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Trade: XRP/USDT/480/JMA/VWMA/9426

Strategy
XRP/USDT/480/JMA/VWMA/9426
Pair
XRP_USDT
Interval
8h
Score
493038
Daily Profit
0.214286
Profit Factor
2.000323
Profitability
55.319149
Streak
155.371996
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-09 19:55
Expiration Time
2025-11-23 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 928418.6585 819407.1528 109011.5057 13619465.6805 21021054.6008 -7401588.9203
Total P&L (%) 928.4187 819.4072 109.0115 13619.4657 21021.0546 -7401.5889
Avg Daily Profit (%) 0.3713 0.3277 0.0436 0.197 0.2143 0
Buy And Hold Return (%) 839.0737 839.0737 839.0737 839.0737 839.0737 839.0737
Max Trade Drawdown -66807 -49058 -108325 -14377144 -9807785 -17755702
Profit Factor 2.8128 4.9718 1.3564 1.2777 2.0003 0.7359
Total Trades 94 47 47 94 47 47
Winning Trades 47 26 21 47 26 21
Losing Trades 47 21 26 47 21 26
Profitability (%) 50 55.3191 44.6809 50 55.3191 44.6809
Ratio Avg Win / Avg Loss 2.8128 4.0157 1.6794 1.2777 1.6156 0.9112
Largest Winning Trade 154534 154534 62990 9469074 9469074 5016846
Largest Losing Trade -56555 -27680 -56555 -8782271 -5655562 -8782271
Avg Bars in Trades 75 73 76 75 73 76
Avg Bars in Winners 84 69 102 84 69 102
Avg Bars in Losers 66 79 55 66 79 55
Bars Traded 7083 3475 3608 7083 3475 3608
Profit Streak 152.372 155.372 152.372 152.372 155.372 152.372
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116177 -147139 -300332 344245 493038 -582190

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1548259200000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757436940430,
    "expiration_time": 1763915328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            928418.6585484978,
            819407.1528135553,
            109011.5057349418,
            13619465.680451918,
            21021054.600762088,
            -7401588.920310175
        ],
        [
            928.418659,
            819.407153,
            109.011506,
            13619.46568,
            21021.054601,
            -7401.58892
        ],
        [
            0.371268,
            0.327675,
            0.043593,
            0.196997,
            0.214286,
            0
        ],
        [
            839.073691,
            839.073691,
            839.073691,
            839.073691,
            839.073691,
            839.073691
        ],
        [
            -66807,
            -49058,
            -108325,
            -14377144,
            -9807785,
            -17755702
        ],
        [
            2.812838,
            4.971793,
            1.356446,
            1.277702,
            2.000323,
            0.735932
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            47,
            26,
            21,
            47,
            26,
            21
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            50,
            55.319149,
            44.680851,
            50,
            55.319149,
            44.680851
        ],
        [
            2.812838,
            4.015679,
            1.679409,
            1.277702,
            1.615645,
            0.911154
        ],
        [
            154534,
            154534,
            62990,
            9469074,
            9469074,
            5016846
        ],
        [
            -56555,
            -27680,
            -56555,
            -8782271,
            -5655562,
            -8782271
        ],
        [
            75,
            73,
            76,
            75,
            73,
            76
        ],
        [
            84,
            69,
            102,
            84,
            69,
            102
        ],
        [
            66,
            79,
            55,
            66,
            79,
            55
        ],
        [
            7083,
            3475,
            3608,
            7083,
            3475,
            3608
        ],
        [
            152.371996,
            155.371996,
            152.371996,
            152.371996,
            155.371996,
            152.371996
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116177,
            -147139,
            -300332,
            344245,
            493038,
            -582190
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541404800000,
    "first_datapoint_time": 1548259200000,
    "last_datapoint_time": 1757433600000,
    "evaluation_time": 1757436940430,
    "expiration_time": 1763915328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)