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Trade: XRP/USDT/720/DEMA/MIDPOINT/2024

Strategy
XRP/USDT/720/DEMA/MIDPOINT/2024
Pair
XRP_USDT
Interval
12h
Score
693541
Daily Profit
0.215942
Profit Factor
8.529996
Profitability
65.625000
Streak
136.463875
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 14:07
Expiration Time
2025-12-04 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 977202.7956 819411.8242 157790.9714 24586476.3766 21904237.0878 2682239.2888
Total P&L (%) 977.2028 819.4118 157.791 24586.4764 21904.2371 2682.2393
Avg Daily Profit (%) 0.3908 0.3277 0.0631 0.2206 0.2159 0.1331
Buy And Hold Return (%) 845.4943 845.4943 845.4943 845.4943 845.4943 845.4943
Max Trade Drawdown -55413 -52864 -54912 -2413317 -1463730 -1576949
Profit Factor 4.0034 6.042 1.969 4.7668 8.53 1.7413
Total Trades 64 32 32 64 32 32
Winning Trades 41 21 20 41 21 20
Losing Trades 23 11 12 23 11 12
Profitability (%) 64.0625 65.625 62.5 64.0625 65.625 62.5
Ratio Avg Win / Avg Loss 2.2458 3.1649 1.1814 2.6741 4.4681 1.0448
Largest Winning Trade 347826 347826 59296 13304111 13304111 1530463
Largest Losing Trade -54912 -42316 -54912 -1576949 -735251 -1576949
Avg Bars in Trades 75 95 55 75 95 55
Avg Bars in Winners 85 92 77 85 92 77
Avg Bars in Losers 58 101 18 58 101 18
Bars Traded 4840 3062 1778 4840 3062 1778
Profit Streak 102.9639 136.4639 102.9639 102.9639 136.4639 102.9639
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -241299 -145557 -269667 -124881 693541 -13547

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758366478796,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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": [
        [
            977202.79557673,
            819411.8242093343,
            157790.9713673955,
            24586476.376646798,
            21904237.087824136,
            2682239.2888226677
        ],
        [
            977.202796,
            819.411824,
            157.790971,
            24586.476377,
            21904.237088,
            2682.239289
        ],
        [
            0.390803,
            0.327699,
            0.063104,
            0.220552,
            0.215942,
            0.133096
        ],
        [
            845.494255,
            845.494255,
            845.494255,
            845.494255,
            845.494255,
            845.494255
        ],
        [
            -55413,
            -52864,
            -54912,
            -2413317,
            -1463730,
            -1576949
        ],
        [
            4.00343,
            6.042047,
            1.968955,
            4.766829,
            8.529996,
            1.741324
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            64.0625,
            65.625,
            62.5,
            64.0625,
            65.625,
            62.5
        ],
        [
            2.245827,
            3.164882,
            1.181373,
            2.674075,
            4.468093,
            1.044795
        ],
        [
            347826,
            347826,
            59296,
            13304111,
            13304111,
            1530463
        ],
        [
            -54912,
            -42316,
            -54912,
            -1576949,
            -735251,
            -1576949
        ],
        [
            75,
            95,
            55,
            75,
            95,
            55
        ],
        [
            85,
            92,
            77,
            85,
            92,
            77
        ],
        [
            58,
            101,
            18,
            58,
            101,
            18
        ],
        [
            4840,
            3062,
            1778,
            4840,
            3062,
            1778
        ],
        [
            102.963875,
            136.463875,
            102.963875,
            102.963875,
            136.463875,
            102.963875
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -241299,
            -145557,
            -269667,
            -124881,
            693541,
            -13547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758366478796,
    "expiration_time": 1764807696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 123,
            "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)