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Trade: XRP/USDT/360/JMA/SUPERTREND/6667

Strategy
XRP/USDT/360/JMA/SUPERTREND/6667
Pair
XRP_USDT
Interval
6h
Score
438939
Daily Profit
0.241088
Profit Factor
1.772112
Profitability
56.730769
Streak
93.636543
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-24 06:16
Expiration Time
2025-12-08 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 951077.4105 778539.3918 172538.0188 38515140.0657 41129593.9098 -2614453.8441
Total P&L (%) 951.0774 778.5394 172.538 38515.1401 41129.5939 -2614.4538
Avg Daily Profit (%) 0.3803 0.3113 0.069 0.2385 0.2411 0
Buy And Hold Return (%) 789.6796 789.6796 789.6796 789.6796 789.6796 789.6796
Max Trade Drawdown -89911 -81961 -87384 -38634027 -14368725 -24265302
Profit Factor 2.0935 2.8405 1.3862 1.3279 1.7721 0.9593
Total Trades 209 104 105 209 104 105
Winning Trades 110 59 51 110 59 51
Losing Trades 99 45 54 99 45 54
Profitability (%) 52.6316 56.7308 48.5714 52.6316 56.7308 48.5714
Ratio Avg Win / Avg Loss 1.8842 2.1665 1.4678 1.1951 1.3516 1.0157
Largest Winning Trade 162435 162435 59707 14867533 14867533 10245378
Largest Losing Trade -32101 -32101 -31710 -16702940 -7885880 -16702940
Avg Bars in Trades 46 55 37 46 55 37
Avg Bars in Winners 51 55 47 51 55 47
Avg Bars in Losers 40 55 28 40 55 28
Bars Traded 9714 5754 3960 9714 5754 3960
Profit Streak 76.8865 93.6365 76.8865 76.8865 93.6365 76.8865
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85778 -149811 -265845 413090 438939 -578977

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547964000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758683797359,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 4.28244
        }
    }
}
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": [
        [
            951077.4105206453,
            778539.3917657039,
            172538.0187549415,
            38515140.065708466,
            41129593.90980004,
            -2614453.8440915747
        ],
        [
            951.077411,
            778.539392,
            172.538019,
            38515.140066,
            41129.59391,
            -2614.453844
        ],
        [
            0.380317,
            0.311322,
            0.068995,
            0.238462,
            0.241088,
            0
        ],
        [
            789.679604,
            789.679604,
            789.679604,
            789.679604,
            789.679604,
            789.679604
        ],
        [
            -89911,
            -81961,
            -87384,
            -38634027,
            -14368725,
            -24265302
        ],
        [
            2.093506,
            2.840478,
            1.386215,
            1.327879,
            1.772112,
            0.959276
        ],
        [
            209,
            104,
            105,
            209,
            104,
            105
        ],
        [
            110,
            59,
            51,
            110,
            59,
            51
        ],
        [
            99,
            45,
            54,
            99,
            45,
            54
        ],
        [
            52.631579,
            56.730769,
            48.571429,
            52.631579,
            56.730769,
            48.571429
        ],
        [
            1.884156,
            2.166466,
            1.467757,
            1.195091,
            1.351611,
            1.015704
        ],
        [
            162435,
            162435,
            59707,
            14867533,
            14867533,
            10245378
        ],
        [
            -32101,
            -32101,
            -31710,
            -16702940,
            -7885880,
            -16702940
        ],
        [
            46,
            55,
            37,
            46,
            55,
            37
        ],
        [
            51,
            55,
            47,
            51,
            55,
            47
        ],
        [
            40,
            55,
            28,
            40,
            55,
            28
        ],
        [
            9714,
            5754,
            3960,
            9714,
            5754,
            3960
        ],
        [
            76.886543,
            93.636543,
            76.886543,
            76.886543,
            93.636543,
            76.886543
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85778,
            -149811,
            -265845,
            413090,
            438939,
            -578977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1547964000000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758683797359,
    "expiration_time": 1765153944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 4.28244
        }
    }
}

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)