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Trade: XRP/USDT/720/JMA/DCM/8824

Strategy
XRP/USDT/720/JMA/DCM/8824
Pair
XRP_USDT
Interval
12h
Score
584506
Daily Profit
0.245262
Profit Factor
3.658691
Profitability
57.500000
Streak
0.000000
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 22:16
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 986537.8337 815672.7703 170865.0634 27465168.5091 45738555.3726 -18273386.8635
Total P&L (%) 986.5378 815.6728 170.8651 27465.1685 45738.5554 -18273.3869
Avg Daily Profit (%) 0.3944 0.3261 0.0683 0.2249 0.2453 0
Buy And Hold Return (%) 837.8529 837.8529 837.8529 837.8529 837.8529 837.8529
Max Trade Drawdown -91619 -78007 -62746 -24510617 -10640620 -28948107
Profit Factor 3.319 5.2851 1.7269 1.4477 3.6587 0.5861
Total Trades 80 40 40 80 40 40
Winning Trades 48 23 25 48 23 25
Losing Trades 32 17 15 32 17 15
Profitability (%) 60 57.5 62.5 60 57.5 62.5
Ratio Avg Win / Avg Loss 2.2126 3.9064 1.0361 0.9651 2.7043 0.3517
Largest Winning Trade 170481 170481 63775 24736723 24736723 3397033
Largest Losing Trade -62452 -37465 -62452 -24510617 -4720715 -24510617
Avg Bars in Trades 58 65 52 58 65 52
Avg Bars in Winners 67 71 62 67 71 62
Avg Bars in Losers 46 56 34 46 56 34
Bars Traded 4706 2616 2090 4706 2616 2090
Profit Streak 0 0 86.8031 0 0 86.8031
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116726 -147658 -263141 -14633 584506 -578571

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654986101,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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": [
        [
            986537.8337470475,
            815672.770318911,
            170865.063428137,
            27465168.509124003,
            45738555.37263652,
            -18273386.863512516
        ],
        [
            986.537834,
            815.67277,
            170.865063,
            27465.168509,
            45738.555373,
            -18273.386864
        ],
        [
            0.394379,
            0.326073,
            0.068305,
            0.224883,
            0.245262,
            0
        ],
        [
            837.852923,
            837.852923,
            837.852923,
            837.852923,
            837.852923,
            837.852923
        ],
        [
            -91619,
            -78007,
            -62746,
            -24510617,
            -10640620,
            -28948107
        ],
        [
            3.318973,
            5.285078,
            1.726875,
            1.447656,
            3.658691,
            0.586106
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            60,
            57.5,
            62.5,
            60,
            57.5,
            62.5
        ],
        [
            2.212649,
            3.906362,
            1.036125,
            0.965104,
            2.70425,
            0.351663
        ],
        [
            170481,
            170481,
            63775,
            24736723,
            24736723,
            3397033
        ],
        [
            -62452,
            -37465,
            -62452,
            -24510617,
            -4720715,
            -24510617
        ],
        [
            58,
            65,
            52,
            58,
            65,
            52
        ],
        [
            67,
            71,
            62,
            67,
            71,
            62
        ],
        [
            46,
            56,
            34,
            46,
            56,
            34
        ],
        [
            4706,
            2616,
            2090,
            4706,
            2616,
            2090
        ],
        [
            0,
            0,
            86.80308,
            0,
            0,
            86.80308
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116726,
            -147658,
            -263141,
            -14633,
            584506,
            -578571
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758654986101,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 118,
            "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)