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Trade: XRP/USDT/720/LINREG/DCM/4590

Strategy
XRP/USDT/720/LINREG/DCM/4590
Pair
XRP_USDT
Interval
12h
Score
462721
Daily Profit
0.205721
Profit Factor
1.894665
Profitability
57.943925
Streak
72.640317
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 18:22
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878429.1653 716431.6207 161997.5445 16950395.2524 20390456.6618 -3440061.4095
Total P&L (%) 878.4292 716.4316 161.9975 16950.3953 20390.4567 -3440.0614
Avg Daily Profit (%) 0.3513 0.2865 0.0648 0.2057 0.2131 0
Buy And Hold Return (%) 855.6052 855.6052 855.6052 855.6052 855.6052 855.6052
Max Trade Drawdown -102031 -85287 -63943 -9000744 -1891836 -8623745
Profit Factor 2.955 4.1776 1.7237 1.8947 4.1618 0.7247
Total Trades 107 53 54 107 53 54
Winning Trades 62 32 30 62 32 30
Losing Trades 45 21 24 45 21 24
Profitability (%) 57.9439 60.3774 55.5556 57.9439 60.3774 55.5556
Ratio Avg Win / Avg Loss 2.1448 2.7416 1.3789 1.3752 2.7311 0.5798
Largest Winning Trade 178471 178471 60001 11721249 11721249 2824574
Largest Losing Trade -63943 -51284 -63943 -5429113 -1654264 -5429113
Avg Bars in Trades 42 48 36 42 48 36
Avg Bars in Winners 49 49 50 49 49 50
Avg Bars in Losers 33 48 20 33 48 20
Bars Traded 4579 2593 1986 4579 2593 1986
Profit Streak 72.6403 76.1403 72.6403 72.6403 76.1403 72.6403
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140223 -327961 -448824 462721 -162822 -759555

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208923365,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "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": [
        [
            878429.1652793345,
            716431.6207463163,
            161997.5445330182,
            16950395.252380118,
            20390456.661833562,
            -3440061.409453442
        ],
        [
            878.429165,
            716.431621,
            161.997545,
            16950.395252,
            20390.456662,
            -3440.061409
        ],
        [
            0.351301,
            0.286515,
            0.064786,
            0.205721,
            0.213086,
            0
        ],
        [
            855.605189,
            855.605189,
            855.605189,
            855.605189,
            855.605189,
            855.605189
        ],
        [
            -102031,
            -85287,
            -63943,
            -9000744,
            -1891836,
            -8623745
        ],
        [
            2.955036,
            4.177612,
            1.723676,
            1.894665,
            4.161751,
            0.724729
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            57.943925,
            60.377358,
            55.555556,
            57.943925,
            60.377358,
            55.555556
        ],
        [
            2.144784,
            2.741558,
            1.378941,
            1.37516,
            2.731149,
            0.579783
        ],
        [
            178471,
            178471,
            60001,
            11721249,
            11721249,
            2824574
        ],
        [
            -63943,
            -51284,
            -63943,
            -5429113,
            -1654264,
            -5429113
        ],
        [
            42,
            48,
            36,
            42,
            48,
            36
        ],
        [
            49,
            49,
            50,
            49,
            49,
            50
        ],
        [
            33,
            48,
            20,
            33,
            48,
            20
        ],
        [
            4579,
            2593,
            1986,
            4579,
            2593,
            1986
        ],
        [
            72.640317,
            76.140317,
            72.640317,
            72.640317,
            76.140317,
            72.640317
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140223,
            -327961,
            -448824,
            462721,
            -162822,
            -759555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758208923365,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 84,
            "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)