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Trade: XRP/USDT/720/JMA/MIDPRICE/6442

Strategy
XRP/USDT/720/JMA/MIDPRICE/6442
Pair
XRP_USDT
Interval
12h
Score
541520
Daily Profit
0.183695
Profit Factor
2.920290
Profitability
58.064516
Streak
109.559354
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 04:25
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 803387.7982 726517.2944 76870.5038 1974794.4338 9740482.8749 -7765688.4412
Total P&L (%) 803.3878 726.5173 76.8705 1974.7944 9740.4829 -7765.6884
Avg Daily Profit (%) 0.3213 0.2905 0.0307 0.1213 0.1837 0
Buy And Hold Return (%) 811.531 811.531 811.531 811.531 811.531 811.531
Max Trade Drawdown -119513 -77792 -110611 -7157499 -4330770 -9476629
Profit Factor 2.7942 5.5107 1.2681 1.1005 2.9203 0.4669
Total Trades 62 31 31 62 31 31
Winning Trades 37 18 19 37 18 19
Losing Trades 25 13 12 25 13 12
Profitability (%) 59.6774 58.0645 61.2903 59.6774 58.0645 61.2903
Ratio Avg Win / Avg Loss 1.8879 3.9799 0.8009 0.7436 2.1091 0.2949
Largest Winning Trade 166563 166563 64720 4735554 4735554 1302385
Largest Losing Trade -76361 -36119 -76361 -5772287 -1705579 -5772287
Avg Bars in Trades 73 82 65 73 82 65
Avg Bars in Winners 86 92 81 86 92 81
Avg Bars in Losers 54 68 40 54 68 40
Bars Traded 4586 2558 2028 4586 2558 2028
Profit Streak 109.5594 109.5594 186.0594 109.5594 109.5594 186.0594
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -307657 -147229 -317361 -302472 541520 -578767

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294728220,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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": [
        [
            803387.7981825036,
            726517.2943550257,
            76870.5038274777,
            1974794.433767294,
            9740482.874937352,
            -7765688.441170058
        ],
        [
            803.387798,
            726.517294,
            76.870504,
            1974.794434,
            9740.482875,
            -7765.688441
        ],
        [
            0.321291,
            0.290549,
            0.030742,
            0.121347,
            0.183695,
            0
        ],
        [
            811.531035,
            811.531035,
            811.531035,
            811.531035,
            811.531035,
            811.531035
        ],
        [
            -119513,
            -77792,
            -110611,
            -7157499,
            -4330770,
            -9476629
        ],
        [
            2.794164,
            5.510666,
            1.268111,
            1.100547,
            2.92029,
            0.46694
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            59.677419,
            58.064516,
            61.290323,
            59.677419,
            58.064516,
            61.290323
        ],
        [
            1.887948,
            3.979925,
            0.800912,
            0.743613,
            2.109099,
            0.29491
        ],
        [
            166563,
            166563,
            64720,
            4735554,
            4735554,
            1302385
        ],
        [
            -76361,
            -36119,
            -76361,
            -5772287,
            -1705579,
            -5772287
        ],
        [
            73,
            82,
            65,
            73,
            82,
            65
        ],
        [
            86,
            92,
            81,
            86,
            92,
            81
        ],
        [
            54,
            68,
            40,
            54,
            68,
            40
        ],
        [
            4586,
            2558,
            2028,
            4586,
            2558,
            2028
        ],
        [
            109.559354,
            109.559354,
            186.059354,
            109.559354,
            109.559354,
            186.059354
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -307657,
            -147229,
            -317361,
            -302472,
            541520,
            -578767
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757294728220,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 160,
            "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)