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Trade: XRP/USDT/720/HMA/DCM/5823

Strategy
XRP/USDT/720/HMA/DCM/5823
Pair
XRP_USDT
Interval
12h
Score
776107
Daily Profit
0.254719
Profit Factor
10.232469
Profitability
74.285714
Streak
534.301857
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-29 22:14
Expiration Time
2025-12-13 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1003467.3697 793496.1131 209971.2567 39725010.9448 58012944.8112 -18287933.8664
Total P&L (%) 1003.4674 793.4961 209.9713 39725.0109 58012.9448 -18287.9339
Avg Daily Profit (%) 0.4011 0.3171 0.0839 0.2396 0.2547 0
Buy And Hold Return (%) 800.4432 800.4432 800.4432 800.4432 800.4432 800.4432
Max Trade Drawdown -76467 -62156 -76467 -31063524 -2631272 -31063524
Profit Factor 3.8687 7.2055 1.9461 1.8038 10.2325 0.5761
Total Trades 71 35 36 71 35 36
Winning Trades 47 26 21 47 26 21
Losing Trades 24 9 15 24 9 15
Profitability (%) 66.1972 74.2857 58.3333 66.1972 74.2857 58.3333
Ratio Avg Win / Avg Loss 1.9755 2.4942 1.3901 0.9211 3.542 0.4115
Largest Winning Trade 155371 155371 66305 29398511 29398511 6260805
Largest Losing Trade -76467 -45269 -76467 -31063524 -1972290 -31063524
Avg Bars in Trades 66 73 59 66 73 59
Avg Bars in Winners 80 75 85 80 75 85
Avg Bars in Losers 39 67 22 39 67 22
Bars Traded 4726 2583 2143 4726 2583 2143
Profit Streak 85.3019 534.3019 85.3019 85.3019 534.3019 85.3019
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158085 -143685 -242467 -78919 776107 -579141
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759173280418,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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": [
        [
            1003467.3697078289,
            793496.1130576583,
            209971.2566501707,
            39725010.94476052,
            58012944.81117934,
            -18287933.866418824
        ],
        [
            1003.46737,
            793.496113,
            209.971257,
            39725.010945,
            58012.944811,
            -18287.933866
        ],
        [
            0.401066,
            0.317145,
            0.083921,
            0.239578,
            0.254719,
            0
        ],
        [
            800.443168,
            800.443168,
            800.443168,
            800.443168,
            800.443168,
            800.443168
        ],
        [
            -76467,
            -62156,
            -76467,
            -31063524,
            -2631272,
            -31063524
        ],
        [
            3.868707,
            7.205458,
            1.946127,
            1.803805,
            10.232469,
            0.576056
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            24,
            9,
            15,
            24,
            9,
            15
        ],
        [
            66.197183,
            74.285714,
            58.333333,
            66.197183,
            74.285714,
            58.333333
        ],
        [
            1.97551,
            2.494197,
            1.390091,
            0.921092,
            3.542009,
            0.411469
        ],
        [
            155371,
            155371,
            66305,
            29398511,
            29398511,
            6260805
        ],
        [
            -76467,
            -45269,
            -76467,
            -31063524,
            -1972290,
            -31063524
        ],
        [
            66,
            73,
            59,
            66,
            73,
            59
        ],
        [
            80,
            75,
            85,
            80,
            75,
            85
        ],
        [
            39,
            67,
            22,
            39,
            67,
            22
        ],
        [
            4726,
            2583,
            2143,
            4726,
            2583,
            2143
        ],
        [
            85.301857,
            534.301857,
            85.301857,
            85.301857,
            534.301857,
            85.301857
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158085,
            -143685,
            -242467,
            -78919,
            776107,
            -579141
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759173280418,
    "expiration_time": 1765632384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 181,
            "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)