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Trade: XRP/USDT/720/DEMA/DCM/5373

Strategy
XRP/USDT/720/DEMA/DCM/5373
Pair
XRP_USDT
Interval
12h
Score
585772
Daily Profit
0.149205
Profit Factor
4.055466
Profitability
66.666667
Streak
292.237129
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 619143.4675 579011.3576 40132.1098 731193.4989 4063113.3901 -3331919.8912
Total P&L (%) 619.1435 579.0114 40.1321 731.1935 4063.1134 -3331.9199
Avg Daily Profit (%) 0.2476 0.2315 0.016 0.0847 0.1492 0
Buy And Hold Return (%) 738.7124 738.7124 738.7124 738.7124 738.7124 738.7124
Max Trade Drawdown -92532 -65682 -93447 -3716609 -457456 -3837760
Profit Factor 2.1466 3.6191 1.1258 1.1136 4.0555 0.3473
Total Trades 97 48 49 97 48 49
Winning Trades 61 32 29 61 32 29
Losing Trades 36 16 20 36 16 20
Profitability (%) 62.8866 66.6667 59.1837 62.8866 66.6667 59.1837
Ratio Avg Win / Avg Loss 1.2668 1.8095 0.7764 0.6572 2.0277 0.2395
Largest Winning Trade 176412 176412 57621 2766621 2766621 192410
Largest Losing Trade -84489 -48272 -84489 -3662534 -264466 -3662534
Avg Bars in Trades 48 57 38 48 57 38
Avg Bars in Winners 54 51 57 54 51 57
Avg Bars in Losers 37 70 11 37 70 11
Bars Traded 4666 2770 1896 4666 2770 1896
Profit Streak 66.7371 292.2371 66.7371 66.7371 292.2371 66.7371
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151462 -147069 -419121 -339514 585772 -578932

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487973,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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": [
        [
            619143.4674611168,
            579011.3576352119,
            40132.1098259045,
            731193.4989216696,
            4063113.3901115456,
            -3331919.8911898755
        ],
        [
            619.143467,
            579.011358,
            40.13211,
            731.193499,
            4063.11339,
            -3331.919891
        ],
        [
            0.247558,
            0.231512,
            0.016046,
            0.08471,
            0.149205,
            0
        ],
        [
            738.71242,
            738.71242,
            738.71242,
            738.71242,
            738.71242,
            738.71242
        ],
        [
            -92532,
            -65682,
            -93447,
            -3716609,
            -457456,
            -3837760
        ],
        [
            2.146551,
            3.619087,
            1.125833,
            1.113637,
            4.055466,
            0.347283
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            62.886598,
            66.666667,
            59.183673,
            62.886598,
            66.666667,
            59.183673
        ],
        [
            1.266817,
            1.809543,
            0.776437,
            0.657228,
            2.027733,
            0.239505
        ],
        [
            176412,
            176412,
            57621,
            2766621,
            2766621,
            192410
        ],
        [
            -84489,
            -48272,
            -84489,
            -3662534,
            -264466,
            -3662534
        ],
        [
            48,
            57,
            38,
            48,
            57,
            38
        ],
        [
            54,
            51,
            57,
            54,
            51,
            57
        ],
        [
            37,
            70,
            11,
            37,
            70,
            11
        ],
        [
            4666,
            2770,
            1896,
            4666,
            2770,
            1896
        ],
        [
            66.737129,
            292.237129,
            66.737129,
            66.737129,
            292.237129,
            66.737129
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151462,
            -147069,
            -419121,
            -339514,
            585772,
            -578932
        ]
    ]
}
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": 1546646400000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758476487973,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "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)