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Trade: XRP/USDT/720/HILO/DCM/4650

Strategy
XRP/USDT/720/HILO/DCM/4650
Pair
XRP_USDT
Interval
12h
Score
311985
Daily Profit
0.144873
Profit Factor
4.554458
Profitability
60.000000
Streak
75.373962
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 23:58
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 511300.2002 510341.8417 958.3585 -39986.7625 3633501.2858 -3673488.0483
Total P&L (%) 511.3002 510.3418 0.9584 -39.9868 3633.5013 -3673.488
Avg Daily Profit (%) 0.2045 0.2041 0.0004 -0.0204 0.1449 0
Buy And Hold Return (%) 833.6976 833.6976 833.6976 833.6976 833.6976 833.6976
Max Trade Drawdown -147905 -43407 -137520 -3858595 -336986 -4201043
Profit Factor 2.0174 4.45 1.0027 0.994 4.5545 0.3425
Total Trades 90 45 45 90 45 45
Winning Trades 55 27 28 55 27 28
Losing Trades 35 18 17 35 18 17
Profitability (%) 61.1111 60 62.2222 61.1111 60 62.2222
Ratio Avg Win / Avg Loss 1.2838 2.9666 0.6088 0.6325 3.0363 0.2079
Largest Winning Trade 173515 173515 50814 2107306 2107306 260965
Largest Losing Trade -97246 -35420 -97246 -2432305 -280784 -2432305
Avg Bars in Trades 50 64 36 50 64 36
Avg Bars in Winners 59 63 54 59 63 54
Avg Bars in Losers 37 65 6 37 65 6
Bars Traded 4548 2910 1638 4548 2910 1638
Profit Streak 60.374 75.374 0 60.374 75.374 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152738 -147986 -575644 -578537 311985 -579127

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451510347,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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": [
        [
            511300.2001521593,
            510341.8416944343,
            958.3584577253,
            -39986.7625060543,
            3633501.285757975,
            -3673488.0482640294
        ],
        [
            511.3002,
            510.341842,
            0.958358,
            -39.986763,
            3633.501286,
            -3673.488048
        ],
        [
            0.204479,
            0.204096,
            0.000383,
            -0.020418,
            0.144873,
            0
        ],
        [
            833.697644,
            833.697644,
            833.697644,
            833.697644,
            833.697644,
            833.697644
        ],
        [
            -147905,
            -43407,
            -137520,
            -3858595,
            -336986,
            -4201043
        ],
        [
            2.01738,
            4.449952,
            1.002702,
            0.99395,
            4.554458,
            0.342504
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            61.111111,
            60,
            62.222222,
            61.111111,
            60,
            62.222222
        ],
        [
            1.283787,
            2.966635,
            0.608784,
            0.632514,
            3.036305,
            0.207949
        ],
        [
            173515,
            173515,
            50814,
            2107306,
            2107306,
            260965
        ],
        [
            -97246,
            -35420,
            -97246,
            -2432305,
            -280784,
            -2432305
        ],
        [
            50,
            64,
            36,
            50,
            64,
            36
        ],
        [
            59,
            63,
            54,
            59,
            63,
            54
        ],
        [
            37,
            65,
            6,
            37,
            65,
            6
        ],
        [
            4548,
            2910,
            1638,
            4548,
            2910,
            1638
        ],
        [
            60.373962,
            75.373962,
            0,
            60.373962,
            75.373962,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152738,
            -147986,
            -575644,
            -578537,
            311985,
            -579127
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541419200000,
    "first_datapoint_time": 1551182400000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757451510347,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "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)