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Trade: XRP/USDT/720/SMA/DCM/2016

Strategy
XRP/USDT/720/SMA/DCM/2016
Pair
XRP_USDT
Interval
12h
Score
547173
Daily Profit
0.179367
Profit Factor
2.559129
Profitability
57.446809
Streak
431.130213
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 06:07
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 849299.3529 740906.1305 108393.2224 9494110.1584 8732719.8067 761390.3517
Total P&L (%) 849.2994 740.9061 108.3932 9494.1102 8732.7198 761.3904
Avg Daily Profit (%) 0.3397 0.2963 0.0433 0.1827 0.1794 0.0862
Buy And Hold Return (%) 725.3308 725.3308 725.3308 725.3308 725.3308 725.3308
Max Trade Drawdown -110031 -96222 -86748 -3638987 -2214486 -3487136
Profit Factor 2.711 3.6136 1.5091 1.9024 2.5591 1.1548
Total Trades 95 47 48 95 47 48
Winning Trades 51 27 24 51 27 24
Losing Trades 44 20 24 44 20 24
Profitability (%) 53.6842 57.4468 50 53.6842 57.4468 50
Ratio Avg Win / Avg Loss 2.3389 2.6767 1.5091 1.6413 1.8957 1.1548
Largest Winning Trade 275153 275153 56714 4695759 4695759 1335065
Largest Losing Trade -44610 -44610 -36455 -1898234 -1201185 -1898234
Avg Bars in Trades 49 63 36 49 63 36
Avg Bars in Winners 61 75 45 61 75 45
Avg Bars in Losers 36 47 27 36 47 27
Bars Traded 4723 2982 1741 4723 2982 1741
Profit Streak 60.6302 431.1302 60.6302 60.6302 431.1302 60.6302
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96494 -140999 -297663 475509 547173 -277475

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": 1546084800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387250362,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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": [
        [
            849299.3529340902,
            740906.1304874806,
            108393.2224466098,
            9494110.158392077,
            8732719.806697968,
            761390.351694109
        ],
        [
            849.299353,
            740.90613,
            108.393222,
            9494.110158,
            8732.719807,
            761.390352
        ],
        [
            0.339652,
            0.296303,
            0.043349,
            0.18268,
            0.179367,
            0.086155
        ],
        [
            725.330823,
            725.330823,
            725.330823,
            725.330823,
            725.330823,
            725.330823
        ],
        [
            -110031,
            -96222,
            -86748,
            -3638987,
            -2214486,
            -3487136
        ],
        [
            2.711001,
            3.613567,
            1.509149,
            1.902397,
            2.559129,
            1.154755
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            53.684211,
            57.446809,
            50,
            53.684211,
            57.446809,
            50
        ],
        [
            2.338903,
            2.676717,
            1.509149,
            1.641284,
            1.895651,
            1.154755
        ],
        [
            275153,
            275153,
            56714,
            4695759,
            4695759,
            1335065
        ],
        [
            -44610,
            -44610,
            -36455,
            -1898234,
            -1201185,
            -1898234
        ],
        [
            49,
            63,
            36,
            49,
            63,
            36
        ],
        [
            61,
            75,
            45,
            61,
            75,
            45
        ],
        [
            36,
            47,
            27,
            36,
            47,
            27
        ],
        [
            4723,
            2982,
            1741,
            4723,
            2982,
            1741
        ],
        [
            60.630212,
            431.130212,
            60.630212,
            60.630212,
            431.130213,
            60.630212
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96494,
            -140999,
            -297663,
            475509,
            547173,
            -277475
        ]
    ]
}
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": 1546084800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387250362,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "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)