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Trade: XRP/USDT/480/JMA/SSF/7475

Strategy
XRP/USDT/480/JMA/SSF/7475
Pair
XRP_USDT
Interval
8h
Score
455695
Daily Profit
0.156047
Profit Factor
2.343437
Profitability
52.941176
Streak
156.191135
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-08 15:35
Expiration Time
2025-11-22 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771563.1425 704092.4907 67470.6519 4019361.7843 4833573.3932 -814211.6089
Total P&L (%) 771.5631 704.0925 67.4707 4019.3618 4833.5734 -814.2116
Avg Daily Profit (%) 0.3086 0.2816 0.027 0.1488 0.156 0
Buy And Hold Return (%) 832.3548 832.3548 832.3548 832.3548 832.3548 832.3548
Max Trade Drawdown -108640 -77096 -111607 -3779225 -2620341 -2859657
Profit Factor 2.6877 5.5045 1.2243 1.4532 2.3434 0.8455
Total Trades 67 34 33 67 34 33
Winning Trades 36 18 18 36 18 18
Losing Trades 31 16 15 31 16 15
Profitability (%) 53.7313 52.9412 54.5455 53.7313 52.9412 54.5455
Ratio Avg Win / Avg Loss 2.3144 4.8929 1.0202 1.2513 2.0831 0.7046
Largest Winning Trade 252064 252064 46507 2040220 2040220 889707
Largest Losing Trade -60060 -24217 -60060 -1390378 -1078286 -1390378
Avg Bars in Trades 105 94 115 105 94 115
Avg Bars in Winners 131 113 149 131 113 149
Avg Bars in Losers 74 73 75 74 73 75
Bars Traded 7042 3218 3824 7042 3218 3824
Profit Streak 156.1911 156.1911 232.1911 156.1911 156.1911 232.1911
Trades During Streak 4 2 3 4 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -270818 -147549 -321063 -113559 455695 -578858

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1548000000000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757334914045,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            771563.1425080785,
            704092.490651739,
            67470.6518563397,
            4019361.784270278,
            4833573.393208252,
            -814211.608937976
        ],
        [
            771.563143,
            704.092491,
            67.470652,
            4019.361784,
            4833.573393,
            -814.211609
        ],
        [
            0.308585,
            0.2816,
            0.026985,
            0.148822,
            0.156047,
            0
        ],
        [
            832.354798,
            832.354798,
            832.354798,
            832.354798,
            832.354798,
            832.354798
        ],
        [
            -108640,
            -77096,
            -111607,
            -3779225,
            -2620341,
            -2859657
        ],
        [
            2.687744,
            5.504493,
            1.224269,
            1.453169,
            2.343437,
            0.845546
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            53.731343,
            52.941176,
            54.545455,
            53.731343,
            52.941176,
            54.545455
        ],
        [
            2.314446,
            4.892883,
            1.020224,
            1.25134,
            2.083055,
            0.704622
        ],
        [
            252064,
            252064,
            46507,
            2040220,
            2040220,
            889707
        ],
        [
            -60060,
            -24217,
            -60060,
            -1390378,
            -1078286,
            -1390378
        ],
        [
            105,
            94,
            115,
            105,
            94,
            115
        ],
        [
            131,
            113,
            149,
            131,
            113,
            149
        ],
        [
            74,
            73,
            75,
            74,
            73,
            75
        ],
        [
            7042,
            3218,
            3824,
            7042,
            3218,
            3824
        ],
        [
            156.191135,
            156.191135,
            232.191135,
            156.191135,
            156.191135,
            232.191135
        ],
        [
            4,
            2,
            3,
            4,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -270818,
            -147549,
            -321063,
            -113559,
            455695,
            -578858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541318400000,
    "first_datapoint_time": 1548000000000,
    "last_datapoint_time": 1757318400000,
    "evaluation_time": 1757334914045,
    "expiration_time": 1763799264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 81,
            "offset": 0,
            "poles": 2
        }
    }
}

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)