← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: XRP/USDT/720/JMA/MIDPRICE/2847

Strategy
XRP/USDT/720/JMA/MIDPRICE/2847
Pair
XRP_USDT
Interval
12h
Score
606192
Daily Profit
0.225004
Profit Factor
3.590229
Profitability
63.636364
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-17 17:09
Expiration Time
2025-12-01 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 760007.9289 645937.9553 114069.9736 4193652.7877 27517374.7346 -23323721.9469
Total P&L (%) 760.0079 645.938 114.07 4193.6528 27517.3747 -23323.7219
Avg Daily Profit (%) 0.3039 0.2583 0.0456 0.1504 0.225 0
Buy And Hold Return (%) 829.4468 829.4468 829.4468 829.4468 829.4468 829.4468
Max Trade Drawdown -127917 -75384 -126110 -31797240 -5318637 -32293219
Profit Factor 2.7058 4.5148 1.4358 1.086 3.5902 0.3882
Total Trades 89 44 45 89 44 45
Winning Trades 54 28 26 54 28 26
Losing Trades 35 16 19 35 16 19
Profitability (%) 60.6742 63.6364 57.7778 60.6742 63.6364 57.7778
Ratio Avg Win / Avg Loss 1.7538 2.5799 1.0492 0.7039 2.0516 0.2837
Largest Winning Trade 114053 114053 54148 18151091 18151091 4188254
Largest Losing Trade -85795 -50341 -85795 -18295481 -3548118 -18295481
Avg Bars in Trades 52 58 46 52 58 46
Avg Bars in Winners 65 54 77 65 54 77
Avg Bars in Losers 32 66 4 32 66 4
Bars Traded 4691 2578 2113 4691 2578 2113
Profit Streak 61.0902 0 62.0902 61.0902 0 62.0902
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149508 -147976 -295223 -119058 606192 -579144

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758118189919,
    "expiration_time": 1764592992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "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": [
        [
            760007.9288843905,
            645937.9552650899,
            114069.9736193009,
            4193652.7877238058,
            27517374.734640606,
            -23323721.946916804
        ],
        [
            760.007929,
            645.937955,
            114.069974,
            4193.652788,
            27517.374735,
            -23323.721947
        ],
        [
            0.303882,
            0.258272,
            0.04561,
            0.150442,
            0.225004,
            0
        ],
        [
            829.446816,
            829.446816,
            829.446816,
            829.446816,
            829.446816,
            829.446816
        ],
        [
            -127917,
            -75384,
            -126110,
            -31797240,
            -5318637,
            -32293219
        ],
        [
            2.705807,
            4.514818,
            1.435771,
            1.086033,
            3.590229,
            0.388171
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            60.674157,
            63.636364,
            57.777778,
            60.674157,
            63.636364,
            57.777778
        ],
        [
            1.753764,
            2.579896,
            1.049217,
            0.70391,
            2.051559,
            0.283663
        ],
        [
            114053,
            114053,
            54148,
            18151091,
            18151091,
            4188254
        ],
        [
            -85795,
            -50341,
            -85795,
            -18295481,
            -3548118,
            -18295481
        ],
        [
            52,
            58,
            46,
            52,
            58,
            46
        ],
        [
            65,
            54,
            77,
            65,
            54,
            77
        ],
        [
            32,
            66,
            4,
            32,
            66,
            4
        ],
        [
            4691,
            2578,
            2113,
            4691,
            2578,
            2113
        ],
        [
            61.090161,
            0,
            62.090161,
            61.090161,
            0,
            62.090161
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149508,
            -147976,
            -295223,
            -119058,
            606192,
            -579144
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758118189919,
    "expiration_time": 1764592992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 122,
            "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)