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Trade: XRP/USDT/720/LINREG/DCM/9082

Strategy
XRP/USDT/720/LINREG/DCM/9082
Pair
XRP_USDT
Interval
12h
Score
768711
Daily Profit
0.236370
Profit Factor
9.953913
Profitability
73.684211
Streak
279.001222
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-08 15:01
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 877153.9763 750040.6157 127113.3605 3672918.9079 36573042.8199 -32900123.9119
Total P&L (%) 877.154 750.0406 127.1134 3672.9189 36573.0428 -32900.1239
Avg Daily Profit (%) 0.3507 0.2999 0.0508 0.1453 0.2364 0
Buy And Hold Return (%) 887.4017 887.4017 887.4017 887.4017 887.4017 887.4017
Max Trade Drawdown -100981 -79369 -101313 -38363414 -2080207 -38387946
Profit Factor 2.9139 5.9047 1.4162 1.0767 9.9539 0.2489
Total Trades 76 38 38 76 38 38
Winning Trades 50 28 22 50 28 22
Losing Trades 26 10 16 26 10 16
Profitability (%) 65.7895 73.6842 57.8947 65.7895 73.6842 57.8947
Ratio Avg Win / Avg Loss 1.5152 2.1088 1.03 0.5599 3.555 0.181
Largest Winning Trade 179651 179651 65294 25713854 25713854 1836017
Largest Losing Trade -92938 -40990 -92938 -38130409 -1506048 -38130409
Avg Bars in Trades 60 67 53 60 67 53
Avg Bars in Winners 73 68 80 73 68 80
Avg Bars in Losers 34 64 15 34 64 15
Bars Traded 4586 2554 2032 4586 2554 2032
Profit Streak 53.5012 279.0012 0 53.5012 279.0012 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -201778 -143951 -288986 -189516 768711 -579741

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549324800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757332905554,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 187,
            "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": [
        [
            877153.9762527244,
            750040.6157264536,
            127113.3605262708,
            3672918.907947639,
            36573042.81985429,
            -32900123.91190665
        ],
        [
            877.153976,
            750.040616,
            127.113361,
            3672.918908,
            36573.04282,
            -32900.123912
        ],
        [
            0.350721,
            0.299896,
            0.050825,
            0.145265,
            0.23637,
            0
        ],
        [
            887.401734,
            887.401734,
            887.401734,
            887.401734,
            887.401734,
            887.401734
        ],
        [
            -100981,
            -79369,
            -101313,
            -38363414,
            -2080207,
            -38387946
        ],
        [
            2.913855,
            5.904681,
            1.416227,
            1.076699,
            9.953913,
            0.248909
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            26,
            10,
            16,
            26,
            10,
            16
        ],
        [
            65.789474,
            73.684211,
            57.894737,
            65.789474,
            73.684211,
            57.894737
        ],
        [
            1.515205,
            2.108815,
            1.029983,
            0.559883,
            3.554969,
            0.181024
        ],
        [
            179651,
            179651,
            65294,
            25713854,
            25713854,
            1836017
        ],
        [
            -92938,
            -40990,
            -92938,
            -38130409,
            -1506048,
            -38130409
        ],
        [
            60,
            67,
            53,
            60,
            67,
            53
        ],
        [
            73,
            68,
            80,
            73,
            68,
            80
        ],
        [
            34,
            64,
            15,
            34,
            64,
            15
        ],
        [
            4586,
            2554,
            2032,
            4586,
            2554,
            2032
        ],
        [
            53.501222,
            279.001222,
            0,
            53.501222,
            279.001222,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -201778,
            -143951,
            -288986,
            -189516,
            768711,
            -579741
        ]
    ]
}
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": 1549324800000,
    "last_datapoint_time": 1757332800000,
    "evaluation_time": 1757332905554,
    "expiration_time": 1763815392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 187,
            "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)