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Trade: XRP/USDT/720/JMA/MIDPRICE/1794

Strategy
XRP/USDT/720/JMA/MIDPRICE/1794
Pair
XRP_USDT
Interval
12h
Score
746060
Daily Profit
0.218382
Profit Factor
6.023538
Profitability
70.588235
Streak
280.617896
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 17:49
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 916963.1569 798031.5364 118931.6205 5378141.5322 23285444.5288 -17907302.9966
Total P&L (%) 916.9632 798.0315 118.9316 5378.1415 23285.4445 -17907.303
Avg Daily Profit (%) 0.3667 0.3191 0.0476 0.1602 0.2184 0
Buy And Hold Return (%) 857.2102 857.2102 857.2102 857.2102 857.2102 857.2102
Max Trade Drawdown -88891 -82335 -98020 -17158219 -2994467 -19224406
Profit Factor 3.1096 6.1256 1.4263 1.1708 6.0235 0.333
Total Trades 68 34 34 68 34 34
Winning Trades 45 24 21 45 24 21
Losing Trades 23 10 13 23 10 13
Profitability (%) 66.1765 70.5882 61.7647 66.1765 70.5882 61.7647
Ratio Avg Win / Avg Loss 1.5893 2.5524 0.883 0.5984 2.5098 0.2062
Largest Winning Trade 178318 178318 67426 12708399 12708399 1150627
Largest Losing Trade -84489 -49991 -84489 -17020690 -1608575 -17020690
Avg Bars in Trades 67 74 60 67 74 60
Avg Bars in Winners 78 70 87 78 70 87
Avg Bars in Losers 45 84 16 45 84 16
Bars Traded 4587 2544 2043 4587 2544 2043
Profit Streak 55.6179 280.6179 0 55.6179 280.6179 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -239528 -144192 -294469 -137914 746060 -579270

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515786191,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "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": [
        [
            916963.1569227285,
            798031.5364041462,
            118931.620518582,
            5378141.532225739,
            23285444.52879011,
            -17907302.996564373
        ],
        [
            916.963157,
            798.031536,
            118.931621,
            5378.141532,
            23285.444529,
            -17907.302997
        ],
        [
            0.366712,
            0.319149,
            0.047563,
            0.16023,
            0.218382,
            0
        ],
        [
            857.210221,
            857.210221,
            857.210221,
            857.210221,
            857.210221,
            857.210221
        ],
        [
            -88891,
            -82335,
            -98020,
            -17158219,
            -2994467,
            -19224406
        ],
        [
            3.109557,
            6.125645,
            1.426313,
            1.170824,
            6.023538,
            0.333017
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            66.176471,
            70.588235,
            61.764706,
            66.176471,
            70.588235,
            61.764706
        ],
        [
            1.589329,
            2.552352,
            0.882956,
            0.598421,
            2.509808,
            0.206153
        ],
        [
            178318,
            178318,
            67426,
            12708399,
            12708399,
            1150627
        ],
        [
            -84489,
            -49991,
            -84489,
            -17020690,
            -1608575,
            -17020690
        ],
        [
            67,
            74,
            60,
            67,
            74,
            60
        ],
        [
            78,
            70,
            87,
            78,
            70,
            87
        ],
        [
            45,
            84,
            16,
            45,
            84,
            16
        ],
        [
            4587,
            2544,
            2043,
            4587,
            2544,
            2043
        ],
        [
            55.617896,
            280.617896,
            0,
            55.617896,
            280.617896,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -239528,
            -144192,
            -294469,
            -137914,
            746060,
            -579270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757515786191,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 154,
            "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)