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Trade: XRP/USDT/360/JMA/SUPERTREND/2581

Strategy
XRP/USDT/360/JMA/SUPERTREND/2581
Pair
XRP_USDT
Interval
6h
Score
318830
Daily Profit
0.155709
Profit Factor
1.640866
Profitability
45.578231
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-28 04:15
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 748066.5457 742009.0256 6057.5201 941426.406 4789635.2502 -3848208.8441
Total P&L (%) 748.0665 742.009 6.0575 941.4264 4789.6353 -3848.2088
Avg Daily Profit (%) 0.2992 0.2968 0.0024 0.0938 0.1557 0
Buy And Hold Return (%) 687.9828 687.9828 687.9828 687.9828 687.9828 687.9828
Max Trade Drawdown -200306 -101797 -140937 -7779337 -3018983 -5049313
Profit Factor 1.6136 2.2337 1.0098 1.0579 1.6409 0.5616
Total Trades 294 147 147 294 147 147
Winning Trades 135 67 68 135 67 68
Losing Trades 159 80 79 159 80 79
Profitability (%) 45.9184 45.5782 46.2585 45.9184 45.5782 46.2585
Ratio Avg Win / Avg Loss 1.9005 2.6671 1.1732 1.246 1.9592 0.6524
Largest Winning Trade 332765 332765 54358 6176967 6176967 557633
Largest Losing Trade -45754 -31822 -45754 -2812404 -1306964 -2812404
Avg Bars in Trades 33 35 30 33 35 30
Avg Bars in Winners 42 43 41 42 43 41
Avg Bars in Losers 25 29 21 25 29 21
Bars Traded 9791 5241 4550 9791 5241 4550
Profit Streak 0 0 15.3026 0 0 15.3026
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -126716 -130114 -566129 -275384 318830 -581814
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022142261,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "offset": 15
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 3.29946
        }
    }
}
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": [
        [
            748066.5456819285,
            742009.0255707735,
            6057.5201111555,
            941426.406013325,
            4789635.250155172,
            -3848208.844141848
        ],
        [
            748.066546,
            742.009026,
            6.05752,
            941.426406,
            4789.63525,
            -3848.208844
        ],
        [
            0.299227,
            0.296804,
            0.002423,
            0.093771,
            0.155709,
            0
        ],
        [
            687.982809,
            687.982809,
            687.982809,
            687.982809,
            687.982809,
            687.982809
        ],
        [
            -200306,
            -101797,
            -140937,
            -7779337,
            -3018983,
            -5049313
        ],
        [
            1.613611,
            2.233694,
            1.009807,
            1.05793,
            1.640866,
            0.561584
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            45.918367,
            45.578231,
            46.258503,
            45.918367,
            45.578231,
            46.258503
        ],
        [
            1.900475,
            2.667097,
            1.173158,
            1.246006,
            1.959243,
            0.652428
        ],
        [
            332765,
            332765,
            54358,
            6176967,
            6176967,
            557633
        ],
        [
            -45754,
            -31822,
            -45754,
            -2812404,
            -1306964,
            -2812404
        ],
        [
            33,
            35,
            30,
            33,
            35,
            30
        ],
        [
            42,
            43,
            41,
            42,
            43,
            41
        ],
        [
            25,
            29,
            21,
            25,
            29,
            21
        ],
        [
            9791,
            5241,
            4550,
            9791,
            5241,
            4550
        ],
        [
            0,
            0,
            15.302572,
            0,
            0,
            15.302572
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -126716,
            -130114,
            -566129,
            -275384,
            318830,
            -581814
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759022142261,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "offset": 15
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 107,
            "offset": 0,
            "multiplier": 3.29946
        }
    }
}

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)