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Trade: XRP/USDT/15/MIDPOINT/JMA/7112

Strategy
XRP/USDT/15/MIDPOINT/JMA/7112
Pair
XRP_USDT
Interval
15m
Score
315887
Daily Profit
0.596099
Profit Factor
1.424691
Profitability
48.275862
Streak
1.357101
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-08 15:34
Expiration Time
2025-11-22 14:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 155235.986 102694.1679 52541.8182 266653.883 183948.9616 82704.9214
Total P&L (%) 155.236 102.6942 52.5418 266.6539 183.949 82.7049
Avg Daily Profit (%) 0.5961 0.3943 0.2018 0.5002 0.4016 0.2317
Buy And Hold Return (%) 36.5228 36.5228 36.5228 36.5228 36.5228 36.5228
Max Trade Drawdown -31322 -21727 -18276 -87421 -67991 -51749
Profit Factor 1.4247 1.5468 1.2956 1.2784 1.3739 1.1776
Total Trades 406 203 203 406 203 203
Winning Trades 196 95 101 196 95 101
Losing Trades 210 108 102 210 108 102
Profitability (%) 48.2759 46.798 49.7537 48.2759 46.798 49.7537
Ratio Avg Win / Avg Loss 1.5265 1.7585 1.3085 1.3698 1.5619 1.1893
Largest Winning Trade 32235 32235 15419 64143 64143 27903
Largest Losing Trade -10725 -10725 -10287 -28987 -27113 -28987
Avg Bars in Trades 60 60 61 60 60 61
Avg Bars in Winners 73 77 70 73 77 70
Avg Bars in Losers 48 45 52 48 45 52
Bars Traded 24739 12316 12423 24739 12316 12423
Profit Streak 1.3571 2.4717 1.3571 1.3571 2.4717 1.3571
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315887 177530 -25247 286178 212599 -25998

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734835500000,
    "first_datapoint_time": 1734921900000,
    "last_datapoint_time": 1757334600000,
    "evaluation_time": 1757334853580,
    "expiration_time": 1763814600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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": [
        [
            155235.9860359387,
            102694.1678679155,
            52541.8181680233,
            266653.8830101014,
            183948.9616495457,
            82704.9213605558
        ],
        [
            155.235986,
            102.694168,
            52.541818,
            266.653883,
            183.948962,
            82.704921
        ],
        [
            0.596099,
            0.394341,
            0.201758,
            0.500151,
            0.401551,
            0.231703
        ],
        [
            36.522824,
            36.522824,
            36.522824,
            36.522824,
            36.522824,
            36.522824
        ],
        [
            -31322,
            -21727,
            -18276,
            -87421,
            -67991,
            -51749
        ],
        [
            1.424691,
            1.546808,
            1.295643,
            1.278443,
            1.373861,
            1.177618
        ],
        [
            406,
            203,
            203,
            406,
            203,
            203
        ],
        [
            196,
            95,
            101,
            196,
            95,
            101
        ],
        [
            210,
            108,
            102,
            210,
            108,
            102
        ],
        [
            48.275862,
            46.79803,
            49.753695,
            48.275862,
            46.79803,
            49.753695
        ],
        [
            1.526455,
            1.758476,
            1.308472,
            1.369761,
            1.561863,
            1.189278
        ],
        [
            32235,
            32235,
            15419,
            64143,
            64143,
            27903
        ],
        [
            -10725,
            -10725,
            -10287,
            -28987,
            -27113,
            -28987
        ],
        [
            60,
            60,
            61,
            60,
            60,
            61
        ],
        [
            73,
            77,
            70,
            73,
            77,
            70
        ],
        [
            48,
            45,
            52,
            48,
            45,
            52
        ],
        [
            24739,
            12316,
            12423,
            24739,
            12316,
            12423
        ],
        [
            1.357101,
            2.471685,
            1.357101,
            1.357102,
            2.471685,
            1.357102
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315887,
            177530,
            -25247,
            286178,
            212599,
            -25998
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1734835500000,
    "first_datapoint_time": 1734921900000,
    "last_datapoint_time": 1757334600000,
    "evaluation_time": 1757334853580,
    "expiration_time": 1763814600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "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)