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Trade: XRP/USDT/720/JMA/MIDPOINT/4036

Strategy
XRP/USDT/720/JMA/MIDPOINT/4036
Pair
XRP_USDT
Interval
12h
Score
754364
Daily Profit
0.237944
Profit Factor
6.210009
Profitability
74.193548
Streak
293.979443
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:30
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 916778.6196 767472.7493 149305.8704 7123910.6974 38087463.2029 -30963552.5055
Total P&L (%) 916.7786 767.4727 149.3059 7123.9107 38087.4632 -30963.5525
Avg Daily Profit (%) 0.3665 0.3068 0.0597 0.1712 0.2379 0
Buy And Hold Return (%) 857.0651 857.0651 857.0651 857.0651 857.0651 857.0651
Max Trade Drawdown -94757 -71234 -102838 -31688229 -6926160 -35880400
Profit Factor 3.5082 7.6185 1.5983 1.1291 6.21 0.3534
Total Trades 62 31 31 62 31 31
Winning Trades 43 23 20 43 23 20
Losing Trades 19 8 11 19 8 11
Profitability (%) 69.3548 74.1935 64.5161 69.3548 74.1935 64.5161
Ratio Avg Win / Avg Loss 1.5502 2.6499 0.8791 0.4989 2.16 0.1944
Largest Winning Trade 176924 176924 64535 18247681 18247681 2552756
Largest Losing Trade -90355 -44871 -90355 -31540052 -4157118 -31540052
Avg Bars in Trades 74 80 67 74 80 67
Avg Bars in Winners 80 78 82 80 78 82
Avg Bars in Losers 59 85 39 59 85 39
Bars Traded 4588 2497 2091 4588 2497 2091
Profit Streak 293.9794 293.9794 295.4794 293.9794 293.9794 295.4794
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -282561 -144234 -275951 -227054 754364 -577968

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": 1549324800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670223916,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 158,
            "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": [
        [
            916778.6196401063,
            767472.749259322,
            149305.8703807847,
            7123910.69744775,
            38087463.20292098,
            -30963552.505473226
        ],
        [
            916.77862,
            767.472749,
            149.30587,
            7123.910697,
            38087.463203,
            -30963.552505
        ],
        [
            0.366492,
            0.306805,
            0.059687,
            0.171243,
            0.237944,
            0
        ],
        [
            857.065108,
            857.065108,
            857.065108,
            857.065108,
            857.065108,
            857.065108
        ],
        [
            -94757,
            -71234,
            -102838,
            -31688229,
            -6926160,
            -35880400
        ],
        [
            3.508249,
            7.618497,
            1.598309,
            1.129063,
            6.210009,
            0.353402
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            19,
            8,
            11,
            19,
            8,
            11
        ],
        [
            69.354839,
            74.193548,
            64.516129,
            69.354839,
            74.193548,
            64.516129
        ],
        [
            1.550157,
            2.649912,
            0.87907,
            0.498888,
            2.160003,
            0.194371
        ],
        [
            176924,
            176924,
            64535,
            18247681,
            18247681,
            2552756
        ],
        [
            -90355,
            -44871,
            -90355,
            -31540052,
            -4157118,
            -31540052
        ],
        [
            74,
            80,
            67,
            74,
            80,
            67
        ],
        [
            80,
            78,
            82,
            80,
            78,
            82
        ],
        [
            59,
            85,
            39,
            59,
            85,
            39
        ],
        [
            4588,
            2497,
            2091,
            4588,
            2497,
            2091
        ],
        [
            293.979443,
            293.979443,
            295.479443,
            293.979443,
            293.979443,
            295.479443
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -282561,
            -144234,
            -275951,
            -227054,
            754364,
            -577968
        ]
    ]
}
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": 1549324800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758670223916,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 158,
            "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)