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Trade: XRP/USDT/480/JMA/MIDPRICE/9978

Strategy
XRP/USDT/480/JMA/MIDPRICE/9978
Pair
XRP_USDT
Interval
8h
Score
655393
Daily Profit
0.219600
Profit Factor
4.733040
Profitability
68.421053
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 05:02
Expiration Time
2025-12-13 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 761018.0119 642037.1204 118980.8915 4247314.4401 24033389.6157 -19786075.1756
Total P&L (%) 761.018 642.0371 118.9809 4247.3144 24033.3896 -19786.0752
Avg Daily Profit (%) 0.3043 0.2567 0.0476 0.1509 0.2196 0
Buy And Hold Return (%) 825.0461 825.0461 825.0461 825.0461 825.0461 825.0461
Max Trade Drawdown -108382 -82199 -111703 -23165196 -2846185 -24825167
Profit Factor 2.6952 5.0853 1.4078 1.1111 4.733 0.3777
Total Trades 77 38 39 77 38 39
Winning Trades 49 26 23 49 26 23
Losing Trades 28 12 16 28 12 16
Profitability (%) 63.6364 68.4211 58.9744 63.6364 68.4211 58.9744
Ratio Avg Win / Avg Loss 1.5401 2.3471 0.9793 0.6349 2.1845 0.2627
Largest Winning Trade 104208 104208 53909 13383655 13383655 2525423
Largest Losing Trade -84604 -50916 -84604 -18132683 -2314858 -18132683
Avg Bars in Trades 91 98 84 91 98 84
Avg Bars in Winners 113 99 128 113 99 128
Avg Bars in Losers 54 96 21 54 96 21
Bars Traded 7055 3743 3312 7055 3743 3312
Profit Streak 71.7515 0 73.4181 71.7515 0 73.4181
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195380 -146996 -294335 -137278 655393 -579036
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548921600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111327522,
    "expiration_time": 1765586592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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": [
        [
            761018.0119452726,
            642037.1204465537,
            118980.8914987187,
            4247314.440149652,
            24033389.615705688,
            -19786075.175556034
        ],
        [
            761.018012,
            642.03712,
            118.980891,
            4247.31444,
            24033.389616,
            -19786.075176
        ],
        [
            0.304285,
            0.256712,
            0.047573,
            0.150939,
            0.2196,
            0
        ],
        [
            825.046058,
            825.046058,
            825.046058,
            825.046058,
            825.046058,
            825.046058
        ],
        [
            -108382,
            -82199,
            -111703,
            -23165196,
            -2846185,
            -24825167
        ],
        [
            2.695215,
            5.085305,
            1.407799,
            1.111096,
            4.73304,
            0.377658
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            63.636364,
            68.421053,
            58.974359,
            63.636364,
            68.421053,
            58.974359
        ],
        [
            1.540123,
            2.347064,
            0.979339,
            0.634912,
            2.18448,
            0.262719
        ],
        [
            104208,
            104208,
            53909,
            13383655,
            13383655,
            2525423
        ],
        [
            -84604,
            -50916,
            -84604,
            -18132683,
            -2314858,
            -18132683
        ],
        [
            91,
            98,
            84,
            91,
            98,
            84
        ],
        [
            113,
            99,
            128,
            113,
            99,
            128
        ],
        [
            54,
            96,
            21,
            54,
            96,
            21
        ],
        [
            7055,
            3743,
            3312,
            7055,
            3743,
            3312
        ],
        [
            71.751476,
            0,
            73.418143,
            71.751476,
            0,
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        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195380,
            -146996,
            -294335,
            -137278,
            655393,
            -579036
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7503,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1548921600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759111327522,
    "expiration_time": 1765586592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 205,
            "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)