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Trade: XRP/USDT/480/JMA/VWMA/9223

Strategy
XRP/USDT/480/JMA/VWMA/9223
Pair
XRP_USDT
Interval
8h
Score
356952
Daily Profit
0.159533
Profit Factor
1.837852
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 23:18
Expiration Time
2025-11-29 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 667692.0849 671113.4712 -3421.3863 -2068616.3157 5282143.5327 -7350759.8484
Total P&L (%) 667.6921 671.1135 -3.4214 -2068.6163 5282.1435 -7350.7598
Avg Daily Profit (%) 0.267 0.2684 -0.0014 0 0.1595 0
Buy And Hold Return (%) 843.5174 843.5174 843.5174 843.5174 843.5174 843.5174
Max Trade Drawdown -159314 -61672 -160480 -7837573 -2780224 -9716490
Profit Factor 2.0537 3.913 0.9915 0.8982 1.8379 0.4754
Total Trades 92 46 46 92 46 46
Winning Trades 48 23 25 47 22 25
Losing Trades 44 23 21 45 24 21
Profitability (%) 52.1739 50 54.3478 51.087 47.8261 54.3478
Ratio Avg Win / Avg Loss 1.8826 3.913 0.8329 0.86 2.0049 0.3993
Largest Winning Trade 168395 168395 65394 2664430 2664430 1245925
Largest Losing Trade -125927 -25278 -125927 -7390608 -1332477 -7390608
Avg Bars in Trades 77 80 73 77 80 73
Avg Bars in Winners 78 82 73 75 83 69
Avg Bars in Losers 75 78 73 78 78 79
Bars Traded 7092 3706 3385 7092 3706 3385
Profit Streak 157.1794 161.5128 157.1794 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151383 -149118 -579564 -580391 356952 -580140

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757967501999,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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": [
        [
            667692.0848752487,
            671113.4711982151,
            -3421.3863229661,
            -2068616.3157274392,
            5282143.532677076,
            -7350759.848404511
        ],
        [
            667.692085,
            671.113471,
            -3.421386,
            -2068.616316,
            5282.143533,
            -7350.759848
        ],
        [
            0.267042,
            0.26841,
            -0.001368,
            0,
            0.159533,
            0
        ],
        [
            843.517411,
            843.517411,
            843.517411,
            843.517411,
            843.517411,
            843.517411
        ],
        [
            -159314,
            -61672,
            -160480,
            -7837573,
            -2780224,
            -9716490
        ],
        [
            2.053707,
            3.913011,
            0.991516,
            0.898179,
            1.837852,
            0.475386
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            48,
            23,
            25,
            47,
            22,
            25
        ],
        [
            44,
            23,
            21,
            45,
            24,
            21
        ],
        [
            52.173913,
            50,
            54.347826,
            51.086957,
            47.826087,
            54.347826
        ],
        [
            1.882565,
            3.913011,
            0.832873,
            0.859958,
            2.004929,
            0.399324
        ],
        [
            168395,
            168395,
            65394,
            2664430,
            2664430,
            1245925
        ],
        [
            -125927,
            -25278,
            -125927,
            -7390608,
            -1332477,
            -7390608
        ],
        [
            77,
            80,
            73,
            77,
            80,
            73
        ],
        [
            78,
            82,
            73,
            75,
            83,
            69
        ],
        [
            75,
            78,
            73,
            78,
            78,
            79
        ],
        [
            7092,
            3706,
            3385,
            7092,
            3706,
            3385
        ],
        [
            157.179421,
            161.512755,
            157.179421,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151383,
            -149118,
            -579564,
            -580391,
            356952,
            -580140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541952000000,
    "first_datapoint_time": 1548172800000,
    "last_datapoint_time": 1757952000000,
    "evaluation_time": 1757967501999,
    "expiration_time": 1764432864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 80,
            "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)