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Trade: XRP/USDT/360/JMA/KCU/5484

Strategy
XRP/USDT/360/JMA/KCU/5484
Pair
XRP_USDT
Interval
6h
Score
367592
Daily Profit
0.158335
Profit Factor
1.539539
Profitability
46.938776
Streak
157.315019
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 04:33
Expiration Time
2025-11-22 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 830399.7973 764969.6113 65430.186 4431060.7985 5120895.4254 -689834.6269
Total P&L (%) 830.3998 764.9696 65.4302 4431.0608 5120.8954 -689.8346
Avg Daily Profit (%) 0.3322 0.306 0.0262 0.1527 0.1583 0
Buy And Hold Return (%) 695.2113 695.2113 695.2113 695.2113 695.2113 695.2113
Max Trade Drawdown -175883 -78653 -124671 -6803774 -4065969 -3738705
Profit Factor 2.3662 3.4054 1.2258 1.2734 1.5395 0.8973
Total Trades 98 49 49 98 49 49
Winning Trades 46 23 23 46 23 23
Losing Trades 52 26 26 52 26 26
Profitability (%) 46.9388 46.9388 46.9388 46.9388 46.9388 46.9388
Ratio Avg Win / Avg Loss 2.6749 3.8496 1.3857 1.4394 1.7403 1.0144
Largest Winning Trade 203524 203524 54751 3002659 3002659 951442
Largest Losing Trade -55808 -45445 -55808 -2809507 -2809507 -2252023
Avg Bars in Trades 97 137 56 97 137 56
Avg Bars in Winners 124 164 85 124 164 85
Avg Bars in Losers 72 113 31 72 113 31
Bars Traded 9511 6727 2783 9511 6727 2783
Profit Streak 157.315 157.315 236.815 157.315 157.315 236.815
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91153 -119234 -323797 273219 367592 -578850

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757295217653,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            830399.7972871962,
            764969.6113199814,
            65430.1859672148,
            4431060.798529375,
            5120895.4253999265,
            -689834.6268705508
        ],
        [
            830.399797,
            764.969611,
            65.430186,
            4431.060799,
            5120.895425,
            -689.834627
        ],
        [
            0.33216,
            0.305988,
            0.026172,
            0.152658,
            0.158335,
            0
        ],
        [
            695.211299,
            695.211299,
            695.211299,
            695.211299,
            695.211299,
            695.211299
        ],
        [
            -175883,
            -78653,
            -124671,
            -6803774,
            -4065969,
            -3738705
        ],
        [
            2.366246,
            3.405393,
            1.225797,
            1.273356,
            1.539539,
            0.897325
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            46.938776,
            46.938776,
            46.938776,
            46.938776,
            46.938776,
            46.938776
        ],
        [
            2.674887,
            3.849574,
            1.385684,
            1.439446,
            1.740348,
            1.014367
        ],
        [
            203524,
            203524,
            54751,
            3002659,
            3002659,
            951442
        ],
        [
            -55808,
            -45445,
            -55808,
            -2809507,
            -2809507,
            -2252023
        ],
        [
            97,
            137,
            56,
            97,
            137,
            56
        ],
        [
            124,
            164,
            85,
            124,
            164,
            85
        ],
        [
            72,
            113,
            31,
            72,
            113,
            31
        ],
        [
            9511,
            6727,
            2783,
            9511,
            6727,
            2783
        ],
        [
            157.315019,
            157.315019,
            236.815019,
            157.315019,
            157.315019,
            236.815019
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91153,
            -119234,
            -323797,
            273219,
            367592,
            -578850
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757295217653,
    "expiration_time": 1763769600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)