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Trade: XRP/USDT/720/EMA/DCM/1781

Strategy
XRP/USDT/720/EMA/DCM/1781
Pair
XRP_USDT
Interval
12h
Score
574566
Daily Profit
0.149182
Profit Factor
4.631657
Profitability
66.666667
Streak
436.184963
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-14 07:26
Expiration Time
2025-11-28 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 815838.1632 736517.8762 79320.287 4600087.9424 4060649.88 539438.0624
Total P&L (%) 815.8382 736.5179 79.3203 4600.0879 4060.6499 539.4381
Avg Daily Profit (%) 0.3262 0.2945 0.0317 0.1541 0.1492 0.0742
Buy And Hold Return (%) 863.8866 863.8866 863.8866 863.8866 863.8866 863.8866
Max Trade Drawdown -110580 -90284 -65683 -1160292 -589253 -571038
Profit Factor 2.9233 4.1816 1.4116 3.1949 4.6317 1.5517
Total Trades 72 36 36 72 36 36
Winning Trades 45 24 21 45 24 21
Losing Trades 27 12 15 27 12 15
Profitability (%) 62.5 66.6667 58.3333 62.5 66.6667 58.3333
Ratio Avg Win / Avg Loss 1.754 2.0908 1.0083 1.9169 2.3158 1.1084
Largest Winning Trade 355658 355658 47024 1776049 1776049 440991
Largest Losing Trade -51128 -43368 -51128 -450649 -450649 -275200
Avg Bars in Trades 64 89 39 64 89 39
Avg Bars in Winners 81 97 61 81 97 61
Avg Bars in Losers 36 71 8 36 71 8
Bars Traded 4639 3210 1429 4639 3210 1429
Profit Streak 424.685 436.185 424.685 424.685 436.185 424.685
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -231546 -146222 -313114 -67832 574566 -255174

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757823980777,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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": [
        [
            815838.1631581389,
            736517.8761839513,
            79320.2869741876,
            4600087.942442745,
            4060649.8800233807,
            539438.0624193659
        ],
        [
            815.838163,
            736.517876,
            79.320287,
            4600.087942,
            4060.64988,
            539.438062
        ],
        [
            0.326205,
            0.294489,
            0.031715,
            0.154064,
            0.149182,
            0.074215
        ],
        [
            863.886635,
            863.886635,
            863.886635,
            863.886635,
            863.886635,
            863.886635
        ],
        [
            -110580,
            -90284,
            -65683,
            -1160292,
            -589253,
            -571038
        ],
        [
            2.923258,
            4.181581,
            1.411623,
            3.194855,
            4.631657,
            1.551728
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            62.5,
            66.666667,
            58.333333,
            62.5,
            66.666667,
            58.333333
        ],
        [
            1.753955,
            2.090791,
            1.008302,
            1.916913,
            2.315829,
            1.108377
        ],
        [
            355658,
            355658,
            47024,
            1776049,
            1776049,
            440991
        ],
        [
            -51128,
            -43368,
            -51128,
            -450649,
            -450649,
            -275200
        ],
        [
            64,
            89,
            39,
            64,
            89,
            39
        ],
        [
            81,
            97,
            61,
            81,
            97,
            61
        ],
        [
            36,
            71,
            8,
            36,
            71,
            8
        ],
        [
            4639,
            3210,
            1429,
            4639,
            3210,
            1429
        ],
        [
            424.684963,
            436.184963,
            424.684963,
            424.684963,
            436.184963,
            424.684963
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -231546,
            -146222,
            -313114,
            -67832,
            574566,
            -255174
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541764800000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757823980777,
    "expiration_time": 1764290592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 146,
            "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)