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Trade: XRP/USDT/720/HMA/DCM/6504

Strategy
XRP/USDT/720/HMA/DCM/6504
Pair
XRP_USDT
Interval
12h
Score
810812
Daily Profit
0.287076
Profit Factor
19.335197
Profitability
80.000000
Streak
280.833265
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 22:59
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1039591.2948 830295.137 209296.1578 70636811.4936 129631563.5103 -58994752.0167
Total P&L (%) 1039.5913 830.2951 209.2962 70636.8115 129631.5635 -58994.752
Avg Daily Profit (%) 0.4158 0.3321 0.0837 0.2628 0.2871 0
Buy And Hold Return (%) 918.8997 918.8997 918.8997 918.8997 918.8997 918.8997
Max Trade Drawdown -67162 -61919 -73573 -65113191 -4446165 -77255177
Profit Factor 4.4617 8.5642 2.0984 1.6866 19.3352 0.3842
Total Trades 60 30 30 60 30 30
Winning Trades 44 24 20 44 24 20
Losing Trades 16 6 10 16 6 10
Profitability (%) 73.3333 80 66.6667 73.3333 80 66.6667
Ratio Avg Win / Avg Loss 1.6224 2.141 1.0492 0.6133 4.8338 0.1921
Largest Winning Trade 173675 173675 59643 82652099 82652099 6974770
Largest Losing Trade -67162 -44369 -67162 -30128030 -3114819 -30128030
Avg Bars in Trades 76 86 66 76 86 66
Avg Bars in Winners 84 88 80 84 88 80
Avg Bars in Losers 53 76 39 53 76 39
Bars Traded 4588 2585 2003 4588 2585 2003
Profit Streak 57.8333 280.8333 0 57.8333 280.8333 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -277547 -142870 -241989 -160922 810812 -578665

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707194110,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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": [
        [
            1039591.2947845606,
            830295.1369754912,
            209296.1578090695,
            70636811.49362232,
            129631563.51032522,
            -58994752.016702905
        ],
        [
            1039.591295,
            830.295137,
            209.296158,
            70636.811494,
            129631.56351,
            -58994.752017
        ],
        [
            0.415753,
            0.332052,
            0.083702,
            0.262754,
            0.287076,
            0
        ],
        [
            918.899664,
            918.899664,
            918.899664,
            918.899664,
            918.899664,
            918.899664
        ],
        [
            -67162,
            -61919,
            -73573,
            -65113191,
            -4446165,
            -77255177
        ],
        [
            4.461724,
            8.564165,
            2.098418,
            1.686612,
            19.335197,
            0.384235
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            16,
            6,
            10,
            16,
            6,
            10
        ],
        [
            73.333333,
            80,
            66.666667,
            73.333333,
            80,
            66.666667
        ],
        [
            1.622445,
            2.141041,
            1.049209,
            0.613314,
            4.833799,
            0.192117
        ],
        [
            173675,
            173675,
            59643,
            82652099,
            82652099,
            6974770
        ],
        [
            -67162,
            -44369,
            -67162,
            -30128030,
            -3114819,
            -30128030
        ],
        [
            76,
            86,
            66,
            76,
            86,
            66
        ],
        [
            84,
            88,
            80,
            84,
            88,
            80
        ],
        [
            53,
            76,
            39,
            53,
            76,
            39
        ],
        [
            4588,
            2585,
            2003,
            4588,
            2585,
            2003
        ],
        [
            57.833265,
            280.833265,
            0,
            57.833265,
            280.833265,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -277547,
            -142870,
            -241989,
            -160922,
            810812,
            -578665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757707194110,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 203,
            "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)