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Trade: XRP/USDT/360/JMA/MIDPRICE/9565

Strategy
XRP/USDT/360/JMA/MIDPRICE/9565
Pair
XRP_USDT
Interval
6h
Score
473134
Daily Profit
0.226103
Profit Factor
2.250589
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-09 06:13
Expiration Time
2025-11-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 794978.4613 688725.97 106252.4913 4440713.2656 28221154.8061 -23780441.5405
Total P&L (%) 794.9785 688.726 106.2525 4440.7133 28221.1548 -23780.4415
Avg Daily Profit (%) 0.318 0.2755 0.0425 0.1527 0.2261 0
Buy And Hold Return (%) 727.5483 727.5483 727.5483 727.5483 727.5483 727.5483
Max Trade Drawdown -139390 -77762 -148292 -32620183 -8428433 -35782851
Profit Factor 2.5312 3.7555 1.3946 1.0683 2.2506 0.4397
Total Trades 97 48 49 97 48 49
Winning Trades 57 30 27 57 30 27
Losing Trades 40 18 22 40 18 22
Profitability (%) 58.7629 62.5 55.102 58.7629 62.5 55.102
Ratio Avg Win / Avg Loss 1.7763 2.2533 1.1364 0.7497 1.3504 0.3583
Largest Winning Trade 147649 147649 55268 18765534 18765534 5146739
Largest Losing Trade -80991 -50892 -80991 -22087755 -4663397 -22087755
Avg Bars in Trades 96 108 84 96 108 84
Avg Bars in Winners 116 116 116 116 116 116
Avg Bars in Losers 68 94 46 68 94 46
Bars Traded 9340 5187 4153 9340 5187 4153
Profit Streak 52.1347 0 53.3847 52.1347 0 53.3847
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -121114 -148503 -299933 -138063 473134 -579457

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387636556,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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": [
        [
            794978.4613045392,
            688725.9700491747,
            106252.4912553643,
            4440713.2656025635,
            28221154.806061268,
            -23780441.5404587
        ],
        [
            794.978461,
            688.72597,
            106.252491,
            4440.713266,
            28221.154806,
            -23780.44154
        ],
        [
            0.317991,
            0.27549,
            0.042501,
            0.152743,
            0.226103,
            0
        ],
        [
            727.548349,
            727.548349,
            727.548349,
            727.548349,
            727.548349,
            727.548349
        ],
        [
            -139390,
            -77762,
            -148292,
            -32620183,
            -8428433,
            -35782851
        ],
        [
            2.531159,
            3.755532,
            1.394613,
            1.068306,
            2.250589,
            0.439739
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            58.762887,
            62.5,
            55.102041,
            58.762887,
            62.5,
            55.102041
        ],
        [
            1.776252,
            2.253319,
            1.136351,
            0.749689,
            1.350353,
            0.358306
        ],
        [
            147649,
            147649,
            55268,
            18765534,
            18765534,
            5146739
        ],
        [
            -80991,
            -50892,
            -80991,
            -22087755,
            -4663397,
            -22087755
        ],
        [
            96,
            108,
            84,
            96,
            108,
            84
        ],
        [
            116,
            116,
            116,
            116,
            116,
            116
        ],
        [
            68,
            94,
            46,
            68,
            94,
            46
        ],
        [
            9340,
            5187,
            4153,
            9340,
            5187,
            4153
        ],
        [
            52.134682,
            0,
            53.384682,
            52.134682,
            0,
            53.384682
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -121114,
            -148503,
            -299933,
            -138063,
            473134,
            -579457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757387636556,
    "expiration_time": 1763856000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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)