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Trade: XRP/USDT/720/HILO/DCM/8388

Strategy
XRP/USDT/720/HILO/DCM/8388
Pair
XRP_USDT
Interval
12h
Score
486685
Daily Profit
0.148225
Profit Factor
4.741641
Profitability
61.363636
Streak
83.629262
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 06:06
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 512434.4838 510529.28 1905.2038 -38846.7318 3959426.743 -3998273.4748
Total P&L (%) 512.4345 510.5293 1.9052 -38.8467 3959.4267 -3998.2735
Avg Daily Profit (%) 0.2049 0.2042 0.0008 -0.0197 0.1482 0
Buy And Hold Return (%) 890.0035 890.0035 890.0035 890.0035 890.0035 890.0035
Max Trade Drawdown -156562 -42536 -141689 -4282216 -362989 -4536101
Profit Factor 2.0288 4.4918 1.0054 0.9945 4.7416 0.337
Total Trades 88 44 44 88 44 44
Winning Trades 55 27 28 55 27 28
Losing Trades 33 17 16 33 17 16
Profitability (%) 62.5 61.3636 63.6364 62.5 61.3636 63.6364
Ratio Avg Win / Avg Loss 1.2173 2.8282 0.5745 0.5967 2.9855 0.1926
Largest Winning Trade 173379 173379 50814 2335799 2335799 265863
Largest Losing Trade -97246 -35420 -97246 -2696037 -290934 -2696037
Avg Bars in Trades 51 66 37 51 66 37
Avg Bars in Winners 57 60 54 57 60 54
Avg Bars in Losers 42 74 7 42 74 7
Bars Traded 4548 2910 1638 4548 2910 1638
Profit Streak 68.6293 83.6293 0 68.6293 83.6293 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 -152261 -147789 -571980 -578086 486685 -578951

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": 1551960000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164768230,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 228,
            "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": [
        [
            512434.4837943068,
            510529.279971985,
            1905.2038223219,
            -38846.7317690353,
            3959426.743028034,
            -3998273.4747970677
        ],
        [
            512.434484,
            510.52928,
            1.905204,
            -38.846732,
            3959.426743,
            -3998.273475
        ],
        [
            0.204933,
            0.204171,
            0.000762,
            -0.019666,
            0.148225,
            0
        ],
        [
            890.003513,
            890.003513,
            890.003513,
            890.003513,
            890.003513,
            890.003513
        ],
        [
            -156562,
            -42536,
            -141689,
            -4282216,
            -362989,
            -4536101
        ],
        [
            2.02875,
            4.491782,
            1.005414,
            0.99452,
            4.741641,
            0.336968
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            62.5,
            61.363636,
            63.636364,
            62.5,
            61.363636,
            63.636364
        ],
        [
            1.21725,
            2.828159,
            0.574522,
            0.596712,
            2.985478,
            0.192553
        ],
        [
            173379,
            173379,
            50814,
            2335799,
            2335799,
            265863
        ],
        [
            -97246,
            -35420,
            -97246,
            -2696037,
            -290934,
            -2696037
        ],
        [
            51,
            66,
            37,
            51,
            66,
            37
        ],
        [
            57,
            60,
            54,
            57,
            60,
            54
        ],
        [
            42,
            74,
            7,
            42,
            74,
            7
        ],
        [
            4548,
            2910,
            1638,
            4548,
            2910,
            1638
        ],
        [
            68.629262,
            83.629262,
            0,
            68.629262,
            83.629262,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152261,
            -147789,
            -571980,
            -578086,
            486685,
            -578951
        ]
    ]
}
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": 1551960000000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758164768230,
    "expiration_time": 1764634896000,
    "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": 228,
            "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)