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Trade: XRP/USDT/480/JMA/SINWMA/5419

Strategy
XRP/USDT/480/JMA/SINWMA/5419
Pair
XRP_USDT
Interval
8h
Score
338461
Daily Profit
0.230514
Profit Factor
1.329948
Profitability
47.761194
Streak
150.611067
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-12 09:39
Expiration Time
2025-11-26 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1037098.0875 873628.2914 163469.7961 31539082.3399 56929701.6537 -25390619.3139
Total P&L (%) 1037.0981 873.6283 163.4698 31539.0823 56929.7017 -25390.6193
Avg Daily Profit (%) 0.4148 0.3494 0.0654 0.2305 0.2541 0
Buy And Hold Return (%) 757.3954 757.3954 757.3954 757.3954 757.3954 757.3954
Max Trade Drawdown -101522 -80648 -76316 -38310864 -13212034 -36277503
Profit Factor 2.6147 3.6951 1.5138 1.3299 2.5308 0.5652
Total Trades 134 67 67 134 67 67
Winning Trades 64 30 34 64 30 34
Losing Trades 70 37 33 70 37 33
Profitability (%) 47.7612 44.7761 50.7463 47.7612 44.7761 50.7463
Ratio Avg Win / Avg Loss 2.8598 4.5573 1.4693 1.4546 3.1213 0.5486
Largest Winning Trade 163992 163992 64235 27672312 27672312 5130297
Largest Losing Trade -47890 -29525 -47890 -27021545 -6945481 -27021545
Avg Bars in Trades 53 53 53 53 53 53
Avg Bars in Winners 65 64 66 65 64 66
Avg Bars in Losers 42 44 39 42 44 39
Bars Traded 7172 3603 3569 7172 3603 3569
Profit Streak 150.6111 164.2777 150.6111 150.6111 164.2777 150.6111
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -35189 -219903 -386030 338461 -104698 -696787

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545494400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757659196155,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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": [
        [
            1037098.087514621,
            873628.2914100211,
            163469.7961045992,
            31539082.339874655,
            56929701.65374139,
            -25390619.313866757
        ],
        [
            1037.098088,
            873.628291,
            163.469796,
            31539.08234,
            56929.701654,
            -25390.619314
        ],
        [
            0.414784,
            0.349405,
            0.065379,
            0.230514,
            0.254135,
            0
        ],
        [
            757.395354,
            757.395354,
            757.395354,
            757.395354,
            757.395354,
            757.395354
        ],
        [
            -101522,
            -80648,
            -76316,
            -38310864,
            -13212034,
            -36277503
        ],
        [
            2.614676,
            3.695071,
            1.513834,
            1.329948,
            2.530774,
            0.565215
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            47.761194,
            44.776119,
            50.746269,
            47.761194,
            44.776119,
            50.746269
        ],
        [
            2.859802,
            4.557254,
            1.46931,
            1.45463,
            3.121288,
            0.548591
        ],
        [
            163992,
            163992,
            64235,
            27672312,
            27672312,
            5130297
        ],
        [
            -47890,
            -29525,
            -47890,
            -27021545,
            -6945481,
            -27021545
        ],
        [
            53,
            53,
            53,
            53,
            53,
            53
        ],
        [
            65,
            64,
            66,
            65,
            64,
            66
        ],
        [
            42,
            44,
            39,
            42,
            44,
            39
        ],
        [
            7172,
            3603,
            3569,
            7172,
            3603,
            3569
        ],
        [
            150.611066,
            164.277733,
            150.611066,
            150.611067,
            164.277733,
            150.611067
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -35189,
            -219903,
            -386030,
            338461,
            -104698,
            -696787
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541635200000,
    "first_datapoint_time": 1545494400000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757659196155,
    "expiration_time": 1764116064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 24,
            "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)