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Trade: XRP/USDT/720/JMA/KCB/2237

Strategy
XRP/USDT/720/JMA/KCB/2237
Pair
XRP_USDT
Interval
12h
Score
327674
Daily Profit
0.169108
Profit Factor
1.316712
Profitability
45.794393
Streak
157.974966
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 14:23
Expiration Time
2025-12-05 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823185.7948 720782.0039 102403.7908 6737343.4107 8549837.9978 -1812494.587
Total P&L (%) 823.1858 720.782 102.4038 6737.3434 8549.838 -1812.4946
Avg Daily Profit (%) 0.3292 0.2883 0.041 0.1691 0.1785 0
Buy And Hold Return (%) 812.83 812.83 812.83 812.83 812.83 812.83
Max Trade Drawdown -113329 -55703 -106531 -7950658 -4035790 -8029927
Profit Factor 2.3905 3.6105 1.3242 1.3167 1.912 0.8477
Total Trades 107 53 54 107 53 54
Winning Trades 49 24 25 49 24 25
Losing Trades 58 29 29 58 29 29
Profitability (%) 45.7944 45.283 46.2963 45.7944 45.283 46.2963
Ratio Avg Win / Avg Loss 2.8296 4.3627 1.536 1.5586 2.3103 0.9833
Largest Winning Trade 179698 179698 45527 3867540 3867540 2954020
Largest Losing Trade -70011 -25024 -70011 -3838078 -2277666 -3838078
Avg Bars in Trades 45 39 51 45 39 51
Avg Bars in Winners 63 53 72 63 53 72
Avg Bars in Losers 30 28 32 30 28 32
Bars Traded 4873 2112 2761 4873 2112 2761
Profit Streak 157.975 174.475 157.975 157.975 174.475 157.975
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148086 -331130 -483168 327674 -169436 -761308

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758453837051,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            823185.7947712673,
            720782.0039380771,
            102403.7908331901,
            6737343.410748703,
            8549837.99775162,
            -1812494.5870029163
        ],
        [
            823.185795,
            720.782004,
            102.403791,
            6737.343411,
            8549.837998,
            -1812.494587
        ],
        [
            0.329208,
            0.288255,
            0.040953,
            0.169108,
            0.178529,
            0
        ],
        [
            812.829957,
            812.829957,
            812.829957,
            812.829957,
            812.829957,
            812.829957
        ],
        [
            -113329,
            -55703,
            -106531,
            -7950658,
            -4035790,
            -8029927
        ],
        [
            2.390524,
            3.610487,
            1.324179,
            1.316712,
            1.911971,
            0.84766
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            45.794393,
            45.283019,
            46.296296,
            45.794393,
            45.283019,
            46.296296
        ],
        [
            2.8296,
            4.362671,
            1.536048,
            1.558557,
            2.310298,
            0.983285
        ],
        [
            179698,
            179698,
            45527,
            3867540,
            3867540,
            2954020
        ],
        [
            -70011,
            -25024,
            -70011,
            -3838078,
            -2277666,
            -3838078
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            63,
            53,
            72,
            63,
            53,
            72
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            4873,
            2112,
            2761,
            4873,
            2112,
            2761
        ],
        [
            157.974966,
            174.474966,
            157.974966,
            157.974966,
            174.474966,
            157.974966
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148086,
            -331130,
            -483168,
            327674,
            -169436,
            -761308
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758453837051,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 19,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)