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Trade: XRP/USDT/480/JMA/SSF/4709

Strategy
XRP/USDT/480/JMA/SSF/4709
Pair
XRP_USDT
Interval
8h
Score
597756
Daily Profit
0.215716
Profit Factor
3.875943
Profitability
53.191489
Streak
165.836780
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-14 15:04
Expiration Time
2025-11-28 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 979912.6644 839464.6456 140448.0188 19151237.1468 21772024.4456 -2620787.2988
Total P&L (%) 979.9127 839.4646 140.448 19151.2371 21772.0244 -2620.7873
Avg Daily Profit (%) 0.3919 0.3357 0.0562 0.2106 0.2157 0
Buy And Hold Return (%) 871.9181 871.9181 871.9181 871.9181 871.9181 871.9181
Max Trade Drawdown -88525 -42989 -83114 -6519811 -2693578 -10452132
Profit Factor 3.247 6.4644 1.4972 1.7896 3.8759 0.8429
Total Trades 93 47 46 93 47 46
Winning Trades 46 25 21 46 25 21
Losing Trades 47 22 25 47 22 25
Profitability (%) 49.4624 53.1915 45.6522 49.4624 53.1915 45.6522
Ratio Avg Win / Avg Loss 3.3175 5.6887 1.7824 1.8285 3.4108 1.0035
Largest Winning Trade 307900 307900 49892 12343168 12343168 2525639
Largest Losing Trade -55923 -20760 -55923 -6138931 -1205316 -6138931
Avg Bars in Trades 75 67 84 75 67 84
Avg Bars in Winners 104 83 128 104 83 128
Avg Bars in Losers 47 49 46 47 49 46
Bars Traded 7045 3179 3866 7045 3179 3866
Profit Streak 165.8368 165.8368 180.1701 165.8368 165.8368 180.1701
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109937 -146589 -281934 465984 597756 -579757

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541836800000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757851497829,
    "expiration_time": 1764317664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            979912.6643508498,
            839464.6455577896,
            140448.0187930606,
            19151237.146787334,
            21772024.445573553,
            -2620787.298786222
        ],
        [
            979.912664,
            839.464646,
            140.448019,
            19151.237147,
            21772.024446,
            -2620.787299
        ],
        [
            0.391913,
            0.335742,
            0.056172,
            0.2106,
            0.215716,
            0
        ],
        [
            871.918134,
            871.918134,
            871.918134,
            871.918134,
            871.918134,
            871.918134
        ],
        [
            -88525,
            -42989,
            -83114,
            -6519811,
            -2693578,
            -10452132
        ],
        [
            3.246953,
            6.464425,
            1.49719,
            1.78959,
            3.875943,
            0.842919
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            49.462366,
            53.191489,
            45.652174,
            49.462366,
            53.191489,
            45.652174
        ],
        [
            3.317539,
            5.688694,
            1.782369,
            1.828495,
            3.41083,
            1.003474
        ],
        [
            307900,
            307900,
            49892,
            12343168,
            12343168,
            2525639
        ],
        [
            -55923,
            -20760,
            -55923,
            -6138931,
            -1205316,
            -6138931
        ],
        [
            75,
            67,
            84,
            75,
            67,
            84
        ],
        [
            104,
            83,
            128,
            104,
            83,
            128
        ],
        [
            47,
            49,
            46,
            47,
            49,
            46
        ],
        [
            7045,
            3179,
            3866,
            7045,
            3179,
            3866
        ],
        [
            165.83678,
            165.83678,
            180.170114,
            165.83678,
            165.83678,
            180.170114
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109937,
            -146589,
            -281934,
            465984,
            597756,
            -579757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541836800000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1757836800000,
    "evaluation_time": 1757851497829,
    "expiration_time": 1764317664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "offset": 0,
            "poles": 3
        }
    }
}

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)