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Trade: XRP/USDT/720/HMA/JMA/6067

Strategy
XRP/USDT/720/HMA/JMA/6067
Pair
XRP_USDT
Interval
12h
Score
301775
Daily Profit
0.194872
Profit Factor
1.297066
Profitability
44.615385
Streak
85.207289
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 19:58
Expiration Time
2025-12-02 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1018130.1005 899720.1536 118409.9469 12906322.9464 20358671.5976 -7452348.6512
Total P&L (%) 1018.1301 899.7202 118.4099 12906.3229 20358.6716 -7452.3487
Avg Daily Profit (%) 0.4072 0.3598 0.0474 0.1949 0.213 0
Buy And Hold Return (%) 862.4255 862.4255 862.4255 862.4255 862.4255 862.4255
Max Trade Drawdown -116043 -62867 -82261 -22040060 -12630481 -12896087
Profit Factor 2.548 3.3816 1.423 1.2971 1.8158 0.597
Total Trades 130 65 65 130 65 65
Winning Trades 58 28 30 58 28 30
Losing Trades 72 37 35 72 37 35
Profitability (%) 44.6154 43.0769 46.1538 44.6154 43.0769 46.1538
Ratio Avg Win / Avg Loss 3.163 4.4686 1.6601 1.6102 2.3995 0.6965
Largest Winning Trade 364298 364298 47720 23398852 23398852 1665137
Largest Losing Trade -47794 -47794 -24108 -5473136 -5473136 -5166062
Avg Bars in Trades 37 37 36 37 37 36
Avg Bars in Winners 53 54 53 53 54 53
Avg Bars in Losers 23 25 21 23 25 21
Bars Traded 4820 2469 2351 4820 2469 2351
Profit Streak 85.2073 88.7073 85.2073 85.2073 88.7073 85.2073
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95731 -270545 -426393 301775 -122498 -713673

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214709745,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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": [
        [
            1018130.1005225275,
            899720.153618623,
            118409.9469039042,
            12906322.94637541,
            20358671.59756519,
            -7452348.651189796
        ],
        [
            1018.130101,
            899.720154,
            118.409947,
            12906.322946,
            20358.671598,
            -7452.348651
        ],
        [
            0.407171,
            0.359816,
            0.047355,
            0.194872,
            0.213024,
            0
        ],
        [
            862.425515,
            862.425515,
            862.425515,
            862.425515,
            862.425515,
            862.425515
        ],
        [
            -116043,
            -62867,
            -82261,
            -22040060,
            -12630481,
            -12896087
        ],
        [
            2.547954,
            3.381622,
            1.422968,
            1.297066,
            1.81582,
            0.596976
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            44.615385,
            43.076923,
            46.153846,
            44.615385,
            43.076923,
            46.153846
        ],
        [
            3.162977,
            4.468573,
            1.660129,
            1.610151,
            2.399477,
            0.696472
        ],
        [
            364298,
            364298,
            47720,
            23398852,
            23398852,
            1665137
        ],
        [
            -47794,
            -47794,
            -24108,
            -5473136,
            -5473136,
            -5166062
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            53,
            54,
            53,
            53,
            54,
            53
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            4820,
            2469,
            2351,
            4820,
            2469,
            2351
        ],
        [
            85.207289,
            88.707289,
            85.207289,
            85.207289,
            88.707289,
            85.207289
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95731,
            -270545,
            -426393,
            301775,
            -122498,
            -713673
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542196800000,
    "first_datapoint_time": 1547683200000,
    "last_datapoint_time": 1758196800000,
    "evaluation_time": 1758214709745,
    "expiration_time": 1764678096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 18,
            "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)