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Trade: XRP/USDT/720/HMA/DCM/3404

Strategy
XRP/USDT/720/HMA/DCM/3404
Pair
XRP_USDT
Interval
12h
Score
662620
Daily Profit
0.190612
Profit Factor
4.198604
Profitability
67.567568
Streak
122.938022
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 01:30
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 750027.4686 660876.8732 89150.5954 2330756.8785 11583567.4964 -9252810.6179
Total P&L (%) 750.0275 660.8769 89.1506 2330.7569 11583.5675 -9252.8106
Avg Daily Profit (%) 0.3 0.2644 0.0357 0.1277 0.1906 0
Buy And Hold Return (%) 696.5792 696.5792 696.5792 696.5792 696.5792 696.5792
Max Trade Drawdown -108841 -75301 -95701 -11580229 -1598655 -11598769
Profit Factor 2.6883 4.9132 1.3237 1.132 4.1986 0.3411
Total Trades 75 37 38 75 37 38
Winning Trades 46 25 21 46 25 21
Losing Trades 29 12 17 29 12 17
Profitability (%) 61.3333 67.5676 55.2632 61.3333 67.5676 55.2632
Ratio Avg Win / Avg Loss 1.6948 2.3584 1.0716 0.7136 2.0153 0.2761
Largest Winning Trade 178236 178236 56560 8428124 8428124 735449
Largest Losing Trade -84489 -50851 -84489 -11116097 -860202 -11116097
Avg Bars in Trades 62 72 53 62 72 53
Avg Bars in Winners 65 64 66 65 64 66
Avg Bars in Losers 59 91 37 59 91 37
Bars Traded 4724 2697 2027 4724 2697 2027
Profit Streak 52.938 122.938 52.938 52.938 122.938 52.938
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -186430 -146217 -309550 -160501 662620 -579519

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757284245111,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 132,
            "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": [
        [
            750027.468596756,
            660876.8732132628,
            89150.5953834932,
            2330756.8785495795,
            11583567.49639975,
            -9252810.61785017
        ],
        [
            750.027469,
            660.876873,
            89.150595,
            2330.756879,
            11583.567496,
            -9252.810618
        ],
        [
            0.300011,
            0.264351,
            0.03566,
            0.127713,
            0.190612,
            0
        ],
        [
            696.579159,
            696.579159,
            696.579159,
            696.579159,
            696.579159,
            696.579159
        ],
        [
            -108841,
            -75301,
            -95701,
            -11580229,
            -1598655,
            -11598769
        ],
        [
            2.688274,
            4.913236,
            1.323743,
            1.131951,
            4.198604,
            0.341082
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            61.333333,
            67.567568,
            55.263158,
            61.333333,
            67.567568,
            55.263158
        ],
        [
            1.694781,
            2.358353,
            1.071601,
            0.713621,
            2.01533,
            0.276114
        ],
        [
            178236,
            178236,
            56560,
            8428124,
            8428124,
            735449
        ],
        [
            -84489,
            -50851,
            -84489,
            -11116097,
            -860202,
            -11116097
        ],
        [
            62,
            72,
            53,
            62,
            72,
            53
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            59,
            91,
            37,
            59,
            91,
            37
        ],
        [
            4724,
            2697,
            2027,
            4724,
            2697,
            2027
        ],
        [
            52.938022,
            122.938022,
            52.938022,
            52.938022,
            122.938022,
            52.938022
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -186430,
            -146217,
            -309550,
            -160501,
            662620,
            -579519
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757284245111,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 132,
            "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)