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Trade: XRP/USDT/360/JMA/MIDPOINT/3785

Strategy
XRP/USDT/360/JMA/MIDPOINT/3785
Pair
XRP_USDT
Interval
6h
Score
337294
Daily Profit
0.161903
Profit Factor
1.617555
Profitability
43.518519
Streak
159.620433
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-09 11:53
Expiration Time
2025-11-23 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 698172.4449 679758.22 18414.2249 1514487.257 5609396.9873 -4094909.7303
Total P&L (%) 698.1724 679.7582 18.4142 1514.4873 5609.397 -4094.9097
Avg Daily Profit (%) 0.2792 0.2719 0.0074 0.1113 0.1619 0
Buy And Hold Return (%) 793.546 793.546 793.546 793.546 793.546 793.546
Max Trade Drawdown -107101 -63420 -174646 -6209761 -2169096 -7172723
Profit Factor 1.7569 2.675 1.0356 1.0688 1.6176 0.683
Total Trades 216 108 108 216 108 108
Winning Trades 91 47 44 91 47 44
Losing Trades 125 61 64 125 61 64
Profitability (%) 42.1296 43.5185 40.7407 42.1296 43.5185 40.7407
Ratio Avg Win / Avg Loss 2.4134 3.4718 1.5064 1.4682 2.0994 0.9935
Largest Winning Trade 187825 187825 55671 1841481 1841481 1125962
Largest Losing Trade -58084 -36007 -58084 -3954615 -1391258 -3954615
Avg Bars in Trades 44 46 41 44 46 41
Avg Bars in Winners 64 61 68 64 61 68
Avg Bars in Losers 28 35 22 28 35 22
Bars Traded 9516 5044 4472 9516 5044 4472
Profit Streak 54.1204 159.6204 0 54.1204 159.6204 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155099 -153427 -532833 -197642 337294 -584645

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757408005437,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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": [
        [
            698172.4448635963,
            679758.2199595538,
            18414.2249040427,
            1514487.2569733164,
            5609396.987253957,
            -4094909.7302806405
        ],
        [
            698.172445,
            679.75822,
            18.414225,
            1514.487257,
            5609.396987,
            -4094.90973
        ],
        [
            0.279241,
            0.271876,
            0.007365,
            0.111315,
            0.161903,
            0
        ],
        [
            793.546005,
            793.546005,
            793.546005,
            793.546005,
            793.546005,
            793.546005
        ],
        [
            -107101,
            -63420,
            -174646,
            -6209761,
            -2169096,
            -7172723
        ],
        [
            1.756937,
            2.674994,
            1.035649,
            1.068837,
            1.617555,
            0.683006
        ],
        [
            216,
            108,
            108,
            216,
            108,
            108
        ],
        [
            91,
            47,
            44,
            91,
            47,
            44
        ],
        [
            125,
            61,
            64,
            125,
            61,
            64
        ],
        [
            42.12963,
            43.518519,
            40.740741,
            42.12963,
            43.518519,
            40.740741
        ],
        [
            2.413376,
            3.471801,
            1.506399,
            1.468182,
            2.09938,
            0.993463
        ],
        [
            187825,
            187825,
            55671,
            1841481,
            1841481,
            1125962
        ],
        [
            -58084,
            -36007,
            -58084,
            -3954615,
            -1391258,
            -3954615
        ],
        [
            44,
            46,
            41,
            44,
            46,
            41
        ],
        [
            64,
            61,
            68,
            64,
            61,
            68
        ],
        [
            28,
            35,
            22,
            28,
            35,
            22
        ],
        [
            9516,
            5044,
            4472,
            9516,
            5044,
            4472
        ],
        [
            54.120433,
            159.620433,
            0,
            54.120433,
            159.620433,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155099,
            -153427,
            -532833,
            -197642,
            337294,
            -584645
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757397600000,
    "evaluation_time": 1757408005437,
    "expiration_time": 1763878248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 65,
            "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)