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Trade: XRP/USDT/480/JMA/WMA/2458

Strategy
XRP/USDT/480/JMA/WMA/2458
Pair
XRP_USDT
Interval
8h
Score
449096
Daily Profit
0.241322
Profit Factor
2.109833
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-22 20:38
Expiration Time
2025-12-06 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 837552.6936 717292.5606 120260.133 -5491101.3995 41363124.1331 -46854225.5325
Total P&L (%) 837.5527 717.2926 120.2601 -5491.1014 41363.1241 -46854.2255
Avg Daily Profit (%) 0.3349 0.2868 0.0481 0 0.2413 0
Buy And Hold Return (%) 849.202 849.202 849.202 849.202 849.202 849.202
Max Trade Drawdown -123451 -27134 -157538 -68906101 -14518003 -69703209
Profit Factor 3.0213 6.6267 1.4192 0.9584 2.1098 0.5047
Total Trades 63 32 31 63 32 31
Winning Trades 40 21 19 37 19 18
Losing Trades 23 11 12 26 13 13
Profitability (%) 63.4921 65.625 61.2903 58.7302 59.375 58.0645
Ratio Avg Win / Avg Loss 1.7372 3.4711 0.8963 0.6734 1.4436 0.3645
Largest Winning Trade 136545 136545 55523 16655756 16655756 7897892
Largest Losing Trade -108991 -17360 -108991 -47805422 -8772227 -47805422
Avg Bars in Trades 111 92 130 111 92 130
Avg Bars in Winners 111 81 145 110 77 145
Avg Bars in Losers 110 115 105 112 115 108
Bars Traded 7005 2975 4030 7005 2975 4030
Profit Streak 193.4016 353.4016 193.4016 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -298706 -145133 -293303 -730646 449096 -579772

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562694297,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "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": [
        [
            837552.6936132718,
            717292.560641732,
            120260.1329715397,
            -5491101.3994716415,
            41363124.13306591,
            -46854225.53253756
        ],
        [
            837.552694,
            717.292561,
            120.260133,
            -5491.101399,
            41363.124133,
            -46854.225533
        ],
        [
            0.334931,
            0.28684,
            0.048091,
            0,
            0.241322,
            0
        ],
        [
            849.202031,
            849.202031,
            849.202031,
            849.202031,
            849.202031,
            849.202031
        ],
        [
            -123451,
            -27134,
            -157538,
            -68906101,
            -14518003,
            -69703209
        ],
        [
            3.021298,
            6.626727,
            1.419194,
            0.958357,
            2.109833,
            0.504671
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            40,
            21,
            19,
            37,
            19,
            18
        ],
        [
            23,
            11,
            12,
            26,
            13,
            13
        ],
        [
            63.492063,
            65.625,
            61.290323,
            58.730159,
            59.375,
            58.064516
        ],
        [
            1.737246,
            3.471143,
            0.896333,
            0.67344,
            1.44357,
            0.364485
        ],
        [
            136545,
            136545,
            55523,
            16655756,
            16655756,
            7897892
        ],
        [
            -108991,
            -17360,
            -108991,
            -47805422,
            -8772227,
            -47805422
        ],
        [
            111,
            92,
            130,
            111,
            92,
            130
        ],
        [
            111,
            81,
            145,
            110,
            77,
            145
        ],
        [
            110,
            115,
            105,
            112,
            115,
            108
        ],
        [
            7005,
            2975,
            4030,
            7005,
            2975,
            4030
        ],
        [
            193.401554,
            353.401554,
            193.401554,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -298706,
            -145133,
            -293303,
            -730646,
            449096,
            -579772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1542528000000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758562694297,
    "expiration_time": 1765038528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 95,
            "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)