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Trade: XRP/USDT/720/LINREG/DCM/5103

Strategy
XRP/USDT/720/LINREG/DCM/5103
Pair
XRP_USDT
Interval
12h
Score
685595
Daily Profit
0.195793
Profit Factor
6.129288
Profitability
65.517241
Streak
78.012935
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-08 15:18
Expiration Time
2025-11-22 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029304.9215 844230.1291 185074.7924 10310280.8164 13221887.6414 -2911606.825
Total P&L (%) 1029.3049 844.2301 185.0748 10310.2808 13221.8876 -2911.6068
Avg Daily Profit (%) 0.4116 0.3376 0.074 0.1859 0.1958 0
Buy And Hold Return (%) 859.191 859.191 859.191 859.191 859.191 859.191
Max Trade Drawdown -109882 -65854 -89195 -4658820 -970351 -5179337
Profit Factor 4.027 6.829 1.9481 2.025 6.1293 0.6108
Total Trades 58 29 29 58 29 29
Winning Trades 39 19 20 39 19 20
Losing Trades 19 10 9 19 10 9
Profitability (%) 67.2414 65.5172 68.9655 67.2414 65.5172 68.9655
Ratio Avg Win / Avg Loss 1.9619 3.5942 0.8766 0.9865 3.2259 0.2749
Largest Winning Trade 311205 311205 59004 4543856 4543856 1170157
Largest Losing Trade -89195 -35626 -89195 -4658820 -701888 -4658820
Avg Bars in Trades 77 90 64 77 90 64
Avg Bars in Winners 94 102 86 94 102 86
Avg Bars in Losers 42 67 15 42 67 15
Bars Traded 4492 2625 1867 4492 2625 1867
Profit Streak 75.0129 78.0129 0 75.0129 78.0129 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -263959 -145521 -256591 -167718 685595 -578374

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333917583,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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": [
        [
            1029304.9215033676,
            844230.1290974078,
            185074.7924059599,
            10310280.816411195,
            13221887.641411869,
            -2911606.82500067
        ],
        [
            1029.304922,
            844.230129,
            185.074792,
            10310.280816,
            13221.887641,
            -2911.606825
        ],
        [
            0.411557,
            0.337557,
            0.074,
            0.185913,
            0.195793,
            0
        ],
        [
            859.190997,
            859.190997,
            859.190997,
            859.190997,
            859.190997,
            859.190997
        ],
        [
            -109882,
            -65854,
            -89195,
            -4658820,
            -970351,
            -5179337
        ],
        [
            4.02697,
            6.828994,
            1.948072,
            2.024985,
            6.129288,
            0.610812
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            19,
            10,
            9,
            19,
            10,
            9
        ],
        [
            67.241379,
            65.517241,
            68.965517,
            67.241379,
            65.517241,
            68.965517
        ],
        [
            1.961857,
            3.594207,
            0.876632,
            0.986531,
            3.225941,
            0.274865
        ],
        [
            311205,
            311205,
            59004,
            4543856,
            4543856,
            1170157
        ],
        [
            -89195,
            -35626,
            -89195,
            -4658820,
            -701888,
            -4658820
        ],
        [
            77,
            90,
            64,
            77,
            90,
            64
        ],
        [
            94,
            102,
            86,
            94,
            102,
            86
        ],
        [
            42,
            67,
            15,
            42,
            67,
            15
        ],
        [
            4492,
            2625,
            1867,
            4492,
            2625,
            1867
        ],
        [
            75.012935,
            78.012935,
            0,
            75.012935,
            78.012935,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -263959,
            -145521,
            -256591,
            -167718,
            685595,
            -578374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548547200000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757333917583,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 134,
            "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)