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Trade: XRP/USDT/15/JMA/LINREG/9395

Strategy
XRP/USDT/15/JMA/LINREG/9395
Pair
XRP_USDT
Interval
15m
Score
371322
Daily Profit
0.612532
Profit Factor
1.589688
Profitability
40.392157
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-06 04:07
Expiration Time
2025-12-20 03:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 159515.6988 87919.4018 71596.297 296807.1773 201799.8914 95007.2858
Total P&L (%) 159.5157 87.9194 71.5963 296.8072 201.7999 95.0073
Avg Daily Profit (%) 0.6125 0.3376 0.2749 0.5307 0.4251 0.2568
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29397 -22675 -17572 -141607 -108458 -74923
Profit Factor 1.5897 1.6067 1.5701 1.3233 1.4086 1.224
Total Trades 255 128 127 255 128 127
Winning Trades 103 49 54 103 49 54
Losing Trades 152 79 73 152 79 73
Profitability (%) 40.3922 38.2813 42.5197 40.3922 38.2813 42.5197
Ratio Avg Win / Avg Loss 2.3459 2.5903 2.1225 1.9529 2.271 1.6547
Largest Winning Trade 23784 23784 21986 72503 72503 38554
Largest Losing Trade -7640 -7640 -6475 -22768 -22768 -17752
Avg Bars in Trades 96 96 97 96 96 97
Avg Bars in Winners 142 146 139 142 146 139
Avg Bars in Losers 65 65 65 65 65 65
Bars Traded 24662 12325 12337 24662 12325 12337
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371322 204158 237073 287528 188495 155355
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737213300000,
    "first_datapoint_time": 1737419400000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759712820739,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "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": [
        [
            159515.6988263419,
            87919.4018278176,
            71596.2969985242,
            296807.1772856096,
            201799.8914468854,
            95007.2858387246
        ],
        [
            159.515699,
            87.919402,
            71.596297,
            296.807177,
            201.799891,
            95.007286
        ],
        [
            0.612532,
            0.337606,
            0.274926,
            0.530656,
            0.425059,
            0.256787
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29397,
            -22675,
            -17572,
            -141607,
            -108458,
            -74923
        ],
        [
            1.589688,
            1.606668,
            1.570093,
            1.32332,
            1.408597,
            1.224014
        ],
        [
            255,
            128,
            127,
            255,
            128,
            127
        ],
        [
            103,
            49,
            54,
            103,
            49,
            54
        ],
        [
            152,
            79,
            73,
            152,
            79,
            73
        ],
        [
            40.392157,
            38.28125,
            42.519685,
            40.392157,
            38.28125,
            42.519685
        ],
        [
            2.345947,
            2.590342,
            2.122533,
            1.952861,
            2.271003,
            1.654685
        ],
        [
            23784,
            23784,
            21986,
            72503,
            72503,
            38554
        ],
        [
            -7640,
            -7640,
            -6475,
            -22768,
            -22768,
            -17752
        ],
        [
            96,
            96,
            97,
            96,
            96,
            97
        ],
        [
            142,
            146,
            139,
            142,
            146,
            139
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            24662,
            12325,
            12337,
            24662,
            12325,
            12337
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371322,
            204158,
            237073,
            287528,
            188495,
            155355
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1737213300000,
    "first_datapoint_time": 1737419400000,
    "last_datapoint_time": 1759712400000,
    "evaluation_time": 1759712820739,
    "expiration_time": 1766192400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 84,
            "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)