 93 46 47
Winning Trades 59 27 32 59 27 32
Losing Trades 34 19 15 34 19 15
Profitability (%) 63.4409 58.6957 68.0851 63.4409 58.6957 68.0851
Ratio Avg Win / Avg Loss 1.4106 2.097 0.7153 1.5155 3.1487 0.5975
Largest Winning Trade 140999 140999 21137 1209138 1209138 544260
Largest Losing Trade -50402 -50402 -24012 -465292 -310007 -465292
Avg Bars in Trades 48 83 14 48 83 14
Avg Bars in Winners 33 54 15 33 54 15
Avg Bars in Losers 75 124 12 75 124 12
Bars Traded 4537 3845 692 4537 3845 692
Profit Streak 131.7687 131.7687 237.2687 131.7687 131.7687 237.2687
Trades During Streak 7 3 5 7 3 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149949 -149302 -309140 342935 180807 -274736

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442417296,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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": [
        [
            642345.631909428,
            556941.841363463,
            85403.7905459651,
            3712751.9426898737,
            3352043.7773516574,
            360708.1653382167
        ],
        [
            642.345632,
            556.941841,
            85.403791,
            3712.751943,
            3352.043777,
            360.708165
        ],
        [
            0.256887,
            0.222732,
            0.034155,
            0.145714,
            0.141734,
            0.06111
        ],
        [
            701.146039,
            701.146039,
            701.146039,
            701.146039,
            701.146039,
            701.146039
        ],
        [
            -81802,
            -68641,
            -62493,
            -948083,
            -339605,
            -1173247
        ],
        [
            2.447828,
            2.979957,
            1.525977,
            2.629786,
            4.474528,
            1.274655
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            59,
            27,
            32,
            59,
            27,
            32
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            63.44086,
            58.695652,
            68.085106,
            63.44086,
            58.695652,
            68.085106
        ],
        [
            1.410613,
            2.097007,
            0.715302,
            1.51547,
            3.148742,
            0.597495
        ],
        [
            140999,
            140999,
            21137,
            1209138,
            1209138,
            544260
        ],
        [
            -50402,
            -50402,
            -24012,
            -465292,
            -310007,
            -465292
        ],
        [
            48,
            83,
            14,
            48,
            83,
            14
        ],
        [
            33,
            54,
            15,
            33,
            54,
            15
        ],
        [
            75,
            124,
            12,
            75,
            124,
            12
        ],
        [
            4537,
            3845,
            692,
            4537,
            3845,
            692
        ],
        [
            131.768719,
            131.768719,
            237.268719,
            131.768719,
            131.768719,
            237.268719
        ],
        [
            7,
            3,
            5,
            7,
            3,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149949,
            -149302,
            -309140,
            342935,
            180807,
            -274736
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1545998400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757442417296,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 107,
            "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)