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Trade: XRP/USDT/720/HILO/DCM/1509

Strategy
XRP/USDT/720/HILO/DCM/1509
Pair
XRP_USDT
Interval
12h
Score
577516
Daily Profit
0.168366
Profit Factor
3.141136
Profitability
56.521739
Streak
110.833445
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 11:00
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748593.9355 681564.7234 67029.2122 3734920.9099 6611784.0254 -2876863.1155
Total P&L (%) 748.5939 681.5647 67.0292 3734.9209 6611.784 -2876.8631
Avg Daily Profit (%) 0.2994 0.2726 0.0268 0.1459 0.1684 0
Buy And Hold Return (%) 882.5565 882.5565 882.5565 882.5565 882.5565 882.5565
Max Trade Drawdown -105928 -50505 -90237 -2980981 -1475405 -3762207
Profit Factor 2.6312 4.4101 1.2587 1.3754 3.1411 0.5808
Total Trades 92 46 46 92 46 46
Winning Trades 49 26 23 49 26 23
Losing Trades 43 20 23 43 20 23
Profitability (%) 53.2609 56.5217 50 53.2609 56.5217 50
Ratio Avg Win / Avg Loss 2.309 3.3924 1.2587 1.2069 2.4163 0.5808
Largest Winning Trade 185597 185597 59860 2580934 2580934 519239
Largest Losing Trade -68124 -42011 -68124 -2130570 -733125 -2130570
Avg Bars in Trades 49 64 34 49 64 34
Avg Bars in Winners 62 72 52 62 72 52
Avg Bars in Losers 34 54 16 34 54 16
Bars Traded 4555 2969 1586 4555 2969 1586
Profit Streak 68.8334 110.8334 0 68.8334 110.8334 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150645 -147485 -322937 70600 577516 -580704

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552651200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758182409651,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 8
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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": [
        [
            748593.9355337898,
            681564.7233802447,
            67029.2121535454,
            3734920.9098534295,
            6611784.025385074,
            -2876863.1155316452
        ],
        [
            748.593936,
            681.564723,
            67.029212,
            3734.92091,
            6611.784025,
            -2876.863116
        ],
        [
            0.299378,
            0.272571,
            0.026806,
            0.145947,
            0.168366,
            0
        ],
        [
            882.556477,
            882.556477,
            882.556477,
            882.556477,
            882.556477,
            882.556477
        ],
        [
            -105928,
            -50505,
            -90237,
            -2980981,
            -1475405,
            -3762207
        ],
        [
            2.631204,
            4.410105,
            1.258745,
            1.375355,
            3.141136,
            0.580778
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            53.26087,
            56.521739,
            50,
            53.26087,
            56.521739,
            50
        ],
        [
            2.309016,
            3.392389,
            1.258745,
            1.206944,
            2.416259,
            0.580778
        ],
        [
            185597,
            185597,
            59860,
            2580934,
            2580934,
            519239
        ],
        [
            -68124,
            -42011,
            -68124,
            -2130570,
            -733125,
            -2130570
        ],
        [
            49,
            64,
            34,
            49,
            64,
            34
        ],
        [
            62,
            72,
            52,
            62,
            72,
            52
        ],
        [
            34,
            54,
            16,
            34,
            54,
            16
        ],
        [
            4555,
            2969,
            1586,
            4555,
            2969,
            1586
        ],
        [
            68.833445,
            110.833445,
            0,
            68.833445,
            110.833445,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150645,
            -147485,
            -322937,
            70600,
            577516,
            -580704
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1552651200000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758182409651,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 8
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 244,
            "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)