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Trade: XRP/USDT/720/DEMA/MIDPOINT/3976

Strategy
XRP/USDT/720/DEMA/MIDPOINT/3976
Pair
XRP_USDT
Interval
12h
Score
685853
Daily Profit
0.215905
Profit Factor
5.288472
Profitability
61.363636
Streak
409.300262
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 10:12
Expiration Time
2025-11-30 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1043743.2231 878977.5143 164765.7088 26239330.1366 21883616.4004 4355713.7362
Total P&L (%) 1043.7432 878.9775 164.7657 26239.3301 21883.6164 4355.7137
Avg Daily Profit (%) 0.4174 0.3515 0.0659 0.2232 0.2159 0.152
Buy And Hold Return (%) 812.4989 812.4989 812.4989 812.4989 812.4989 812.4989
Max Trade Drawdown -143240 -74211 -72688 -5733811 -2511568 -3300343
Profit Factor 3.3782 4.3157 1.9481 3.9067 5.2885 2.1099
Total Trades 88 44 44 88 44 44
Winning Trades 51 27 24 51 27 24
Losing Trades 37 17 20 37 17 20
Profitability (%) 57.9545 61.3636 54.5455 57.9545 61.3636 54.5455
Ratio Avg Win / Avg Loss 2.4508 2.7173 1.6234 2.8343 3.3298 1.7583
Largest Winning Trade 349559 349559 55654 11917961 11917961 2473976
Largest Losing Trade -44800 -44800 -35686 -1725059 -919109 -1725059
Avg Bars in Trades 53 72 34 53 72 34
Avg Bars in Winners 62 70 53 62 70 53
Avg Bars in Losers 40 74 12 40 74 12
Bars Traded 4697 3171 1526 4697 3171 1526
Profit Streak 409.3003 409.3003 412.3003 409.3003 409.3003 412.3003
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58196 -120825 -265020 644741 685853 451897

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758006742652,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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": [
        [
            1043743.2230618526,
            878977.5142711309,
            164765.7087907215,
            26239330.13660947,
            21883616.40037756,
            4355713.73623191
        ],
        [
            1043.743223,
            878.977514,
            164.765709,
            26239.330137,
            21883.6164,
            4355.713736
        ],
        [
            0.417414,
            0.351521,
            0.065893,
            0.22315,
            0.215905,
            0.151956
        ],
        [
            812.498854,
            812.498854,
            812.498854,
            812.498854,
            812.498854,
            812.498854
        ],
        [
            -143240,
            -74211,
            -72688,
            -5733811,
            -2511568,
            -3300343
        ],
        [
            3.378168,
            4.315656,
            1.948094,
            3.906706,
            5.288472,
            2.10994
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            57.954545,
            61.363636,
            54.545455,
            57.954545,
            61.363636,
            54.545455
        ],
        [
            2.450828,
            2.717265,
            1.623412,
            2.834277,
            3.329779,
            1.758284
        ],
        [
            349559,
            349559,
            55654,
            11917961,
            11917961,
            2473976
        ],
        [
            -44800,
            -44800,
            -35686,
            -1725059,
            -919109,
            -1725059
        ],
        [
            53,
            72,
            34,
            53,
            72,
            34
        ],
        [
            62,
            70,
            53,
            62,
            70,
            53
        ],
        [
            40,
            74,
            12,
            40,
            74,
            12
        ],
        [
            4697,
            3171,
            1526,
            4697,
            3171,
            1526
        ],
        [
            409.300262,
            409.300262,
            412.300262,
            409.300262,
            409.300262,
            412.300262
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58196,
            -120825,
            -265020,
            644741,
            685853,
            451897
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1757980800000,
    "evaluation_time": 1758006742652,
    "expiration_time": 1764462096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "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)