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Trade: XRP/USDT/720/JMA/DCM/3605

Strategy
XRP/USDT/720/JMA/DCM/3605
Pair
XRP_USDT
Interval
12h
Score
357255
Daily Profit
0.147235
Profit Factor
3.140354
Profitability
60.606061
Streak
116.410139
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 12:50
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526426.5842 537926.186 -11499.6018 80712.2148 3860269.4641 -3779557.2493
Total P&L (%) 526.4266 537.9262 -11.4996 80.7122 3860.2695 -3779.5572
Avg Daily Profit (%) 0.2105 0.2151 -0.0046 0.0237 0.1472 0
Buy And Hold Return (%) 888.2615 888.2615 888.2615 888.2615 888.2615 888.2615
Max Trade Drawdown -127917 -76580 -155989 -3439625 -1382905 -4564841
Profit Factor 1.9941 4.8553 0.9705 1.0095 3.1404 0.4372
Total Trades 66 33 33 66 33 33
Winning Trades 39 20 19 39 20 19
Losing Trades 27 13 14 27 13 14
Profitability (%) 59.0909 60.6061 57.5758 59.0909 60.6061 57.5758
Ratio Avg Win / Avg Loss 1.3805 3.156 0.7151 0.6989 2.0412 0.3221
Largest Winning Trade 168836 168836 54466 1878797 1878797 612915
Largest Losing Trade -85795 -45304 -85795 -1986218 -736354 -1986218
Avg Bars in Trades 69 75 63 69 75 63
Avg Bars in Winners 86 82 90 86 82 90
Avg Bars in Losers 45 64 26 45 64 26
Bars Traded 4576 2484 2092 4576 2484 2092
Profit Streak 60.9101 116.4101 0 60.9101 116.4101 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -281733 -148007 -579820 -665562 357255 -579820

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1550102400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757497835984,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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": [
        [
            526426.5841979096,
            537926.1859658908,
            -11499.6017679808,
            80712.2147566137,
            3860269.464080143,
            -3779557.2493235297
        ],
        [
            526.426584,
            537.926186,
            -11.499602,
            80.712215,
            3860.269464,
            -3779.557249
        ],
        [
            0.210529,
            0.215127,
            -0.004599,
            0.023667,
            0.147235,
            0
        ],
        [
            888.261506,
            888.261506,
            888.261506,
            888.261506,
            888.261506,
            888.261506
        ],
        [
            -127917,
            -76580,
            -155989,
            -3439625,
            -1382905,
            -4564841
        ],
        [
            1.994083,
            4.855337,
            0.970516,
            1.009474,
            3.140354,
            0.437189
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            59.090909,
            60.606061,
            57.575758,
            59.090909,
            60.606061,
            57.575758
        ],
        [
            1.380519,
            3.155969,
            0.715117,
            0.698867,
            2.04123,
            0.322139
        ],
        [
            168836,
            168836,
            54466,
            1878797,
            1878797,
            612915
        ],
        [
            -85795,
            -45304,
            -85795,
            -1986218,
            -736354,
            -1986218
        ],
        [
            69,
            75,
            63,
            69,
            75,
            63
        ],
        [
            86,
            82,
            90,
            86,
            82,
            90
        ],
        [
            45,
            64,
            26,
            45,
            64,
            26
        ],
        [
            4576,
            2484,
            2092,
            4576,
            2484,
            2092
        ],
        [
            60.910139,
            116.410139,
            0,
            60.910139,
            116.410139,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -281733,
            -148007,
            -579820,
            -665562,
            357255,
            -579820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1550102400000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757497835984,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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)