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Trade: XRP/USDT/5/JMA/BBU/4049

Strategy
XRP/USDT/5/JMA/BBU/4049
Pair
XRP_USDT
Interval
5m
Score
337276
Daily Profit
0.738472
Profit Factor
1.952404
Profitability
58.252427
Streak
5.376420
Best Strategy
Training Data Length
86.810000
Evaluation Time
2025-09-21 11:52
Expiration Time
2025-12-05 10:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 68369.6472 52695.8278 15673.8194 89404.0007 63871.2683 25532.7324
Total P&L (%) 68.3696 52.6958 15.6738 89.404 63.8713 25.5327
Avg Daily Profit (%) 0.7876 0.607 0.1806 0.7385 0.5706 0.2623
Buy And Hold Return (%) 43.2765 43.2765 43.2765 43.2765 43.2765 43.2765
Max Trade Drawdown -14032 -15167 -3771 -23370 -24922 -6285
Profit Factor 2.2132 2.3441 1.9138 1.9524 1.9526 1.952
Total Trades 103 51 52 103 51 52
Winning Trades 60 30 30 60 30 30
Losing Trades 43 21 22 43 21 22
Profitability (%) 58.2524 58.8235 57.6923 58.2524 58.8235 57.6923
Ratio Avg Win / Avg Loss 1.5861 1.6409 1.4035 1.3992 1.3668 1.4315
Largest Winning Trade 15618 15618 4651 17236 17236 7785
Largest Losing Trade -8104 -8104 -2315 -13579 -13579 -3883
Avg Bars in Trades 224 410 41 224 410 41
Avg Bars in Winners 196 354 38 196 354 38
Avg Bars in Losers 262 490 45 262 490 45
Bars Traded 23104 20942 2162 23104 20942 2162
Profit Streak 5.3764 5.3764 12.4354 5.3764 5.3764 12.4354
Trades During Streak 3 1 6 3 1 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293850 -262648 -334612 337276 -184486 -334117

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750944900000,
    "first_datapoint_time": 1751011500000,
    "last_datapoint_time": 1758444600000,
    "evaluation_time": 1758444722723,
    "expiration_time": 1764924600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.57234
        }
    }
}
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": [
        [
            68369.6471810337,
            52695.8278081999,
            15673.8193728338,
            89404.0007366764,
            63871.2683405296,
            25532.7323961468
        ],
        [
            68.369647,
            52.695828,
            15.673819,
            89.404001,
            63.871268,
            25.532732
        ],
        [
            0.787578,
            0.607025,
            0.180553,
            0.738472,
            0.570578,
            0.262291
        ],
        [
            43.276506,
            43.276506,
            43.276506,
            43.276506,
            43.276506,
            43.276506
        ],
        [
            -14032,
            -15167,
            -3771,
            -23370,
            -24922,
            -6285
        ],
        [
            2.21315,
            2.344102,
            1.913824,
            1.952404,
            1.95257,
            1.951987
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            58.252427,
            58.823529,
            57.692308,
            58.252427,
            58.823529,
            57.692308
        ],
        [
            1.586091,
            1.640871,
            1.403471,
            1.399223,
            1.366799,
            1.431457
        ],
        [
            15618,
            15618,
            4651,
            17236,
            17236,
            7785
        ],
        [
            -8104,
            -8104,
            -2315,
            -13579,
            -13579,
            -3883
        ],
        [
            224,
            410,
            41,
            224,
            410,
            41
        ],
        [
            196,
            354,
            38,
            196,
            354,
            38
        ],
        [
            262,
            490,
            45,
            262,
            490,
            45
        ],
        [
            23104,
            20942,
            2162,
            23104,
            20942,
            2162
        ],
        [
            5.37642,
            5.37642,
            12.435448,
            5.37642,
            5.37642,
            12.435448
        ],
        [
            3,
            1,
            6,
            3,
            1,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293850,
            -262648,
            -334612,
            337276,
            -184486,
            -334117
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 86.81,
    "actual_first_datapoint_time": 1750944900000,
    "first_datapoint_time": 1751011500000,
    "last_datapoint_time": 1758444600000,
    "evaluation_time": 1758444722723,
    "expiration_time": 1764924600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 222,
            "offset": 0,
            "std": 1.57234
        }
    }
}

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)