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Trade: XRP/USDT/720/JMA/DCM/1177

Strategy
XRP/USDT/720/JMA/DCM/1177
Pair
XRP_USDT
Interval
12h
Score
531372
Daily Profit
0.191760
Profit Factor
2.645186
Profitability
59.375000
Streak
119.931162
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-20 01:20
Expiration Time
2025-12-03 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835578.232 751014.797 84563.435 2705681.5055 11934483.7101 -9228802.2046
Total P&L (%) 835.5782 751.0148 84.5634 2705.6815 11934.4837 -9228.8022
Avg Daily Profit (%) 0.3342 0.3003 0.0338 0.1334 0.1918 0
Buy And Hold Return (%) 934.4387 934.4387 934.4387 934.4387 934.4387 934.4387
Max Trade Drawdown -118519 -73713 -121006 -8418427 -5788851 -11221443
Profit Factor 2.8181 5.5084 1.2886 1.1052 2.6452 0.5003
Total Trades 64 32 32 64 32 32
Winning Trades 38 19 19 38 19 19
Losing Trades 26 13 13 26 13 13
Profitability (%) 59.375 59.375 59.375 59.375 59.375 59.375
Ratio Avg Win / Avg Loss 1.9282 3.7689 0.8817 0.7562 1.8099 0.3423
Largest Winning Trade 166187 166187 64720 5406282 5406282 1716212
Largest Losing Trade -72407 -36119 -72407 -6575753 -2466665 -6575753
Avg Bars in Trades 71 79 63 71 79 63
Avg Bars in Winners 86 90 81 86 90 81
Avg Bars in Losers 50 63 37 50 63 37
Bars Traded 4585 2545 2040 4585 2545 2040
Profit Streak 119.9312 119.9312 197.9312 119.9312 119.9312 197.9312
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -292540 -146966 -313369 -265496 531372 -579003

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758320452359,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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": [
        [
            835578.2320448697,
            751014.797027177,
            84563.4350176928,
            2705681.5054713674,
            11934483.710058937,
            -9228802.204587568
        ],
        [
            835.578232,
            751.014797,
            84.563435,
            2705.681505,
            11934.48371,
            -9228.802205
        ],
        [
            0.334164,
            0.300346,
            0.033819,
            0.133432,
            0.19176,
            0
        ],
        [
            934.438731,
            934.438731,
            934.438731,
            934.438731,
            934.438731,
            934.438731
        ],
        [
            -118519,
            -73713,
            -121006,
            -8418427,
            -5788851,
            -11221443
        ],
        [
            2.818077,
            5.508382,
            1.2886,
            1.105189,
            2.645186,
            0.500276
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            59.375,
            59.375,
            59.375,
            59.375,
            59.375,
            59.375
        ],
        [
            1.928158,
            3.768893,
            0.881674,
            0.756182,
            1.809864,
            0.342294
        ],
        [
            166187,
            166187,
            64720,
            5406282,
            5406282,
            1716212
        ],
        [
            -72407,
            -36119,
            -72407,
            -6575753,
            -2466665,
            -6575753
        ],
        [
            71,
            79,
            63,
            71,
            79,
            63
        ],
        [
            86,
            90,
            81,
            86,
            90,
            81
        ],
        [
            50,
            63,
            37,
            50,
            63,
            37
        ],
        [
            4585,
            2545,
            2040,
            4585,
            2545,
            2040
        ],
        [
            119.931161,
            119.931161,
            197.931161,
            119.931162,
            119.931162,
            197.931162
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -292540,
            -146966,
            -313369,
            -265496,
            531372,
            -579003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542283200000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758320452359,
    "expiration_time": 1764764496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "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)