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Trade: XRP/USDT/480/JMA/MIDPRICE/7300

Strategy
XRP/USDT/480/JMA/MIDPRICE/7300
Pair
XRP_USDT
Interval
8h
Score
639748
Daily Profit
0.181517
Profit Factor
5.514599
Profitability
63.157895
Streak
0.000000
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-14 11:30
Expiration Time
2025-11-28 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592614.3092 548757.1446 43857.1646 1451725.1932 9222623.2898 -7770898.0966
Total P&L (%) 592.6143 548.7571 43.8572 1451.7252 9222.6233 -7770.8981
Avg Daily Profit (%) 0.237 0.2194 0.0175 0.1097 0.1815 0
Buy And Hold Return (%) 878.1691 878.1691 878.1691 878.1691 878.1691 878.1691
Max Trade Drawdown -131348 -73337 -130843 -9208169 -839234 -9345150
Profit Factor 2.2151 4.5852 1.1311 1.1027 5.5146 0.3574
Total Trades 76 38 38 76 38 38
Winning Trades 45 24 21 45 24 21
Losing Trades 31 14 17 31 14 17
Profitability (%) 59.2105 63.1579 55.2632 59.2105 63.1579 55.2632
Ratio Avg Win / Avg Loss 1.526 2.6747 0.9156 0.7596 3.2168 0.2893
Largest Winning Trade 108402 108402 52742 5363729 5363729 958093
Largest Losing Trade -73835 -49986 -73835 -4710212 -839234 -4710212
Avg Bars in Trades 90 97 84 90 97 84
Avg Bars in Winners 103 96 111 103 96 111
Avg Bars in Losers 71 98 50 71 98 50
Bars Traded 6882 3688 3194 6882 3688 3194
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 -205514 -148364 -412532 -216842 639748 -580082

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757838643314,
    "expiration_time": 1764318528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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": [
        [
            592614.309183318,
            548757.1446057578,
            43857.1645775605,
            1451725.1931527525,
            9222623.28977414,
            -7770898.096621387
        ],
        [
            592.614309,
            548.757145,
            43.857165,
            1451.725193,
            9222.62329,
            -7770.898097
        ],
        [
            0.236982,
            0.219444,
            0.017538,
            0.109709,
            0.181517,
            0
        ],
        [
            878.169126,
            878.169126,
            878.169126,
            878.169126,
            878.169126,
            878.169126
        ],
        [
            -131348,
            -73337,
            -130843,
            -9208169,
            -839234,
            -9345150
        ],
        [
            2.215133,
            4.585235,
            1.13106,
            1.1027,
            5.514599,
            0.357394
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            59.210526,
            63.157895,
            55.263158,
            59.210526,
            63.157895,
            55.263158
        ],
        [
            1.525981,
            2.674721,
            0.91562,
            0.759638,
            3.216849,
            0.289319
        ],
        [
            108402,
            108402,
            52742,
            5363729,
            5363729,
            958093
        ],
        [
            -73835,
            -49986,
            -73835,
            -4710212,
            -839234,
            -4710212
        ],
        [
            90,
            97,
            84,
            90,
            97,
            84
        ],
        [
            103,
            96,
            111,
            103,
            96,
            111
        ],
        [
            71,
            98,
            50,
            71,
            98,
            50
        ],
        [
            6882,
            3688,
            3194,
            6882,
            3688,
            3194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205514,
            -148364,
            -412532,
            -216842,
            639748,
            -580082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757838643314,
    "expiration_time": 1764318528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "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)