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Trade: XRP/USDT/360/LINREG/JMA/9988

Strategy
XRP/USDT/360/LINREG/JMA/9988
Pair
XRP_USDT
Interval
6h
Score
478568
Daily Profit
0.212050
Profit Factor
1.651858
Profitability
60.283688
Streak
70.385030
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 06:14
Expiration Time
2025-12-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1069826.9035 928749.0797 141077.8238 19846693.1167 19863451.3539 -16758.2372
Total P&L (%) 1069.8269 928.7491 141.0778 19846.6931 19863.4514 -16.7582
Avg Daily Profit (%) 0.4279 0.3715 0.0564 0.2121 0.2121 -0.0073
Buy And Hold Return (%) 738.3371 738.3371 738.3371 738.3371 738.3371 738.3371
Max Trade Drawdown -130927 -114927 -49441 -15723527 -5842075 -9990333
Profit Factor 2.5107 3.432 1.4324 1.6519 2.3549 0.9989
Total Trades 141 70 71 141 70 71
Winning Trades 85 41 44 85 41 44
Losing Trades 56 29 27 56 29 27
Profitability (%) 60.2837 58.5714 61.9718 60.2837 58.5714 61.9718
Ratio Avg Win / Avg Loss 1.6541 2.4275 0.879 1.0883 1.6656 0.613
Largest Winning Trade 363838 363838 58648 13318271 13318271 2668402
Largest Losing Trade -40007 -34902 -40007 -6309347 -3745316 -6309347
Avg Bars in Trades 69 77 61 69 77 61
Avg Bars in Winners 70 80 60 70 80 60
Avg Bars in Losers 67 72 61 67 72 61
Bars Traded 9732 5399 4333 9732 5399 4333
Profit Streak 70.385 103.885 70.385 70.385 103.885 70.385
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8191 -161191 -368276 478568 -79087 -664938

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758424466638,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "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": [
        [
            1069826.9035357102,
            928749.0797245329,
            141077.8238111772,
            19846693.116708122,
            19863451.353899878,
            -16758.2371917516
        ],
        [
            1069.826904,
            928.74908,
            141.077824,
            19846.693117,
            19863.451354,
            -16.758237
        ],
        [
            0.427931,
            0.3715,
            0.056431,
            0.21205,
            0.212084,
            -0.007337
        ],
        [
            738.337118,
            738.337118,
            738.337118,
            738.337118,
            738.337118,
            738.337118
        ],
        [
            -130927,
            -114927,
            -49441,
            -15723527,
            -5842075,
            -9990333
        ],
        [
            2.510702,
            3.431982,
            1.432388,
            1.651858,
            2.354883,
            0.998938
        ],
        [
            141,
            70,
            71,
            141,
            70,
            71
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            60.283688,
            58.571429,
            61.971831,
            60.283688,
            58.571429,
            61.971831
        ],
        [
            1.654109,
            2.4275,
            0.878965,
            1.088283,
            1.665649,
            0.612985
        ],
        [
            363838,
            363838,
            58648,
            13318271,
            13318271,
            2668402
        ],
        [
            -40007,
            -34902,
            -40007,
            -6309347,
            -3745316,
            -6309347
        ],
        [
            69,
            77,
            61,
            69,
            77,
            61
        ],
        [
            70,
            80,
            60,
            70,
            80,
            60
        ],
        [
            67,
            72,
            61,
            67,
            72,
            61
        ],
        [
            9732,
            5399,
            4333,
            9732,
            5399,
            4333
        ],
        [
            70.38503,
            103.88503,
            70.38503,
            70.38503,
            103.885031,
            70.385031
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8191,
            -161191,
            -368276,
            478568,
            -79087,
            -664938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758424466638,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "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)