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Trade: XRP/USDT/720/LINREG/DCM/1096

Strategy
XRP/USDT/720/LINREG/DCM/1096
Pair
XRP_USDT
Interval
12h
Score
751523
Daily Profit
0.294361
Profit Factor
21.476925
Profitability
70.000000
Streak
114.472841
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 14:20
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1069951.2576 850073.1864 219878.0711 65375155.2301 155470515.2765 -90095360.0464
Total P&L (%) 1069.9513 850.0732 219.8781 65375.1552 155470.5153 -90095.36
Avg Daily Profit (%) 0.4279 0.34 0.0879 0.2597 0.2944 0
Buy And Hold Return (%) 862.0574 862.0574 862.0574 862.0574 862.0574 862.0574
Max Trade Drawdown -73801 -70671 -84683 -109249092 -3955210 -112350839
Profit Factor 4.3868 8.5492 2.0815 1.4692 21.4769 0.3161
Total Trades 60 30 30 60 30 30
Winning Trades 41 21 20 41 21 20
Losing Trades 19 9 10 19 9 10
Profitability (%) 68.3333 70 66.6667 68.3333 70 66.6667
Ratio Avg Win / Avg Loss 2.0329 3.6639 1.0407 0.6809 9.2044 0.158
Largest Winning Trade 171889 171889 62151 99700510 99700510 9785844
Largest Losing Trade -69681 -41778 -69681 -102851872 -2141679 -102851872
Avg Bars in Trades 76 85 67 76 85 67
Avg Bars in Winners 85 84 85 85 84 85
Avg Bars in Losers 57 87 31 57 87 31
Bars Traded 4587 2567 2019 4587 2567 2019
Profit Streak 59.9728 114.4728 0 59.9728 114.4728 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 -243982 -144512 -236379 -162564 751523 -578665

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757416853485,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "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": [
        [
            1069951.2575638732,
            850073.1864385719,
            219878.071125301,
            65375155.23010117,
            155470515.27647078,
            -90095360.04636961
        ],
        [
            1069.951258,
            850.073186,
            219.878071,
            65375.15523,
            155470.515276,
            -90095.360046
        ],
        [
            0.427895,
            0.339961,
            0.087934,
            0.259655,
            0.294361,
            0
        ],
        [
            862.057363,
            862.057363,
            862.057363,
            862.057363,
            862.057363,
            862.057363
        ],
        [
            -73801,
            -70671,
            -84683,
            -109249092,
            -3955210,
            -112350839
        ],
        [
            4.386825,
            8.549176,
            2.081486,
            1.469231,
            21.476925,
            0.316068
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            68.333333,
            70,
            66.666667,
            68.333333,
            70,
            66.666667
        ],
        [
            2.032919,
            3.663932,
            1.040743,
            0.680863,
            9.204396,
            0.158034
        ],
        [
            171889,
            171889,
            62151,
            99700510,
            99700510,
            9785844
        ],
        [
            -69681,
            -41778,
            -69681,
            -102851872,
            -2141679,
            -102851872
        ],
        [
            76,
            85,
            67,
            76,
            85,
            67
        ],
        [
            85,
            84,
            85,
            85,
            84,
            85
        ],
        [
            57,
            87,
            31,
            57,
            87,
            31
        ],
        [
            4587,
            2567,
            2019,
            4587,
            2567,
            2019
        ],
        [
            59.972841,
            114.472841,
            0,
            59.972841,
            114.472841,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -243982,
            -144512,
            -236379,
            -162564,
            751523,
            -578665
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1549627200000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757416853485,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 192,
            "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)