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Trade: XRP/USDT/720/DEMA/MIDPRICE/3985

Strategy
XRP/USDT/720/DEMA/MIDPRICE/3985
Pair
XRP_USDT
Interval
12h
Score
601537
Daily Profit
0.150923
Profit Factor
4.450558
Profitability
63.333333
Streak
527.744452
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-23 08:52
Expiration Time
2025-12-07 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 795479.1534 697787.1271 97692.0263 3582424.7464 4245536.8579 -663112.1115
Total P&L (%) 795.4792 697.7871 97.692 3582.4247 4245.5369 -663.1121
Avg Daily Profit (%) 0.3181 0.279 0.0391 0.1443 0.1509 0
Buy And Hold Return (%) 849.2842 849.2842 849.2842 849.2842 849.2842 849.2842
Max Trade Drawdown -124794 -76619 -85056 -1725322 -906696 -1357538
Profit Factor 3.2832 5.8637 1.4767 1.8746 4.4506 0.7686
Total Trades 60 30 30 60 30 30
Winning Trades 39 19 20 39 19 20
Losing Trades 21 11 10 21 11 10
Profitability (%) 65 63.3333 66.6667 65 63.3333 66.6667
Ratio Avg Win / Avg Loss 1.7679 3.3948 0.7384 1.0094 2.5766 0.3843
Largest Winning Trade 362253 362253 45735 1863233 1863233 412508
Largest Losing Trade -67049 -40486 -67049 -1246106 -462501 -1246106
Avg Bars in Trades 74 88 61 74 88 61
Avg Bars in Winners 86 101 71 86 101 71
Avg Bars in Losers 53 66 40 53 66 40
Bars Traded 4487 2655 1832 4487 2655 1832
Profit Streak 522.7445 527.7445 522.7445 522.7445 527.7445 522.7445
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -320605 -145603 -303557 -169731 601537 -577329

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758606720620,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "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": [
        [
            795479.1533547076,
            697787.1270916783,
            97692.0262630291,
            3582424.7464151955,
            4245536.857942554,
            -663112.1115273596
        ],
        [
            795.479153,
            697.787127,
            97.692026,
            3582.424746,
            4245.536858,
            -663.112112
        ],
        [
            0.318064,
            0.279003,
            0.039061,
            0.144293,
            0.150923,
            0
        ],
        [
            849.284227,
            849.284227,
            849.284227,
            849.284227,
            849.284227,
            849.284227
        ],
        [
            -124794,
            -76619,
            -85056,
            -1725322,
            -906696,
            -1357538
        ],
        [
            3.283223,
            5.863723,
            1.476699,
            1.874648,
            4.450558,
            0.768584
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            65,
            63.333333,
            66.666667,
            65,
            63.333333,
            66.666667
        ],
        [
            1.767889,
            3.394787,
            0.73835,
            1.009426,
            2.576639,
            0.384292
        ],
        [
            362253,
            362253,
            45735,
            1863233,
            1863233,
            412508
        ],
        [
            -67049,
            -40486,
            -67049,
            -1246106,
            -462501,
            -1246106
        ],
        [
            74,
            88,
            61,
            74,
            88,
            61
        ],
        [
            86,
            101,
            71,
            86,
            101,
            71
        ],
        [
            53,
            66,
            40,
            53,
            66,
            40
        ],
        [
            4487,
            2655,
            1832,
            4487,
            2655,
            1832
        ],
        [
            522.744451,
            527.744452,
            522.744452,
            522.744452,
            527.744452,
            522.744452
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -320605,
            -145603,
            -303557,
            -169731,
            601537,
            -577329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1758585600000,
    "evaluation_time": 1758606720620,
    "expiration_time": 1765068192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 178,
            "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)