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Trade: XRP/USDT/720/DEMA/MIDPRICE/3014

Strategy
XRP/USDT/720/DEMA/MIDPRICE/3014
Pair
XRP_USDT
Interval
12h
Score
737004
Daily Profit
0.204126
Profit Factor
7.910514
Profitability
69.444444
Streak
523.228613
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 20:29
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1015124.0773 853643.9261 161480.1512 17372027.1031 16285384.6026 1086642.5005
Total P&L (%) 1015.1241 853.6439 161.4802 17372.0271 16285.3846 1086.6425
Avg Daily Profit (%) 0.406 0.3414 0.0646 0.2067 0.2041 0.099
Buy And Hold Return (%) 978.9784 978.9784 978.9784 978.9784 978.9784 978.9784
Max Trade Drawdown -98728 -54403 -69681 -2972788 -1400264 -2498245
Profit Factor 3.7136 6.2774 1.7605 3.3924 7.9105 1.2215
Total Trades 72 36 36 72 36 36
Winning Trades 48 25 23 48 25 23
Losing Trades 24 11 13 24 11 13
Profitability (%) 66.6667 69.4444 63.8889 66.6667 69.4444 63.8889
Ratio Avg Win / Avg Loss 1.8568 2.762 0.9951 1.6962 3.4806 0.6904
Largest Winning Trade 378802 378802 59870 7603132 7603132 1269660
Largest Losing Trade -66889 -43637 -66889 -2175237 -717827 -2175237
Avg Bars in Trades 62 75 49 62 75 49
Avg Bars in Winners 68 66 70 68 66 70
Avg Bars in Losers 49 94 11 49 94 11
Bars Traded 4488 2712 1776 4488 2712 1776
Profit Streak 518.7286 523.2286 518.7286 518.7286 523.2286 518.7286
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -217576 -144132 -268784 -65352 737004 -190910

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758216552173,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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": [
        [
            1015124.077254382,
            853643.9260816334,
            161480.151172748,
            17372027.103075102,
            16285384.602602437,
            1086642.500472663
        ],
        [
            1015.124077,
            853.643926,
            161.480151,
            17372.027103,
            16285.384603,
            1086.6425
        ],
        [
            0.405968,
            0.341389,
            0.064579,
            0.206699,
            0.204126,
            0.098978
        ],
        [
            978.978375,
            978.978375,
            978.978375,
            978.978375,
            978.978375,
            978.978375
        ],
        [
            -98728,
            -54403,
            -69681,
            -2972788,
            -1400264,
            -2498245
        ],
        [
            3.713554,
            6.277383,
            1.760484,
            3.392395,
            7.910514,
            1.221549
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            24,
            11,
            13,
            24,
            11,
            13
        ],
        [
            66.666667,
            69.444444,
            63.888889,
            66.666667,
            69.444444,
            63.888889
        ],
        [
            1.856777,
            2.762049,
            0.995056,
            1.696197,
            3.480626,
            0.690441
        ],
        [
            378802,
            378802,
            59870,
            7603132,
            7603132,
            1269660
        ],
        [
            -66889,
            -43637,
            -66889,
            -2175237,
            -717827,
            -2175237
        ],
        [
            62,
            75,
            49,
            62,
            75,
            49
        ],
        [
            68,
            66,
            70,
            68,
            66,
            70
        ],
        [
            49,
            94,
            11,
            49,
            94,
            11
        ],
        [
            4488,
            2712,
            1776,
            4488,
            2712,
            1776
        ],
        [
            518.728613,
            523.228613,
            518.728613,
            518.728613,
            523.228613,
            518.728613
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -217576,
            -144132,
            -268784,
            -65352,
            737004,
            -190910
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758216552173,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 150,
            "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)