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Trade: XRP/USDT/720/SMA/DCM/1629

Strategy
XRP/USDT/720/SMA/DCM/1629
Pair
XRP_USDT
Interval
12h
Score
524008
Daily Profit
0.192687
Profit Factor
2.449162
Profitability
60.606061
Streak
114.955468
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 13:55
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 971931.7474 833693.803 138237.9444 11435086.5424 12216136.7905 -781050.248
Total P&L (%) 971.9317 833.6938 138.2379 11435.0865 12216.1368 -781.0502
Avg Daily Profit (%) 0.3887 0.3334 0.0553 0.1901 0.1927 0
Buy And Hold Return (%) 902.9649 902.9649 902.9649 902.9649 902.9649 902.9649
Max Trade Drawdown -122484 -93544 -87819 -8802482 -6625853 -5826138
Profit Factor 3.6051 5.3988 1.7531 1.6272 2.4492 0.9203
Total Trades 66 33 33 66 33 33
Winning Trades 41 20 21 41 20 21
Losing Trades 25 13 12 25 13 12
Profitability (%) 62.1212 60.6061 63.6364 62.1212 60.6061 63.6364
Ratio Avg Win / Avg Loss 2.1983 3.5092 1.0018 0.9922 1.592 0.5259
Largest Winning Trade 416242 416242 60085 6730674 6730674 1901964
Largest Losing Trade -65031 -25993 -65031 -4993906 -2179380 -4993906
Avg Bars in Trades 68 85 50 68 85 50
Avg Bars in Winners 73 81 66 73 81 66
Avg Bars in Losers 58 93 21 58 93 21
Bars Traded 4489 2834 1655 4489 2834 1655
Profit Streak 114.9555 114.9555 427.9555 114.9555 114.9555 427.9555
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -251563 -146598 -279577 -117714 524008 -577696

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106552432,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "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": [
        [
            971931.747371786,
            833693.8029854815,
            138237.9443863039,
            11435086.54243939,
            12216136.790469384,
            -781050.2480299944
        ],
        [
            971.931747,
            833.693803,
            138.237944,
            11435.086542,
            12216.13679,
            -781.050248
        ],
        [
            0.388695,
            0.333411,
            0.055284,
            0.190062,
            0.192687,
            0
        ],
        [
            902.964888,
            902.964888,
            902.964888,
            902.964888,
            902.964888,
            902.964888
        ],
        [
            -122484,
            -93544,
            -87819,
            -8802482,
            -6625853,
            -5826138
        ],
        [
            3.605145,
            5.398771,
            1.753123,
            1.627236,
            2.449162,
            0.92031
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            62.121212,
            60.606061,
            63.636364,
            62.121212,
            60.606061,
            63.636364
        ],
        [
            2.198259,
            3.509201,
            1.001785,
            0.992217,
            1.591956,
            0.525892
        ],
        [
            416242,
            416242,
            60085,
            6730674,
            6730674,
            1901964
        ],
        [
            -65031,
            -25993,
            -65031,
            -4993906,
            -2179380,
            -4993906
        ],
        [
            68,
            85,
            50,
            68,
            85,
            50
        ],
        [
            73,
            81,
            66,
            73,
            81,
            66
        ],
        [
            58,
            93,
            21,
            58,
            93,
            21
        ],
        [
            4489,
            2834,
            1655,
            4489,
            2834,
            1655
        ],
        [
            114.955468,
            114.955468,
            427.955468,
            114.955468,
            114.955468,
            427.955468
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -251563,
            -146598,
            -279577,
            -117714,
            524008,
            -577696
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106552432,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 167,
            "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)