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Trade: XRP/USDT/360/JMA/JMA/4850

Strategy
XRP/USDT/360/JMA/JMA/4850
Pair
XRP_USDT
Interval
6h
Score
320339
Daily Profit
0.161841
Profit Factor
1.293348
Profitability
45.736434
Streak
166.887686
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-13 06:18
Expiration Time
2025-11-27 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 929411.3421 844322.4049 85088.9372 5598272.4344 7618390.6521 -2020118.2177
Total P&L (%) 929.4113 844.3224 85.0889 5598.2724 7618.3907 -2020.1182
Avg Daily Profit (%) 0.3718 0.3377 0.034 0.1618 0.174 0
Buy And Hold Return (%) 810.6358 810.6358 810.6358 810.6358 810.6358 810.6358
Max Trade Drawdown -111221 -64886 -106755 -5242563 -2338021 -5654378
Profit Factor 2.3624 3.3613 1.2621 1.2933 1.7761 0.782
Total Trades 129 64 65 129 64 65
Winning Trades 59 29 30 59 29 30
Losing Trades 70 35 35 70 35 35
Profitability (%) 45.7364 45.3125 46.1538 45.7364 45.3125 46.1538
Ratio Avg Win / Avg Loss 2.8028 4.0568 1.4725 1.5345 2.1435 0.9124
Largest Winning Trade 326933 326933 46974 4540103 4540103 1331744
Largest Losing Trade -57521 -33801 -57521 -3539569 -1362257 -3539569
Avg Bars in Trades 75 71 79 75 71 79
Avg Bars in Winners 99 92 107 99 92 107
Avg Bars in Losers 55 54 55 55 54 55
Bars Traded 9747 4593 5154 9747 4593 5154
Profit Streak 166.8877 166.8877 175.1377 166.8877 166.8877 175.1377
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -106092 -277521 -445448 320339 -129130 -712876

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1545976800000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757733496109,
    "expiration_time": 1764201600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 61,
            "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": [
        [
            929411.3420542934,
            844322.4048674948,
            85088.9371867979,
            5598272.434446704,
            7618390.65210565,
            -2020118.2176589463
        ],
        [
            929.411342,
            844.322405,
            85.088937,
            5598.272434,
            7618.390652,
            -2020.118218
        ],
        [
            0.371765,
            0.337729,
            0.034036,
            0.161841,
            0.173999,
            0
        ],
        [
            810.635804,
            810.635804,
            810.635804,
            810.635804,
            810.635804,
            810.635804
        ],
        [
            -111221,
            -64886,
            -106755,
            -5242563,
            -2338021,
            -5654378
        ],
        [
            2.362369,
            3.361344,
            1.2621,
            1.293348,
            1.776082,
            0.782024
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            45.736434,
            45.3125,
            46.153846,
            45.736434,
            45.3125,
            46.153846
        ],
        [
            2.80281,
            4.056795,
            1.472451,
            1.53448,
            2.143547,
            0.912361
        ],
        [
            326933,
            326933,
            46974,
            4540103,
            4540103,
            1331744
        ],
        [
            -57521,
            -33801,
            -57521,
            -3539569,
            -1362257,
            -3539569
        ],
        [
            75,
            71,
            79,
            75,
            71,
            79
        ],
        [
            99,
            92,
            107,
            99,
            92,
            107
        ],
        [
            55,
            54,
            55,
            55,
            54,
            55
        ],
        [
            9747,
            4593,
            5154,
            9747,
            4593,
            5154
        ],
        [
            166.887686,
            166.887686,
            175.137686,
            166.887686,
            166.887686,
            175.137686
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -106092,
            -277521,
            -445448,
            320339,
            -129130,
            -712876
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1545976800000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757733496109,
    "expiration_time": 1764201600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 61,
            "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)