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Trade: XRP/USDT/360/LINREG/JMA/3465

Strategy
XRP/USDT/360/LINREG/JMA/3465
Pair
XRP_USDT
Interval
6h
Score
423499
Daily Profit
0.198143
Profit Factor
1.626923
Profitability
53.658537
Streak
64.686279
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 19:28
Expiration Time
2025-11-29 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1025400.6127 889933.4467 135467.1661 13998853.4252 15863777.788 -1864924.3627
Total P&L (%) 1025.4006 889.9334 135.4672 13998.8534 15863.7778 -1864.9244
Avg Daily Profit (%) 0.4102 0.356 0.0542 0.1981 0.2031 0
Buy And Hold Return (%) 714.8499 714.8499 714.8499 714.8499 714.8499 714.8499
Max Trade Drawdown -134551 -108743 -65020 -8329912 -2249585 -6670473
Profit Factor 2.5314 3.3683 1.461 1.6269 2.6209 0.8513
Total Trades 123 61 62 123 61 62
Winning Trades 66 32 34 66 32 34
Losing Trades 57 29 28 57 29 28
Profitability (%) 53.6585 52.459 54.8387 53.6585 52.459 54.8387
Ratio Avg Win / Avg Loss 2.1862 3.0526 1.2032 1.4051 2.3752 0.7011
Largest Winning Trade 384131 384131 47005 13712224 13712224 1933542
Largest Losing Trade -43548 -35753 -43548 -4133018 -1691120 -4133018
Avg Bars in Trades 78 87 69 78 87 69
Avg Bars in Winners 82 96 69 82 96 69
Avg Bars in Losers 73 78 69 73 78 69
Bars Traded 9638 5356 4282 9638 5356 4282
Profit Streak 64.6863 96.9363 64.6863 64.6863 96.9363 64.6863
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14189 -234170 -438260 423499 -147339 -733772

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757953694537,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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": [
        [
            1025400.6127459689,
            889933.4466863539,
            135467.1660596152,
            13998853.42522418,
            15863777.787961919,
            -1864924.3627377397
        ],
        [
            1025.400613,
            889.933447,
            135.467166,
            13998.853425,
            15863.777788,
            -1864.924363
        ],
        [
            0.41016,
            0.355973,
            0.054187,
            0.198143,
            0.203122,
            0
        ],
        [
            714.849853,
            714.849853,
            714.849853,
            714.849853,
            714.849853,
            714.849853
        ],
        [
            -134551,
            -108743,
            -65020,
            -8329912,
            -2249585,
            -6670473
        ],
        [
            2.531377,
            3.368344,
            1.461036,
            1.626923,
            2.620946,
            0.851314
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            53.658537,
            52.459016,
            54.83871,
            53.658537,
            52.459016,
            54.83871
        ],
        [
            2.18619,
            3.052562,
            1.203206,
            1.40507,
            2.375232,
            0.701082
        ],
        [
            384131,
            384131,
            47005,
            13712224,
            13712224,
            1933542
        ],
        [
            -43548,
            -35753,
            -43548,
            -4133018,
            -1691120,
            -4133018
        ],
        [
            78,
            87,
            69,
            78,
            87,
            69
        ],
        [
            82,
            96,
            69,
            82,
            96,
            69
        ],
        [
            73,
            78,
            69,
            73,
            78,
            69
        ],
        [
            9638,
            5356,
            4282,
            9638,
            5356,
            4282
        ],
        [
            64.686279,
            96.936279,
            64.686279,
            64.686279,
            96.936279,
            64.686279
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14189,
            -234170,
            -438260,
            423499,
            -147339,
            -733772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1546020000000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757953694537,
    "expiration_time": 1764417600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 186,
            "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)