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Trade: XRP/USDT/360/JMA/SUPERTREND/8846

Strategy
XRP/USDT/360/JMA/SUPERTREND/8846
Pair
XRP_USDT
Interval
6h
Score
453256
Daily Profit
0.249028
Profit Factor
1.680631
Profitability
50.602410
Streak
19.484576
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-18 08:37
Expiration Time
2025-12-02 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 980209.6611 804648.137 175561.5241 36137917.8636 50067675.9002 -13929758.0366
Total P&L (%) 980.2097 804.6481 175.5615 36137.9179 50067.6759 -13929.758
Avg Daily Profit (%) 0.3921 0.3219 0.0702 0.236 0.249 0
Buy And Hold Return (%) 747.7502 747.7502 747.7502 747.7502 747.7502 747.7502
Max Trade Drawdown -117218 -62385 -90227 -57831501 -30242307 -30899920
Profit Factor 1.9141 2.4669 1.3352 1.2538 1.6806 0.7977
Total Trades 333 166 167 333 166 167
Winning Trades 167 84 83 167 84 83
Losing Trades 166 82 84 166 82 84
Profitability (%) 50.1502 50.6024 49.7006 50.1502 50.6024 49.7006
Ratio Avg Win / Avg Loss 1.9026 2.4081 1.3512 1.2462 1.6406 0.8073
Largest Winning Trade 175643 175643 50987 22694626 22694626 10286657
Largest Losing Trade -45276 -31363 -45276 -25231890 -19716689 -25231890
Avg Bars in Trades 29 30 27 29 30 27
Avg Bars in Winners 37 35 38 37 35 38
Avg Bars in Losers 21 25 17 21 25 17
Bars Traded 9744 5081 4663 9744 5081 4663
Profit Streak 0 19.4846 0 0 19.4846 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53707 -127374 -264171 366660 453256 -580297

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758173867402,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.68181
        }
    }
}
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": [
        [
            980209.6610691573,
            804648.1369949598,
            175561.524074197,
            36137917.863600746,
            50067675.900158264,
            -13929758.036557514
        ],
        [
            980.209661,
            804.648137,
            175.561524,
            36137.917864,
            50067.6759,
            -13929.758037
        ],
        [
            0.392084,
            0.321859,
            0.070225,
            0.235986,
            0.249028,
            0
        ],
        [
            747.750199,
            747.750199,
            747.750199,
            747.750199,
            747.750199,
            747.750199
        ],
        [
            -117218,
            -62385,
            -90227,
            -57831501,
            -30242307,
            -30899920
        ],
        [
            1.914066,
            2.466883,
            1.335157,
            1.253756,
            1.680631,
            0.797683
        ],
        [
            333,
            166,
            167,
            333,
            166,
            167
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            166,
            82,
            84,
            166,
            82,
            84
        ],
        [
            50.15015,
            50.60241,
            49.700599,
            50.15015,
            50.60241,
            49.700599
        ],
        [
            1.902605,
            2.408147,
            1.351243,
            1.246249,
            1.640616,
            0.807294
        ],
        [
            175643,
            175643,
            50987,
            22694626,
            22694626,
            10286657
        ],
        [
            -45276,
            -31363,
            -45276,
            -25231890,
            -19716689,
            -25231890
        ],
        [
            29,
            30,
            27,
            29,
            30,
            27
        ],
        [
            37,
            35,
            38,
            37,
            35,
            38
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            9744,
            5081,
            4663,
            9744,
            5081,
            4663
        ],
        [
            0,
            19.484576,
            0,
            0,
            19.484576,
            0
        ],
        [
            0,
            1,
            0,
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            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -53707,
            -127374,
            -264171,
            366660,
            453256,
            -580297
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758173867402,
    "expiration_time": 1764633600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.68181
        }
    }
}

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)