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Trade: XRP/USDT/720/DEMA/MIDPRICE/1663

Strategy
XRP/USDT/720/DEMA/MIDPRICE/1663
Pair
XRP_USDT
Interval
12h
Score
693125
Daily Profit
0.166808
Profit Factor
5.966626
Profitability
65.714286
Streak
289.764637
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-21 21:21
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 702457.8911 583718.2041 118739.687 5872366.4401 6361180.5247 -488814.0846
Total P&L (%) 702.4579 583.7182 118.7397 5872.3664 6361.1805 -488.8141
Avg Daily Profit (%) 0.2809 0.2334 0.0475 0.1637 0.1668 0
Buy And Hold Return (%) 848.6395 848.6395 848.6395 848.6395 848.6395 848.6395
Max Trade Drawdown -82452 -66992 -66949 -1882120 -522893 -2046920
Profit Factor 2.8624 4.4651 1.5689 2.3183 5.9666 0.846
Total Trades 71 35 36 71 35 36
Winning Trades 45 23 22 45 23 22
Losing Trades 26 12 14 26 12 14
Profitability (%) 63.3803 65.7143 61.1111 63.3803 65.7143 61.1111
Ratio Avg Win / Avg Loss 1.6538 2.3296 0.9984 1.3395 3.113 0.5383
Largest Winning Trade 173835 173835 46131 2921597 2921597 775336
Largest Losing Trade -66949 -43637 -66949 -1347126 -305238 -1347126
Avg Bars in Trades 64 77 52 64 77 52
Avg Bars in Winners 74 70 78 74 70 78
Avg Bars in Losers 48 91 11 48 91 11
Bars Traded 4600 2717 1883 4600 2717 1883
Profit Streak 289.7646 289.7646 294.2646 289.7646 289.7646 294.2646
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -239458 -147056 -292435 -76897 693125 -577992

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758478864642,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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": [
        [
            702457.891078269,
            583718.2040991634,
            118739.6869791058,
            5872366.440082682,
            6361180.524699872,
            -488814.0846171892
        ],
        [
            702.457891,
            583.718204,
            118.739687,
            5872.36644,
            6361.180525,
            -488.814085
        ],
        [
            0.280871,
            0.233394,
            0.047477,
            0.163657,
            0.166808,
            0
        ],
        [
            848.639521,
            848.639521,
            848.639521,
            848.639521,
            848.639521,
            848.639521
        ],
        [
            -82452,
            -66992,
            -66949,
            -1882120,
            -522893,
            -2046920
        ],
        [
            2.862403,
            4.465061,
            1.568894,
            2.318332,
            5.966626,
            0.845975
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            63.380282,
            65.714286,
            61.111111,
            63.380282,
            65.714286,
            61.111111
        ],
        [
            1.653833,
            2.329597,
            0.998387,
            1.339481,
            3.113022,
            0.538348
        ],
        [
            173835,
            173835,
            46131,
            2921597,
            2921597,
            775336
        ],
        [
            -66949,
            -43637,
            -66949,
            -1347126,
            -305238,
            -1347126
        ],
        [
            64,
            77,
            52,
            64,
            77,
            52
        ],
        [
            74,
            70,
            78,
            74,
            70,
            78
        ],
        [
            48,
            91,
            11,
            48,
            91,
            11
        ],
        [
            4600,
            2717,
            1883,
            4600,
            2717,
            1883
        ],
        [
            289.764637,
            289.764637,
            294.264637,
            289.764637,
            289.764637,
            294.264637
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -239458,
            -147056,
            -292435,
            -76897,
            693125,
            -577992
        ]
    ]
}
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": 1548115200000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758478864642,
    "expiration_time": 1764938592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 133,
            "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)