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Trade: XRP/USDT/720/JMA/MIDPOINT/6789

Strategy
XRP/USDT/720/JMA/MIDPOINT/6789
Pair
XRP_USDT
Interval
12h
Score
545725
Daily Profit
0.196936
Profit Factor
2.783217
Profitability
59.523810
Streak
81.731480
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 20:33
Expiration Time
2025-11-25 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 789647.7599 703744.8237 85902.9362 8002163.1413 13594134.4538 -5591971.3125
Total P&L (%) 789.6478 703.7448 85.9029 8002.1631 13594.1345 -5591.9713
Avg Daily Profit (%) 0.3158 0.2814 0.0344 0.1759 0.1969 0
Buy And Hold Return (%) 894.4938 894.4938 894.4938 894.4938 894.4938 894.4938
Max Trade Drawdown -127836 -91105 -67284 -6456065 -3492411 -6960601
Profit Factor 2.6476 3.9633 1.3553 1.3994 2.7832 0.5495
Total Trades 84 42 42 84 42 42
Winning Trades 46 25 21 46 25 21
Losing Trades 38 17 21 38 17 21
Profitability (%) 54.7619 59.5238 50 54.7619 59.5238 50
Ratio Avg Win / Avg Loss 2.1871 2.6951 1.3553 1.156 1.8926 0.5495
Largest Winning Trade 147931 147931 63087 7053900 7053900 1826832
Largest Losing Trade -38974 -31699 -38974 -3594559 -1817063 -3594559
Avg Bars in Trades 54 58 50 54 58 50
Avg Bars in Winners 69 68 70 69 68 70
Avg Bars in Losers 36 44 30 36 44 30
Bars Traded 4582 2463 2119 4582 2463 2119
Profit Streak 63.2315 81.7315 0 63.2315 81.7315 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 -150299 -148173 -312313 357266 545725 -580734

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611999895,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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": [
        [
            789647.75993342,
            703744.8236922455,
            85902.9362411746,
            8002163.141335288,
            13594134.45383788,
            -5591971.312502593
        ],
        [
            789.64776,
            703.744824,
            85.902936,
            8002.163141,
            13594.134454,
            -5591.971313
        ],
        [
            0.315796,
            0.281442,
            0.034354,
            0.175908,
            0.196936,
            0
        ],
        [
            894.49383,
            894.49383,
            894.49383,
            894.49383,
            894.49383,
            894.49383
        ],
        [
            -127836,
            -91105,
            -67284,
            -6456065,
            -3492411,
            -6960601
        ],
        [
            2.647563,
            3.963324,
            1.355268,
            1.399371,
            2.783217,
            0.549526
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            54.761905,
            59.52381,
            50,
            54.761905,
            59.52381,
            50
        ],
        [
            2.187118,
            2.69506,
            1.355268,
            1.156002,
            1.892587,
            0.549526
        ],
        [
            147931,
            147931,
            63087,
            7053900,
            7053900,
            1826832
        ],
        [
            -38974,
            -31699,
            -38974,
            -3594559,
            -1817063,
            -3594559
        ],
        [
            54,
            58,
            50,
            54,
            58,
            50
        ],
        [
            69,
            68,
            70,
            69,
            68,
            70
        ],
        [
            36,
            44,
            30,
            36,
            44,
            30
        ],
        [
            4582,
            2463,
            2119,
            4582,
            2463,
            2119
        ],
        [
            63.23148,
            81.73148,
            0,
            63.23148,
            81.73148,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150299,
            -148173,
            -312313,
            357266,
            545725,
            -580734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1757592000000,
    "evaluation_time": 1757611999895,
    "expiration_time": 1764073296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 89,
            "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)