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Trade: XRP/USDT/480/JMA/VWMA/7684

Strategy
XRP/USDT/480/JMA/VWMA/7684
Pair
XRP_USDT
Interval
8h
Score
406974
Daily Profit
0.159312
Profit Factor
1.630412
Profitability
51.162791
Streak
164.123119
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-18 13:57
Expiration Time
2025-12-02 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 709717.1399 678953.916 30763.224 2302031.9833 5252521.8023 -2950489.8191
Total P&L (%) 709.7171 678.9539 30.7632 2302.032 5252.5218 -2950.4898
Avg Daily Profit (%) 0.2838 0.2715 0.0123 0.1272 0.1593 0
Buy And Hold Return (%) 869.6347 869.6347 869.6347 869.6347 869.6347 869.6347
Max Trade Drawdown -98362 -70377 -133221 -7207917 -4913446 -5885892
Profit Factor 2.3054 4.0464 1.0959 1.1267 1.6304 0.6999
Total Trades 86 43 43 86 43 43
Winning Trades 41 22 19 41 22 19
Losing Trades 45 21 24 45 21 24
Profitability (%) 47.6744 51.1628 44.186 47.6744 51.1628 44.186
Ratio Avg Win / Avg Loss 2.5303 3.8625 1.3843 1.2367 1.5563 0.8841
Largest Winning Trade 171281 171281 66959 3069346 3069346 1442403
Largest Losing Trade -56555 -29795 -56555 -2524023 -1990362 -2524023
Avg Bars in Trades 82 86 78 82 86 78
Avg Bars in Winners 92 87 98 92 87 98
Avg Bars in Losers 73 84 63 73 84 63
Bars Traded 7082 3706 3376 7082 3706 3376
Profit Streak 161.4565 164.1231 161.4565 161.4565 164.1231 161.4565
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151955 -148864 -458860 -106633 406974 -582410

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1548864000000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758193037454,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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": [
        [
            709717.139942555,
            678953.9159835018,
            30763.2239590535,
            2302031.9832655704,
            5252521.80233548,
            -2950489.8190699094
        ],
        [
            709.71714,
            678.953916,
            30.763224,
            2302.031983,
            5252.521802,
            -2950.489819
        ],
        [
            0.283849,
            0.271546,
            0.012304,
            0.12722,
            0.159312,
            0
        ],
        [
            869.634682,
            869.634682,
            869.634682,
            869.634682,
            869.634682,
            869.634682
        ],
        [
            -98362,
            -70377,
            -133221,
            -7207917,
            -4913446,
            -5885892
        ],
        [
            2.305366,
            4.046397,
            1.095889,
            1.12673,
            1.630412,
            0.699938
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            47.674419,
            51.162791,
            44.186047,
            47.674419,
            51.162791,
            44.186047
        ],
        [
            2.53028,
            3.86247,
            1.384281,
            1.236655,
            1.556302,
            0.884132
        ],
        [
            171281,
            171281,
            66959,
            3069346,
            3069346,
            1442403
        ],
        [
            -56555,
            -29795,
            -56555,
            -2524023,
            -1990362,
            -2524023
        ],
        [
            82,
            86,
            78,
            82,
            86,
            78
        ],
        [
            92,
            87,
            98,
            92,
            87,
            98
        ],
        [
            73,
            84,
            63,
            73,
            84,
            63
        ],
        [
            7082,
            3706,
            3376,
            7082,
            3706,
            3376
        ],
        [
            161.456452,
            164.123119,
            161.456452,
            161.456452,
            164.123119,
            161.456452
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151955,
            -148864,
            -458860,
            -106633,
            406974,
            -582410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542182400000,
    "first_datapoint_time": 1548864000000,
    "last_datapoint_time": 1758182400000,
    "evaluation_time": 1758193037454,
    "expiration_time": 1764663264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "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)