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Trade: XRP/USDT/360/JMA/SUPERTREND/6772

Strategy
XRP/USDT/360/JMA/SUPERTREND/6772
Pair
XRP_USDT
Interval
6h
Score
401648
Daily Profit
0.193325
Profit Factor
1.564678
Profitability
50.625000
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-21 22:01
Expiration Time
2025-12-05 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820440.4763 722897.2747 97543.2017 7334261.87 12407935.8917 -5073674.0217
Total P&L (%) 820.4405 722.8973 97.5432 7334.2619 12407.9359 -5073.674
Avg Daily Profit (%) 0.3281 0.2891 0.039 0.1725 0.1933 0
Buy And Hold Return (%) 712.3996 712.3996 712.3996 712.3996 712.3996 712.3996
Max Trade Drawdown -138232 -76742 -104947 -16674322 -8652316 -9558133
Profit Factor 1.6996 2.2487 1.1643 1.165 1.5647 0.7742
Total Trades 320 160 160 320 160 160
Winning Trades 156 81 75 156 81 75
Losing Trades 164 79 85 164 79 85
Profitability (%) 48.75 50.625 46.875 48.75 50.625 46.875
Ratio Avg Win / Avg Loss 1.7867 2.1932 1.3195 1.2248 1.526 0.8774
Largest Winning Trade 175643 175643 50987 6277567 6277567 2732748
Largest Losing Trade -44940 -31363 -44940 -6803132 -5308417 -6803132
Avg Bars in Trades 30 32 28 30 32 28
Avg Bars in Winners 38 40 35 38 40 35
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 9764 5204 4560 9764 5204 4560
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 -105054 -147749 -347071 -30012 401648 -581432

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1758477600000,
    "evaluation_time": 1758481308389,
    "expiration_time": 1764958248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 111,
            "offset": 0,
            "multiplier": 2.96323
        }
    }
}
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": [
        [
            820440.476348865,
            722897.2746590086,
            97543.2016898562,
            7334261.869972361,
            12407935.891661948,
            -5073674.021689585
        ],
        [
            820.440476,
            722.897275,
            97.543202,
            7334.26187,
            12407.935892,
            -5073.674022
        ],
        [
            0.328143,
            0.28913,
            0.039013,
            0.172479,
            0.193325,
            0
        ],
        [
            712.399641,
            712.399641,
            712.399641,
            712.399641,
            712.399641,
            712.399641
        ],
        [
            -138232,
            -76742,
            -104947,
            -16674322,
            -8652316,
            -9558133
        ],
        [
            1.699568,
            2.248701,
            1.164252,
            1.165023,
            1.564678,
            0.774206
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            156,
            81,
            75,
            156,
            81,
            75
        ],
        [
            164,
            79,
            85,
            164,
            79,
            85
        ],
        [
            48.75,
            50.625,
            46.875,
            48.75,
            50.625,
            46.875
        ],
        [
            1.786725,
            2.193178,
            1.319486,
            1.224768,
            1.526044,
            0.877434
        ],
        [
            175643,
            175643,
            50987,
            6277567,
            6277567,
            2732748
        ],
        [
            -44940,
            -31363,
            -44940,
            -6803132,
            -5308417,
            -6803132
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            38,
            40,
            35,
            38,
            40,
            35
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            9764,
            5204,
            4560,
            9764,
            5204,
            4560
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105054,
            -147749,
            -347071,
            -30012,
            401648,
            -581432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1758477600000,
    "evaluation_time": 1758481308389,
    "expiration_time": 1764958248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 111,
            "offset": 0,
            "multiplier": 2.96323
        }
    }
}

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)