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Trade: XRP/USDT/360/HMA/JMA/7822

Strategy
XRP/USDT/360/HMA/JMA/7822
Pair
XRP_USDT
Interval
6h
Score
427520
Daily Profit
0.193268
Profit Factor
1.764203
Profitability
48.181818
Streak
75.745213
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 20:53
Expiration Time
2025-12-07 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 981743.123 863578.8629 118164.26 12390020.4785 12406254.505 -16234.0265
Total P&L (%) 981.7431 863.5789 118.1643 12390.0205 12406.2545 -16.234
Avg Daily Profit (%) 0.3927 0.3454 0.0473 0.1933 0.1933 -0.0071
Buy And Hold Return (%) 777.3186 777.3186 777.3186 777.3186 777.3186 777.3186
Max Trade Drawdown -95094 -79946 -48518 -4270933 -3252141 -3217373
Profit Factor 2.6035 3.7244 1.4002 1.7642 2.5586 0.998
Total Trades 110 55 55 110 55 55
Winning Trades 53 25 28 53 25 28
Losing Trades 57 30 27 57 30 27
Profitability (%) 48.1818 45.4545 50.9091 48.1818 45.4545 50.9091
Ratio Avg Win / Avg Loss 2.8 4.4693 1.3502 1.8974 3.0704 0.9624
Largest Winning Trade 371818 371818 46256 10011243 10011243 1528723
Largest Losing Trade -28676 -28676 -26988 -1955299 -1671497 -1955299
Avg Bars in Trades 87 88 87 87 88 87
Avg Bars in Winners 114 118 111 114 118 111
Avg Bars in Losers 62 62 62 62 62 62
Bars Traded 9639 4846 4793 9639 4846 4793
Profit Streak 75.7452 169.9952 75.7452 75.7452 169.9952 75.7452
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -68760 -295581 -474252 427520 -167609 -760157

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547920800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758649986429,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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": [
        [
            981743.1229858238,
            863578.8629358725,
            118164.2600499507,
            12390020.478527948,
            12406254.504998647,
            -16234.0264706998
        ],
        [
            981.743123,
            863.578863,
            118.16426,
            12390.020479,
            12406.254505,
            -16.234026
        ],
        [
            0.392658,
            0.345397,
            0.047261,
            0.193268,
            0.19332,
            -0.007085
        ],
        [
            777.318641,
            777.318641,
            777.318641,
            777.318641,
            777.318641,
            777.318641
        ],
        [
            -95094,
            -79946,
            -48518,
            -4270933,
            -3252141,
            -3217373
        ],
        [
            2.603538,
            3.724378,
            1.400213,
            1.764203,
            2.558639,
            0.998033
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            48.181818,
            45.454545,
            50.909091,
            48.181818,
            45.454545,
            50.909091
        ],
        [
            2.800031,
            4.469254,
            1.350205,
            1.89735,
            3.070366,
            0.962389
        ],
        [
            371818,
            371818,
            46256,
            10011243,
            10011243,
            1528723
        ],
        [
            -28676,
            -28676,
            -26988,
            -1955299,
            -1671497,
            -1955299
        ],
        [
            87,
            88,
            87,
            87,
            88,
            87
        ],
        [
            114,
            118,
            111,
            114,
            118,
            111
        ],
        [
            62,
            62,
            62,
            62,
            62,
            62
        ],
        [
            9639,
            4846,
            4793,
            9639,
            4846,
            4793
        ],
        [
            75.745213,
            169.995213,
            75.745213,
            75.745213,
            169.995213,
            75.745213
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -68760,
            -295581,
            -474252,
            427520,
            -167609,
            -760157
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547920800000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758649986429,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 101,
            "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)