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Trade: XRP/USDT/360/JMA/HILO/9676

Strategy
XRP/USDT/360/JMA/HILO/9676
Pair
XRP_USDT
Interval
6h
Score
390989
Daily Profit
0.200073
Profit Factor
1.518801
Profitability
49.358974
Streak
0.000000
Best Strategy
Training Data Length
2505.750000
Evaluation Time
2025-10-05 17:56
Expiration Time
2025-12-19 18:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 840834.1577 727790.2132 113043.9445 9363169.9227 14865453.8476 -5502283.925
Total P&L (%) 840.8342 727.7902 113.0439 9363.1699 14865.4538 -5502.2839
Avg Daily Profit (%) 0.3356 0.2904 0.0451 0.1817 0.2001 0
Buy And Hold Return (%) 823.1123 823.1123 823.1123 823.1123 823.1123 823.1123
Max Trade Drawdown -84220 -51474 -126268 -13862527 -5238848 -17818001
Profit Factor 1.9129 2.6806 1.2316 1.1488 1.5188 0.8395
Total Trades 312 156 156 312 156 156
Winning Trades 165 77 88 165 77 88
Losing Trades 147 79 68 147 79 68
Profitability (%) 52.8846 49.359 56.4103 52.8846 49.359 56.4103
Ratio Avg Win / Avg Loss 1.7042 2.7502 0.9517 1.0235 1.5583 0.6487
Largest Winning Trade 168945 168945 47406 5456802 4849050 5456802
Largest Losing Trade -63512 -29232 -63512 -8554126 -3985116 -8554126
Avg Bars in Trades 31 28 34 31 28 34
Avg Bars in Winners 35 32 38 35 32 38
Avg Bars in Losers 25 23 28 25 23 28
Bars Traded 9697 4392 5305 9697 4392 5305
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144245 -151562 -299339 -46968 390989 -579685
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10023,
    "evaluation_days": 2505.75,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759676167871,
    "expiration_time": 1766160504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            840834.1577074543,
            727790.2132335367,
            113043.944473917,
            9363169.922657551,
            14865453.847649874,
            -5502283.924992324
        ],
        [
            840.834158,
            727.790213,
            113.043944,
            9363.169923,
            14865.453848,
            -5502.283925
        ],
        [
            0.335562,
            0.290448,
            0.045114,
            0.181747,
            0.200073,
            0
        ],
        [
            823.112339,
            823.112339,
            823.112339,
            823.112339,
            823.112339,
            823.112339
        ],
        [
            -84220,
            -51474,
            -126268,
            -13862527,
            -5238848,
            -17818001
        ],
        [
            1.912851,
            2.68061,
            1.231621,
            1.148792,
            1.518801,
            0.839464
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            165,
            77,
            88,
            165,
            77,
            88
        ],
        [
            147,
            79,
            68,
            147,
            79,
            68
        ],
        [
            52.884615,
            49.358974,
            56.410256,
            52.884615,
            49.358974,
            56.410256
        ],
        [
            1.704177,
            2.750236,
            0.951707,
            1.023469,
            1.55825,
            0.648677
        ],
        [
            168945,
            168945,
            47406,
            5456802,
            4849050,
            5456802
        ],
        [
            -63512,
            -29232,
            -63512,
            -8554126,
            -3985116,
            -8554126
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            35,
            32,
            38,
            35,
            32,
            38
        ],
        [
            25,
            23,
            28,
            25,
            23,
            28
        ],
        [
            9697,
            4392,
            5305,
            9697,
            4392,
            5305
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -144245,
            -151562,
            -299339,
            -46968,
            390989,
            -579685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10023,
    "evaluation_days": 2505.75,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547229600000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759676167871,
    "expiration_time": 1766160504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)