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Trade: XRP/USDT/720/JMA/MIDPOINT/8439

Strategy
XRP/USDT/720/JMA/MIDPOINT/8439
Pair
XRP_USDT
Interval
12h
Score
474022
Daily Profit
0.181724
Profit Factor
2.297208
Profitability
52.272727
Streak
92.156023
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-19 06:44
Expiration Time
2025-12-03 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 690808.1227 650554.3987 40253.7239 2534781.6205 9267923.4169 -6733141.7963
Total P&L (%) 690.8081 650.5544 40.2537 2534.7816 9267.9234 -6733.1418
Avg Daily Profit (%) 0.2763 0.2602 0.0161 0.1309 0.1817 0
Buy And Hold Return (%) 879.1526 879.1526 879.1526 879.1526 879.1526 879.1526
Max Trade Drawdown -119605 -78885 -114807 -7270057 -2676218 -7553555
Profit Factor 2.237 3.2735 1.1478 1.1375 2.2972 0.4034
Total Trades 87 44 43 87 44 43
Winning Trades 41 23 18 41 23 18
Losing Trades 46 21 25 46 21 25
Profitability (%) 47.1264 52.2727 41.8605 47.1264 52.2727 41.8605
Ratio Avg Win / Avg Loss 2.5098 2.9889 1.5942 1.2763 2.0975 0.5603
Largest Winning Trade 160950 160950 62791 5192902 5192902 893947
Largest Losing Trade -60423 -32725 -60423 -5547204 -1751996 -5547204
Avg Bars in Trades 53 55 52 53 55 52
Avg Bars in Winners 69 69 69 69 69 69
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 4667 2425 2242 4667 2425 2242
Profit Streak 70.656 92.156 0 70.656 92.156 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 -153157 -150055 -397057 -90621 474022 -583892

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253480407,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "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": [
        [
            690808.1226754987,
            650554.3987497804,
            40253.7239257184,
            2534781.6205484252,
            9267923.41685285,
            -6733141.796304429
        ],
        [
            690.808123,
            650.554399,
            40.253724,
            2534.781621,
            9267.923417,
            -6733.141796
        ],
        [
            0.276268,
            0.26017,
            0.016098,
            0.130915,
            0.181724,
            0
        ],
        [
            879.152635,
            879.152635,
            879.152635,
            879.152635,
            879.152635,
            879.152635
        ],
        [
            -119605,
            -78885,
            -114807,
            -7270057,
            -2676218,
            -7553555
        ],
        [
            2.236963,
            3.273548,
            1.147812,
            1.137531,
            2.297208,
            0.403416
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            47.126437,
            52.272727,
            41.860465,
            47.126437,
            52.272727,
            41.860465
        ],
        [
            2.509763,
            2.988892,
            1.594183,
            1.276254,
            2.097451,
            0.5603
        ],
        [
            160950,
            160950,
            62791,
            5192902,
            5192902,
            893947
        ],
        [
            -60423,
            -32725,
            -60423,
            -5547204,
            -1751996,
            -5547204
        ],
        [
            53,
            55,
            52,
            53,
            55,
            52
        ],
        [
            69,
            69,
            69,
            69,
            69,
            69
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            4667,
            2425,
            2242,
            4667,
            2425,
            2242
        ],
        [
            70.656023,
            92.156023,
            0,
            70.656023,
            92.156023,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45,
            1.45
        ],
        [
            -153157,
            -150055,
            -397057,
            -90621,
            474022,
            -583892
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542240000000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1758240000000,
    "evaluation_time": 1758253480407,
    "expiration_time": 1764721296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 72,
            "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)