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Trade: XRP/USDT/360/JMA/SUPERTREND/2349

Strategy
XRP/USDT/360/JMA/SUPERTREND/2349
Pair
XRP_USDT
Interval
6h
Score
339118
Daily Profit
0.160741
Profit Factor
1.547130
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 00:13
Expiration Time
2025-12-03 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 735558.8119 670690.2811 64868.5307 3677645.9035 5444053.5333 -1766407.6298
Total P&L (%) 735.5588 670.6903 64.8685 3677.6459 5444.0535 -1766.4076
Avg Daily Profit (%) 0.2942 0.2683 0.0259 0.1454 0.1607 0
Buy And Hold Return (%) 645.1611 645.1611 645.1611 645.1611 645.1611 645.1611
Max Trade Drawdown -106302 -73801 -83047 -4933227 -3125538 -3062704
Profit Factor 1.6079 2.1511 1.1034 1.1906 1.5471 0.8109
Total Trades 330 165 165 330 165 165
Winning Trades 146 77 69 146 77 69
Losing Trades 184 88 96 184 88 96
Profitability (%) 44.2424 46.6667 41.8182 44.2424 46.6667 41.8182
Ratio Avg Win / Avg Loss 2.0264 2.4584 1.5352 1.5005 1.7681 1.1282
Largest Winning Trade 153819 153819 50966 2786722 2786722 744306
Largest Losing Trade -50112 -25962 -50112 -1903713 -1903713 -1470870
Avg Bars in Trades 29 31 27 29 31 27
Avg Bars in Winners 40 42 37 40 42 37
Avg Bars in Losers 21 22 19 21 22 19
Bars Traded 9746 5241 4505 9746 5241 4505
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110535 -141741 -432242 -9369 339118 -581706

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1545674400000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758316423131,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 3.39117
        }
    }
}
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": [
        [
            735558.8118522775,
            670690.2811167426,
            64868.5307355341,
            3677645.9035355947,
            5444053.533332339,
            -1766407.629796747
        ],
        [
            735.558812,
            670.690281,
            64.868531,
            3677.645904,
            5444.053533,
            -1766.40763
        ],
        [
            0.294224,
            0.268276,
            0.025947,
            0.145373,
            0.160741,
            0
        ],
        [
            645.161129,
            645.161129,
            645.161129,
            645.161129,
            645.161129,
            645.161129
        ],
        [
            -106302,
            -73801,
            -83047,
            -4933227,
            -3125538,
            -3062704
        ],
        [
            1.607943,
            2.151107,
            1.103415,
            1.190643,
            1.54713,
            0.810888
        ],
        [
            330,
            165,
            165,
            330,
            165,
            165
        ],
        [
            146,
            77,
            69,
            146,
            77,
            69
        ],
        [
            184,
            88,
            96,
            184,
            88,
            96
        ],
        [
            44.242424,
            46.666667,
            41.818182,
            44.242424,
            46.666667,
            41.818182
        ],
        [
            2.026448,
            2.458408,
            1.535186,
            1.500536,
            1.768148,
            1.128192
        ],
        [
            153819,
            153819,
            50966,
            2786722,
            2786722,
            744306
        ],
        [
            -50112,
            -25962,
            -50112,
            -1903713,
            -1903713,
            -1470870
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            40,
            42,
            37,
            40,
            42,
            37
        ],
        [
            21,
            22,
            19,
            21,
            22,
            19
        ],
        [
            9746,
            5241,
            4505,
            9746,
            5241,
            4505
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110535,
            -141741,
            -432242,
            -9369,
            339118,
            -581706
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542304800000,
    "first_datapoint_time": 1545674400000,
    "last_datapoint_time": 1758304800000,
    "evaluation_time": 1758316423131,
    "expiration_time": 1764784800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 244,
            "offset": 0,
            "multiplier": 3.39117
        }
    }
}

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)