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Trade: XRP/USDT/480/JMA/DCM/2535

Strategy
XRP/USDT/480/JMA/DCM/2535
Pair
XRP_USDT
Interval
8h
Score
395695
Daily Profit
0.200987
Profit Factor
2.445801
Profitability
42.857143
Streak
164.167829
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-13 23:01
Expiration Time
2025-11-27 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 866543.6574 756630.3049 109913.3525 11452918.5925 15045772.6043 -3592854.0118
Total P&L (%) 866.5437 756.6303 109.9134 11452.9186 15045.7726 -3592.854
Avg Daily Profit (%) 0.3466 0.3026 0.044 0.1901 0.201 0
Buy And Hold Return (%) 911.9063 911.9063 911.9063 911.9063 911.9063 911.9063
Max Trade Drawdown -74598 -47231 -77816 -8595781 -3798451 -7589999
Profit Factor 2.8698 4.7639 1.4188 1.4826 2.4458 0.7304
Total Trades 97 49 48 97 49 48
Winning Trades 41 21 20 41 21 20
Losing Trades 56 28 28 56 28 28
Profitability (%) 42.268 42.8571 41.6667 42.268 42.8571 41.6667
Ratio Avg Win / Avg Loss 3.9197 6.3519 1.9864 2.0249 3.2611 1.0226
Largest Winning Trade 294835 294835 49060 11619732 11619732 1821942
Largest Losing Trade -28801 -18555 -28801 -3765561 -1154054 -3765561
Avg Bars in Trades 72 66 79 72 66 79
Avg Bars in Winners 106 89 125 106 89 125
Avg Bars in Losers 47 48 46 47 48 46
Bars Traded 7050 3235 3816 7050 3235 3816
Profit Streak 149.8345 164.1678 149.8345 149.8345 164.1678 149.8345
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152405 -150956 -300627 319226 395695 -581689

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1548576000000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757793700428,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "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": [
        [
            866543.6574244905,
            756630.3049138988,
            109913.3525105919,
            11452918.592541514,
            15045772.60429674,
            -3592854.011755229
        ],
        [
            866.543657,
            756.630305,
            109.913353,
            11452.918593,
            15045.772604,
            -3592.854012
        ],
        [
            0.346572,
            0.302612,
            0.04396,
            0.190136,
            0.200987,
            0
        ],
        [
            911.906311,
            911.906311,
            911.906311,
            911.906311,
            911.906311,
            911.906311
        ],
        [
            -74598,
            -47231,
            -77816,
            -8595781,
            -3798451,
            -7589999
        ],
        [
            2.869774,
            4.763911,
            1.418836,
            1.48255,
            2.445801,
            0.73042
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            42.268041,
            42.857143,
            41.666667,
            42.268041,
            42.857143,
            41.666667
        ],
        [
            3.919691,
            6.351881,
            1.98637,
            2.024947,
            3.261068,
            1.022588
        ],
        [
            294835,
            294835,
            49060,
            11619732,
            11619732,
            1821942
        ],
        [
            -28801,
            -18555,
            -28801,
            -3765561,
            -1154054,
            -3765561
        ],
        [
            72,
            66,
            79,
            72,
            66,
            79
        ],
        [
            106,
            89,
            125,
            106,
            89,
            125
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            7050,
            3235,
            3816,
            7050,
            3235,
            3816
        ],
        [
            149.834496,
            164.167829,
            149.834496,
            149.834496,
            164.167829,
            149.834496
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152405,
            -150956,
            -300627,
            319226,
            395695,
            -581689
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541779200000,
    "first_datapoint_time": 1548576000000,
    "last_datapoint_time": 1757779200000,
    "evaluation_time": 1757793700428,
    "expiration_time": 1764260064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 22,
            "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)