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Trade: XRP/USDT/15/JMA/HMA/8461

Strategy
XRP/USDT/15/JMA/HMA/8461
Pair
XRP_USDT
Interval
15m
Score
409428
Daily Profit
0.879801
Profit Factor
1.902474
Profitability
42.857143
Streak
1.774312
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 14:20
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229117.7568 139109.9593 90007.7975 652003.0019 411428.0539 240574.9479
Total P&L (%) 229.1178 139.11 90.0078 652.003 411.4281 240.5749
Avg Daily Profit (%) 0.8798 0.5342 0.3456 0.7777 0.6287 0.4717
Buy And Hold Return (%) 24.438 24.438 24.438 24.438 24.438 24.438
Max Trade Drawdown -18991 -14474 -17887 -111965 -103219 -116612
Profit Factor 1.9025 2.0212 1.765 1.5194 1.6216 1.4055
Total Trades 266 133 133 266 133 133
Winning Trades 114 54 60 114 54 60
Losing Trades 152 79 73 152 79 73
Profitability (%) 42.8571 40.6015 45.1128 42.8571 40.6015 45.1128
Ratio Avg Win / Avg Loss 2.5366 2.9569 2.1475 2.0259 2.3723 1.71
Largest Winning Trade 34014 34014 18940 112635 112635 66847
Largest Losing Trade -8574 -8574 -6418 -31933 -31933 -31557
Avg Bars in Trades 92 92 93 92 92 93
Avg Bars in Winners 133 138 129 133 138 129
Avg Bars in Losers 62 60 63 62 60 63
Bars Traded 24718 12282 12436 24718 12282 12436
Profit Streak 1.7743 0 5.5347 1.7743 0 5.5347
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409428 295008 265939 376346 327703 340602

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736285400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758626400607,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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": [
        [
            229117.756767353,
            139109.9592796696,
            90007.7974876831,
            652003.0018682844,
            411428.0539258664,
            240574.9479424183
        ],
        [
            229.117757,
            139.109959,
            90.007797,
            652.003002,
            411.428054,
            240.574948
        ],
        [
            0.879801,
            0.534175,
            0.345626,
            0.777746,
            0.628662,
            0.471681
        ],
        [
            24.43803,
            24.43803,
            24.43803,
            24.43803,
            24.43803,
            24.43803
        ],
        [
            -18991,
            -14474,
            -17887,
            -111965,
            -103219,
            -116612
        ],
        [
            1.902474,
            2.02116,
            1.765047,
            1.519424,
            1.621578,
            1.405464
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            114,
            54,
            60,
            114,
            54,
            60
        ],
        [
            152,
            79,
            73,
            152,
            79,
            73
        ],
        [
            42.857143,
            40.601504,
            45.112782,
            42.857143,
            40.601504,
            45.112782
        ],
        [
            2.536632,
            2.956882,
            2.147473,
            2.025899,
            2.372308,
            1.709981
        ],
        [
            34014,
            34014,
            18940,
            112635,
            112635,
            66847
        ],
        [
            -8574,
            -8574,
            -6418,
            -31933,
            -31933,
            -31557
        ],
        [
            92,
            92,
            93,
            92,
            92,
            93
        ],
        [
            133,
            138,
            129,
            133,
            138,
            129
        ],
        [
            62,
            60,
            63,
            62,
            60,
            63
        ],
        [
            24718,
            12282,
            12436,
            24718,
            12282,
            12436
        ],
        [
            1.774312,
            0,
            5.534729,
            1.774313,
            0,
            5.534729
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409428,
            295008,
            265939,
            376346,
            327703,
            340602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736285400000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758626400607,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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)