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Trade: XRP/USDT/360/LINREG/JMA/1523

Strategy
XRP/USDT/360/LINREG/JMA/1523
Pair
XRP_USDT
Interval
6h
Score
510355
Daily Profit
0.238788
Profit Factor
1.938091
Profitability
53.278689
Streak
70.395059
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 18:28
Expiration Time
2025-11-23 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1100113.6274 920045.3317 180068.2957 38807591.9707 34889904.6787 3917687.292
Total P&L (%) 1100.1136 920.0453 180.0683 38807.592 34889.9047 3917.6873
Avg Daily Profit (%) 0.44 0.3679 0.072 0.2388 0.2345 0.1478
Buy And Hold Return (%) 688.0446 688.0446 688.0446 688.0446 688.0446 688.0446
Max Trade Drawdown -75058 -45141 -60627 -21396023 -12659089 -9325419
Profit Factor 2.8329 3.8711 1.6437 1.9381 2.5572 1.2066
Total Trades 122 61 61 122 61 61
Winning Trades 65 32 33 65 32 33
Losing Trades 57 29 28 57 29 28
Profitability (%) 53.2787 52.459 54.0984 53.2787 52.459 54.0984
Ratio Avg Win / Avg Loss 2.4842 3.5082 1.3946 1.6996 2.3174 1.0238
Largest Winning Trade 356199 356199 47135 22826449 22826449 5641970
Largest Losing Trade -28666 -25754 -28666 -7218560 -7084179 -7218560
Avg Bars in Trades 79 81 77 79 81 77
Avg Bars in Winners 98 106 91 98 106 91
Avg Bars in Losers 57 54 61 57 54 61
Bars Traded 9712 4986 4726 9712 4986 4726
Profit Streak 70.3951 160.1451 70.3951 70.3951 160.1451 70.3951
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 290154 -204384 -421156 510355 -146741 -157256

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545199200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757431733076,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    }
}
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": [
        [
            1100113.6273872869,
            920045.3316732834,
            180068.295714003,
            38807591.97068553,
            34889904.6787088,
            3917687.291976723
        ],
        [
            1100.113627,
            920.045332,
            180.068296,
            38807.591971,
            34889.904679,
            3917.687292
        ],
        [
            0.439957,
            0.367945,
            0.072013,
            0.238788,
            0.234534,
            0.147811
        ],
        [
            688.044639,
            688.044639,
            688.044639,
            688.044639,
            688.044639,
            688.044639
        ],
        [
            -75058,
            -45141,
            -60627,
            -21396023,
            -12659089,
            -9325419
        ],
        [
            2.832874,
            3.871067,
            1.643657,
            1.938091,
            2.557179,
            1.206598
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            53.278689,
            52.459016,
            54.098361,
            53.278689,
            52.459016,
            54.098361
        ],
        [
            2.484213,
            3.508154,
            1.394618,
            1.699557,
            2.317444,
            1.02378
        ],
        [
            356199,
            356199,
            47135,
            22826449,
            22826449,
            5641970
        ],
        [
            -28666,
            -25754,
            -28666,
            -7218560,
            -7084179,
            -7218560
        ],
        [
            79,
            81,
            77,
            79,
            81,
            77
        ],
        [
            98,
            106,
            91,
            98,
            106,
            91
        ],
        [
            57,
            54,
            61,
            57,
            54,
            61
        ],
        [
            9712,
            4986,
            4726,
            9712,
            4986,
            4726
        ],
        [
            70.395059,
            160.145059,
            70.395059,
            70.395059,
            160.145059,
            70.395059
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            290154,
            -204384,
            -421156,
            510355,
            -146741,
            -157256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1545199200000,
    "last_datapoint_time": 1757419200000,
    "evaluation_time": 1757431733076,
    "expiration_time": 1763900496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    }
}

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)