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Trade: XRP/USDT/720/JMA/MIDPOINT/8893

Strategy
XRP/USDT/720/JMA/MIDPOINT/8893
Pair
XRP_USDT
Interval
12h
Score
673618
Daily Profit
0.203815
Profit Factor
9.244106
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 18:12
Expiration Time
2025-11-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655516.5735 616694.1784 38822.3952 312851.3508 16142064.3042 -15829212.9534
Total P&L (%) 655.5166 616.6942 38.8224 312.8514 16142.0643 -15829.213
Avg Daily Profit (%) 0.2622 0.2467 0.0155 0.0567 0.2038 0
Buy And Hold Return (%) 851.4941 851.4941 851.4941 851.4941 851.4941 851.4941
Max Trade Drawdown -167867 -44683 -158262 -16867308 -1214284 -17138535
Profit Factor 2.4504 6.0968 1.1173 1.0123 9.2441 0.3241
Total Trades 60 30 30 60 30 30
Winning Trades 37 20 17 37 20 17
Losing Trades 23 10 13 23 10 13
Profitability (%) 61.6667 66.6667 56.6667 61.6667 66.6667 56.6667
Ratio Avg Win / Avg Loss 1.5232 3.0484 0.8544 0.6293 4.6221 0.2479
Largest Winning Trade 185351 185351 60543 8870886 8870886 1019454
Largest Losing Trade -94342 -44683 -94342 -11230179 -829181 -11230179
Avg Bars in Trades 76 83 69 76 83 69
Avg Bars in Winners 86 79 93 86 79 93
Avg Bars in Losers 60 89 38 60 89 38
Bars Traded 4588 2490 2098 4588 2490 2098
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -324526 -146699 -430219 -663561 673618 -579961

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757257924214,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "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": [
        [
            655516.5735304176,
            616694.1783619971,
            38822.3951684205,
            312851.3507595785,
            16142064.30415829,
            -15829212.95339871
        ],
        [
            655.516574,
            616.694178,
            38.822395,
            312.851351,
            16142.064304,
            -15829.212953
        ],
        [
            0.262207,
            0.246678,
            0.015529,
            0.056733,
            0.203815,
            0
        ],
        [
            851.494139,
            851.494139,
            851.494139,
            851.494139,
            851.494139,
            851.494139
        ],
        [
            -167867,
            -44683,
            -158262,
            -16867308,
            -1214284,
            -17138535
        ],
        [
            2.450433,
            6.096806,
            1.117306,
            1.012327,
            9.244106,
            0.324129
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            61.666667,
            66.666667,
            56.666667,
            61.666667,
            66.666667,
            56.666667
        ],
        [
            1.523242,
            3.048403,
            0.854411,
            0.629285,
            4.622053,
            0.247864
        ],
        [
            185351,
            185351,
            60543,
            8870886,
            8870886,
            1019454
        ],
        [
            -94342,
            -44683,
            -94342,
            -11230179,
            -829181,
            -11230179
        ],
        [
            76,
            83,
            69,
            76,
            83,
            69
        ],
        [
            86,
            79,
            93,
            86,
            79,
            93
        ],
        [
            60,
            89,
            38,
            60,
            89,
            38
        ],
        [
            4588,
            2490,
            2098,
            4588,
            2490,
            2098
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -324526,
            -146699,
            -430219,
            -663561,
            673618,
            -579961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1757246400000,
    "evaluation_time": 1757257924214,
    "expiration_time": 1763726400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 197,
            "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)