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Trade: XRP/USDT/360/LINREG/JMA/5833

Strategy
XRP/USDT/360/LINREG/JMA/5833
Pair
XRP_USDT
Interval
6h
Score
425607
Daily Profit
0.152829
Profit Factor
2.332784
Profitability
48.837209
Streak
174.026368
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-22 15:37
Expiration Time
2025-12-06 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772418.1253 721532.0022 50886.1231 2204300.2193 4452214.8458 -2247914.6266
Total P&L (%) 772.4181 721.532 50.8861 2204.3002 4452.2148 -2247.9146
Avg Daily Profit (%) 0.3089 0.2886 0.0204 0.1256 0.1528 0
Buy And Hold Return (%) 772.0631 772.0631 772.0631 772.0631 772.0631 772.0631
Max Trade Drawdown -82478 -48714 -82785 -2471782 -1015959 -2928575
Profit Factor 2.4338 3.9778 1.1717 1.2689 2.3328 0.5373
Total Trades 87 43 44 87 43 44
Winning Trades 44 21 23 44 21 23
Losing Trades 43 22 21 43 22 21
Profitability (%) 50.5747 48.8372 52.2727 50.5747 48.8372 52.2727
Ratio Avg Win / Avg Loss 2.3785 4.1672 1.0698 1.24 2.4439 0.4906
Largest Winning Trade 344166 344166 48501 3092589 3092589 391199
Largest Losing Trade -68167 -36495 -68167 -1537906 -822630 -1537906
Avg Bars in Trades 111 113 109 111 113 109
Avg Bars in Winners 138 139 137 138 139 137
Avg Bars in Losers 84 88 79 84 88 79
Bars Traded 9714 4886 4828 9714 4886 4828
Profit Streak 0 174.0264 0 0 174.0264 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151721 -149369 -362784 -28014 425607 -580424

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544678181,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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": [
        [
            772418.1253018978,
            721532.0022125548,
            50886.1230893428,
            2204300.219280686,
            4452214.845844814,
            -2247914.6265641283
        ],
        [
            772.418125,
            721.532002,
            50.886123,
            2204.300219,
            4452.214846,
            -2247.914627
        ],
        [
            0.308936,
            0.288584,
            0.020352,
            0.125561,
            0.152829,
            0
        ],
        [
            772.063148,
            772.063148,
            772.063148,
            772.063148,
            772.063148,
            772.063148
        ],
        [
            -82478,
            -48714,
            -82785,
            -2471782,
            -1015959,
            -2928575
        ],
        [
            2.433808,
            3.977825,
            1.171671,
            1.268863,
            2.332784,
            0.537282
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            50.574713,
            48.837209,
            52.272727,
            50.574713,
            48.837209,
            52.272727
        ],
        [
            2.378494,
            4.167245,
            1.069787,
            1.240025,
            2.443869,
            0.490561
        ],
        [
            344166,
            344166,
            48501,
            3092589,
            3092589,
            391199
        ],
        [
            -68167,
            -36495,
            -68167,
            -1537906,
            -822630,
            -1537906
        ],
        [
            111,
            113,
            109,
            111,
            113,
            109
        ],
        [
            138,
            139,
            137,
            138,
            139,
            137
        ],
        [
            84,
            88,
            79,
            84,
            88,
            79
        ],
        [
            9714,
            4886,
            4828,
            9714,
            4886,
            4828
        ],
        [
            0,
            174.026368,
            0,
            0,
            174.026368,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151721,
            -149369,
            -362784,
            -28014,
            425607,
            -580424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544678181,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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)