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Trade: XRP/USDT/480/JMA/MIDPRICE/7751

Strategy
XRP/USDT/480/JMA/MIDPRICE/7751
Pair
XRP_USDT
Interval
8h
Score
344197
Daily Profit
0.217125
Profit Factor
1.406396
Profitability
44.230769
Streak
107.686540
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-10 03:28
Expiration Time
2025-11-24 02:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1000233.8239 873054.7129 127179.111 22571262.9124 29573718.9038 -7002455.9914
Total P&L (%) 1000.2338 873.0547 127.1791 22571.2629 29573.7189 -7002.456
Avg Daily Profit (%) 0.4 0.3491 0.0509 0.2171 0.2279 0
Buy And Hold Return (%) 705.3728 705.3728 705.3728 705.3728 705.3728 705.3728
Max Trade Drawdown -77645 -60900 -83979 -9633014 -4988776 -14843778
Profit Factor 2.5161 3.9326 1.3513 1.4064 2.2663 0.7824
Total Trades 156 78 78 156 78 78
Winning Trades 69 34 35 69 34 35
Losing Trades 87 44 43 87 44 43
Profitability (%) 44.2308 43.5897 44.8718 44.2308 43.5897 44.8718
Ratio Avg Win / Avg Loss 3.1725 5.0893 1.6602 1.7733 2.9329 0.9613
Largest Winning Trade 199816 199816 65046 13677954 13677954 3945792
Largest Losing Trade -29596 -21655 -29596 -6473683 -4926271 -6473683
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 60 48 71 60 48 71
Avg Bars in Losers 34 39 28 34 39 28
Bars Traded 7109 3384 3725 7109 3384 3725
Profit Streak 107.6865 107.6865 110.3532 107.6865 107.6865 110.3532
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -21651 -111884 -325155 344197 -23798 -616668

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1547049600000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757464117076,
    "expiration_time": 1763944128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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": [
        [
            1000233.8239439109,
            873054.7129040117,
            127179.111039899,
            22571262.9123863,
            29573718.903774746,
            -7002455.991388459
        ],
        [
            1000.233824,
            873.054713,
            127.179111,
            22571.262912,
            29573.718904,
            -7002.455991
        ],
        [
            0.399986,
            0.349128,
            0.050858,
            0.217125,
            0.227912,
            0
        ],
        [
            705.372807,
            705.372807,
            705.372807,
            705.372807,
            705.372807,
            705.372807
        ],
        [
            -77645,
            -60900,
            -83979,
            -9633014,
            -4988776,
            -14843778
        ],
        [
            2.5161,
            3.932604,
            1.351289,
            1.406396,
            2.266332,
            0.78244
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            44.230769,
            43.589744,
            44.871795,
            44.230769,
            43.589744,
            44.871795
        ],
        [
            3.172474,
            5.089252,
            1.660156,
            1.773281,
            2.9329,
            0.961283
        ],
        [
            199816,
            199816,
            65046,
            13677954,
            13677954,
            3945792
        ],
        [
            -29596,
            -21655,
            -29596,
            -6473683,
            -4926271,
            -6473683
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            60,
            48,
            71,
            60,
            48,
            71
        ],
        [
            34,
            39,
            28,
            34,
            39,
            28
        ],
        [
            7109,
            3384,
            3725,
            7109,
            3384,
            3725
        ],
        [
            107.68654,
            107.68654,
            110.353207,
            107.68654,
            107.68654,
            110.353207
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -21651,
            -111884,
            -325155,
            344197,
            -23798,
            -616668
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541433600000,
    "first_datapoint_time": 1547049600000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757464117076,
    "expiration_time": 1763944128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 43,
            "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)