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Trade: XRP/USDT/15/JMA/LINREG/6660

Strategy
XRP/USDT/15/JMA/LINREG/6660
Pair
XRP_USDT
Interval
15m
Score
325164
Daily Profit
0.708115
Profit Factor
1.700051
Profitability
40.082645
Streak
1.896657
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 23:46
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 184407.4359 117041.3828 67366.0531 382355.2093 247287.2772 135067.9322
Total P&L (%) 184.4074 117.0414 67.3661 382.3552 247.2873 135.0679
Avg Daily Profit (%) 0.7081 0.4494 0.2587 0.606 0.4792 0.3287
Buy And Hold Return (%) 24.9572 24.9572 24.9572 24.9572 24.9572 24.9572
Max Trade Drawdown -24004 -15761 -21937 -101860 -84267 -88056
Profit Factor 1.7001 1.88 1.5165 1.3813 1.4884 1.272
Total Trades 242 121 121 242 121 121
Winning Trades 97 47 50 97 47 50
Losing Trades 145 74 71 145 74 71
Profitability (%) 40.0826 38.843 41.3223 40.0826 38.843 41.3223
Ratio Avg Win / Avg Loss 2.5413 2.9601 2.1534 2.0648 2.3434 1.8063
Largest Winning Trade 33603 33603 22709 90663 90663 55507
Largest Losing Trade -9064 -8634 -9064 -36799 -35289 -36799
Avg Bars in Trades 102 101 102 102 101 102
Avg Bars in Winners 150 154 147 150 154 147
Avg Bars in Losers 69 68 70 69 68 70
Bars Traded 24705 12317 12388 24705 12317 12388
Profit Streak 1.8967 0 1.9175 1.8967 0 1.9175
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325164 206835 3995 238686 229910 55280

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": 1736282700000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758660371142,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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": [
        [
            184407.4358584547,
            117041.3827540789,
            67366.0531043758,
            382355.2093391889,
            247287.2771656162,
            135067.9321735727
        ],
        [
            184.407436,
            117.041383,
            67.366053,
            382.355209,
            247.287277,
            135.067932
        ],
        [
            0.708115,
            0.449433,
            0.258682,
            0.606049,
            0.479212,
            0.328741
        ],
        [
            24.957182,
            24.957182,
            24.957182,
            24.957182,
            24.957182,
            24.957182
        ],
        [
            -24004,
            -15761,
            -21937,
            -101860,
            -84267,
            -88056
        ],
        [
            1.700051,
            1.880045,
            1.516511,
            1.381262,
            1.488356,
            1.27204
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            145,
            74,
            71,
            145,
            74,
            71
        ],
        [
            40.082645,
            38.842975,
            41.322314,
            40.082645,
            38.842975,
            41.322314
        ],
        [
            2.541314,
            2.960072,
            2.153445,
            2.064773,
            2.343368,
            1.806296
        ],
        [
            33603,
            33603,
            22709,
            90663,
            90663,
            55507
        ],
        [
            -9064,
            -8634,
            -9064,
            -36799,
            -35289,
            -36799
        ],
        [
            102,
            101,
            102,
            102,
            101,
            102
        ],
        [
            150,
            154,
            147,
            150,
            154,
            147
        ],
        [
            69,
            68,
            70,
            69,
            68,
            70
        ],
        [
            24705,
            12317,
            12388,
            24705,
            12317,
            12388
        ],
        [
            1.896657,
            0,
            1.91749,
            1.896657,
            0,
            1.91749
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325164,
            206835,
            3995,
            238686,
            229910,
            55280
        ]
    ]
}
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": 1736282700000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758660371142,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 97,
            "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)