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Trade: XRP/USDT/720/HMA/JMA/5241

Strategy
XRP/USDT/720/HMA/JMA/5241
Pair
XRP_USDT
Interval
12h
Score
386544
Daily Profit
0.149783
Profit Factor
2.969138
Profitability
46.511628
Streak
154.871092
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 11:54
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 769056.7223 722097.1888 46959.5335 1779127.1451 4120430.6387 -2341303.4937
Total P&L (%) 769.0567 722.0972 46.9595 1779.1271 4120.4306 -2341.3035
Avg Daily Profit (%) 0.3076 0.2888 0.0188 0.1174 0.1498 0
Buy And Hold Return (%) 947.5811 947.5811 947.5811 947.5811 947.5811 947.5811
Max Trade Drawdown -91576 -58115 -82929 -2497613 -989042 -3218020
Profit Factor 2.3906 4.2656 1.1415 1.2575 2.9691 0.514
Total Trades 85 43 42 85 43 42
Winning Trades 40 20 20 40 20 20
Losing Trades 45 23 22 45 23 22
Profitability (%) 47.0588 46.5116 47.619 47.0588 46.5116 47.619
Ratio Avg Win / Avg Loss 2.6894 4.9054 1.2556 1.4147 3.4145 0.5654
Largest Winning Trade 348614 348614 48690 2954986 2954986 294151
Largest Losing Trade -76361 -22216 -76361 -1897628 -414934 -1897628
Avg Bars in Trades 55 55 55 55 55 55
Avg Bars in Winners 75 75 75 75 75 75
Avg Bars in Losers 38 38 38 38 38 38
Bars Traded 4726 2383 2343 4726 2383 2343
Profit Streak 142.8711 154.8711 142.8711 142.8711 154.8711 142.8711
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151832 -150066 -398757 -43328 386544 -581088

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": 1548633600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408062357,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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": [
        [
            769056.722266232,
            722097.1887520505,
            46959.5335141819,
            1779127.1450507087,
            4120430.6387406737,
            -2341303.4936899645
        ],
        [
            769.056722,
            722.097189,
            46.959534,
            1779.127145,
            4120.430639,
            -2341.303494
        ],
        [
            0.307561,
            0.288781,
            0.01878,
            0.117381,
            0.149783,
            0
        ],
        [
            947.581092,
            947.581092,
            947.581092,
            947.581092,
            947.581092,
            947.581092
        ],
        [
            -91576,
            -58115,
            -82929,
            -2497613,
            -989042,
            -3218020
        ],
        [
            2.390575,
            4.265552,
            1.141477,
            1.257475,
            2.969138,
            0.513989
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            47.058824,
            46.511628,
            47.619048,
            47.058824,
            46.511628,
            47.619048
        ],
        [
            2.689397,
            4.905385,
            1.255625,
            1.41466,
            3.414508,
            0.565388
        ],
        [
            348614,
            348614,
            48690,
            2954986,
            2954986,
            294151
        ],
        [
            -76361,
            -22216,
            -76361,
            -1897628,
            -414934,
            -1897628
        ],
        [
            55,
            55,
            55,
            55,
            55,
            55
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            4726,
            2383,
            2343,
            4726,
            2383,
            2343
        ],
        [
            142.871092,
            154.871092,
            142.871092,
            142.871092,
            154.871092,
            142.871092
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151832,
            -150066,
            -398757,
            -43328,
            386544,
            -581088
        ]
    ]
}
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": 1548633600000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757408062357,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 39,
            "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)