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Trade: XRP/USDT/360/JMA/PWMA/9961

Strategy
XRP/USDT/360/JMA/PWMA/9961
Pair
XRP_USDT
Interval
6h
Score
332078
Daily Profit
0.192489
Profit Factor
1.523163
Profitability
43.956044
Streak
163.960545
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 08:03
Expiration Time
2025-11-24 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 982979.6572 860976.231 122003.4262 12522436.8295 12143763.5316 378673.2979
Total P&L (%) 982.9797 860.9762 122.0034 12522.4368 12143.7635 378.6733
Avg Daily Profit (%) 0.3932 0.3444 0.0488 0.1937 0.1925 0.0627
Buy And Hold Return (%) 728.5818 728.5818 728.5818 728.5818 728.5818 728.5818
Max Trade Drawdown -147152 -59130 -128558 -17101762 -7762145 -13031931
Profit Factor 2.4236 3.3775 1.3716 1.2928 1.5232 1.0194
Total Trades 182 91 91 182 91 91
Winning Trades 85 40 45 85 40 45
Losing Trades 97 51 46 97 51 46
Profitability (%) 46.7033 43.956 49.4505 46.7033 43.956 49.4505
Ratio Avg Win / Avg Loss 2.7658 4.3063 1.4021 1.4753 1.942 1.042
Largest Winning Trade 328049 328049 45267 8826469 8826469 5842819
Largest Losing Trade -49522 -24656 -49522 -4547921 -4143897 -4547921
Avg Bars in Trades 52 51 53 52 51 53
Avg Bars in Winners 70 68 71 70 68 71
Avg Bars in Losers 36 38 34 36 38 34
Bars Traded 9543 4706 4837 9543 4706 4837
Profit Streak 72.4605 163.9605 0 72.4605 163.9605 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42611 -94821 -293519 297104 332078 -474795

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757480591123,
    "expiration_time": 1763942400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "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": [
        [
            982979.6572177429,
            860976.2309716435,
            122003.4262460986,
            12522436.829471134,
            12143763.531595632,
            378673.2978755007
        ],
        [
            982.979657,
            860.976231,
            122.003426,
            12522.436829,
            12143.763532,
            378.673298
        ],
        [
            0.393192,
            0.34439,
            0.048801,
            0.19371,
            0.192489,
            0.062654
        ],
        [
            728.581841,
            728.581841,
            728.581841,
            728.581841,
            728.581841,
            728.581841
        ],
        [
            -147152,
            -59130,
            -128558,
            -17101762,
            -7762145,
            -13031931
        ],
        [
            2.423645,
            3.377487,
            1.371588,
            1.292805,
            1.523163,
            1.019365
        ],
        [
            182,
            91,
            91,
            182,
            91,
            91
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            46.703297,
            43.956044,
            49.450549,
            46.703297,
            43.956044,
            49.450549
        ],
        [
            2.765807,
            4.306296,
            1.402068,
            1.475319,
            1.942033,
            1.042017
        ],
        [
            328049,
            328049,
            45267,
            8826469,
            8826469,
            5842819
        ],
        [
            -49522,
            -24656,
            -49522,
            -4547921,
            -4143897,
            -4547921
        ],
        [
            52,
            51,
            53,
            52,
            51,
            53
        ],
        [
            70,
            68,
            71,
            70,
            68,
            71
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            9543,
            4706,
            4837,
            9543,
            4706,
            4837
        ],
        [
            72.460545,
            163.960545,
            0,
            72.460545,
            163.960545,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42611,
            -94821,
            -293519,
            297104,
            332078,
            -474795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757480591123,
    "expiration_time": 1763942400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 19,
            "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)