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Trade: XRP/USDT/480/JMA/PWMA/3296

Strategy
XRP/USDT/480/JMA/PWMA/3296
Pair
XRP_USDT
Interval
8h
Score
406593
Daily Profit
0.165205
Profit Factor
1.545255
Profitability
48.091603
Streak
167.579306
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-17 00:54
Expiration Time
2025-11-30 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 847383.7942 766617.2378 80766.5563 6104320.2333 7103814.7669 -999494.5336
Total P&L (%) 847.3838 766.6172 80.7666 6104.3202 7103.8148 -999.4945
Avg Daily Profit (%) 0.3389 0.3066 0.0323 0.1652 0.1712 0
Buy And Hold Return (%) 896.5411 896.5411 896.5411 896.5411 896.5411 896.5411
Max Trade Drawdown -103656 -79087 -99218 -2826481 -2163418 -3055409
Profit Factor 2.5075 4.4827 1.2362 1.5453 2.6393 0.8543
Total Trades 131 66 65 131 66 65
Winning Trades 63 32 31 63 32 31
Losing Trades 68 34 34 68 34 34
Profitability (%) 48.0916 48.4848 47.6923 48.0916 48.4848 47.6923
Ratio Avg Win / Avg Loss 2.7065 4.7628 1.3558 1.6679 2.8043 0.937
Largest Winning Trade 306518 306518 51957 3357615 3357615 799089
Largest Losing Trade -49803 -22978 -49803 -1384897 -800641 -1384897
Avg Bars in Trades 53 48 59 53 48 59
Avg Bars in Winners 67 54 81 67 54 81
Avg Bars in Losers 40 42 39 40 42 39
Bars Traded 7042 3184 3858 7042 3184 3858
Profit Streak 167.5793 167.5793 182.5793 167.5793 167.5793 182.5793
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150785 -273216 -447432 406593 -110976 -712384

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758059652004,
    "expiration_time": 1764520128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 29,
            "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": [
        [
            847383.7941522168,
            766617.2378417655,
            80766.5563104515,
            6104320.23332414,
            7103814.766912807,
            -999494.5335886632
        ],
        [
            847.383794,
            766.617238,
            80.766556,
            6104.320233,
            7103.814767,
            -999.494534
        ],
        [
            0.338863,
            0.306565,
            0.032298,
            0.165205,
            0.171188,
            0
        ],
        [
            896.541147,
            896.541147,
            896.541147,
            896.541147,
            896.541147,
            896.541147
        ],
        [
            -103656,
            -79087,
            -99218,
            -2826481,
            -2163418,
            -3055409
        ],
        [
            2.507496,
            4.48267,
            1.236166,
            1.545255,
            2.639342,
            0.854344
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            48.091603,
            48.484848,
            47.692308,
            48.091603,
            48.484848,
            47.692308
        ],
        [
            2.706503,
            4.762837,
            1.355795,
            1.667894,
            2.804301,
            0.937023
        ],
        [
            306518,
            306518,
            51957,
            3357615,
            3357615,
            799089
        ],
        [
            -49803,
            -22978,
            -49803,
            -1384897,
            -800641,
            -1384897
        ],
        [
            53,
            48,
            59,
            53,
            48,
            59
        ],
        [
            67,
            54,
            81,
            67,
            54,
            81
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            7042,
            3184,
            3858,
            7042,
            3184,
            3858
        ],
        [
            167.579305,
            167.579305,
            182.579305,
            167.579306,
            167.579306,
            182.579306
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150785,
            -273216,
            -447432,
            406593,
            -110976,
            -712384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542009600000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1758038400000,
    "evaluation_time": 1758059652004,
    "expiration_time": 1764520128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 29,
            "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)