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Trade: XRP/USDT/720/HMA/DCM/2768

Strategy
XRP/USDT/720/HMA/DCM/2768
Pair
XRP_USDT
Interval
12h
Score
713595
Daily Profit
0.256245
Profit Factor
7.404163
Profitability
61.290323
Streak
545.498746
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 02:58
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1200165.0705 985123.6216 215041.4488 61242362.129 60036327.0612 1206035.0678
Total P&L (%) 1200.1651 985.1236 215.0414 61242.3621 60036.3271 1206.0351
Avg Daily Profit (%) 0.48 0.394 0.086 0.257 0.2562 0.1028
Buy And Hold Return (%) 939.8549 939.8549 939.8549 939.8549 939.8549 939.8549
Max Trade Drawdown -90472 -67256 -70011 -12602648 -6503149 -10971301
Profit Factor 4.5397 7.8733 2.0987 3.0727 7.4042 1.0598
Total Trades 62 31 31 62 31 31
Winning Trades 42 19 23 42 19 23
Losing Trades 20 12 8 20 12 8
Profitability (%) 67.7419 61.2903 74.1935 67.7419 61.2903 74.1935
Ratio Avg Win / Avg Loss 2.1618 4.9726 0.73 1.4632 4.6763 0.3686
Largest Winning Trade 361103 361103 62288 23764248 23764248 2915862
Largest Losing Trade -70011 -41150 -70011 -10745019 -3728573 -10745019
Avg Bars in Trades 73 82 65 73 82 65
Avg Bars in Winners 86 99 75 86 99 75
Avg Bars in Losers 47 56 34 47 56 34
Bars Traded 4587 2568 2019 4587 2568 2019
Profit Streak 545.4987 545.4987 549.4987 545.4987 545.4987 549.4987
Trades During Streak 8 4 4 8 4 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -216501 -129793 -238258 -141495 713595 -284952

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757635091649,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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": [
        [
            1200165.0704884739,
            985123.6216430627,
            215041.4488454119,
            61242362.1289978,
            60036327.06115876,
            1206035.0678390386
        ],
        [
            1200.16507,
            985.123622,
            215.041449,
            61242.362129,
            60036.327061,
            1206.035068
        ],
        [
            0.47997,
            0.393971,
            0.085999,
            0.257041,
            0.256245,
            0.102816
        ],
        [
            939.854949,
            939.854949,
            939.854949,
            939.854949,
            939.854949,
            939.854949
        ],
        [
            -90472,
            -67256,
            -70011,
            -12602648,
            -6503149,
            -10971301
        ],
        [
            4.539737,
            7.87325,
            2.098677,
            3.072652,
            7.404163,
            1.059784
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            20,
            12,
            8,
            20,
            12,
            8
        ],
        [
            67.741935,
            61.290323,
            74.193548,
            67.741935,
            61.290323,
            74.193548
        ],
        [
            2.161779,
            4.972579,
            0.729974,
            1.463168,
            4.676313,
            0.36862
        ],
        [
            361103,
            361103,
            62288,
            23764248,
            23764248,
            2915862
        ],
        [
            -70011,
            -41150,
            -70011,
            -10745019,
            -3728573,
            -10745019
        ],
        [
            73,
            82,
            65,
            73,
            82,
            65
        ],
        [
            86,
            99,
            75,
            86,
            99,
            75
        ],
        [
            47,
            56,
            34,
            47,
            56,
            34
        ],
        [
            4587,
            2568,
            2019,
            4587,
            2568,
            2019
        ],
        [
            545.498746,
            545.498746,
            549.498746,
            545.498746,
            545.498746,
            549.498746
        ],
        [
            8,
            4,
            4,
            8,
            4,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -216501,
            -129793,
            -238258,
            -141495,
            713595,
            -284952
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757635091649,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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)