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Trade: XRP/USDT/240/LINREG/JMA/3367

Strategy
XRP/USDT/240/LINREG/JMA/3367
Pair
XRP_USDT
Interval
4h
Score
357307
Daily Profit
0.228457
Profit Factor
1.385124
Profitability
45.890411
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-26 19:05
Expiration Time
2025-12-08 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 943524.8845 774397.547 169127.3375 29887633.2284 35540404.7942 -5652771.5658
Total P&L (%) 943.5249 774.3975 169.1273 29887.6332 35540.4048 -5652.7716
Avg Daily Profit (%) 0.3775 0.3098 0.0677 0.2285 0.2354 0
Buy And Hold Return (%) 892.2737 892.2737 892.2737 892.2737 892.2737 892.2737
Max Trade Drawdown -94525 -52962 -50912 -22283809 -11871323 -14240753
Profit Factor 1.9943 2.6248 1.358 1.3851 1.9521 0.8597
Total Trades 292 146 146 292 146 146
Winning Trades 134 62 72 134 62 72
Losing Trades 158 84 74 158 84 74
Profitability (%) 45.8904 42.4658 49.3151 45.8904 42.4658 49.3151
Ratio Avg Win / Avg Loss 2.3514 3.5562 1.3958 1.6332 2.6448 0.8835
Largest Winning Trade 179558 179558 49687 17979816 17979816 7489671
Largest Losing Trade -25375 -24517 -25375 -6284685 -4518574 -6284685
Avg Bars in Trades 50 53 47 50 53 47
Avg Bars in Winners 71 74 69 71 74 69
Avg Bars in Losers 32 37 26 32 37 26
Bars Traded 14744 7771 6973 14744 7771 6973
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 -134634 -154892 -268354 357307 322214 -581211
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1544774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902747207,
    "expiration_time": 1765193472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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": [
        [
            943524.8845102395,
            774397.5470302411,
            169127.3374799986,
            29887633.22836509,
            35540404.794212185,
            -5652771.565847083
        ],
        [
            943.524885,
            774.397547,
            169.127337,
            29887.633228,
            35540.404794,
            -5652.771566
        ],
        [
            0.377511,
            0.309842,
            0.067669,
            0.228457,
            0.235382,
            0
        ],
        [
            892.273656,
            892.273656,
            892.273656,
            892.273656,
            892.273656,
            892.273656
        ],
        [
            -94525,
            -52962,
            -50912,
            -22283809,
            -11871323,
            -14240753
        ],
        [
            1.994266,
            2.624814,
            1.358048,
            1.385124,
            1.952083,
            0.85965
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            134,
            62,
            72,
            134,
            62,
            72
        ],
        [
            158,
            84,
            74,
            158,
            84,
            74
        ],
        [
            45.890411,
            42.465753,
            49.315068,
            45.890411,
            42.465753,
            49.315068
        ],
        [
            2.351448,
            3.5562,
            1.395772,
            1.633206,
            2.644757,
            0.883529
        ],
        [
            179558,
            179558,
            49687,
            17979816,
            17979816,
            7489671
        ],
        [
            -25375,
            -24517,
            -25375,
            -6284685,
            -4518574,
            -6284685
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            71,
            74,
            69,
            71,
            74,
            69
        ],
        [
            32,
            37,
            26,
            32,
            37,
            26
        ],
        [
            14744,
            7771,
            6973,
            14744,
            7771,
            6973
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134634,
            -154892,
            -268354,
            357307,
            322214,
            -581211
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1544774400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902747207,
    "expiration_time": 1765193472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "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)