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Trade: XRP/USDT/720/JMA/MIDPRICE/9136

Strategy
XRP/USDT/720/JMA/MIDPRICE/9136
Pair
XRP_USDT
Interval
12h
Score
645573
Daily Profit
0.228096
Profit Factor
5.151257
Profitability
59.375000
Streak
123.972754
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-16 02:20
Expiration Time
2025-11-29 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 931397.3798 784323.0184 147074.3614 11580575.1208 29698452.7197 -18117877.5988
Total P&L (%) 931.3974 784.323 147.0744 11580.5751 29698.4527 -18117.8776
Avg Daily Profit (%) 0.3725 0.3137 0.0588 0.1906 0.2281 0
Buy And Hold Return (%) 927.7902 927.7902 927.7902 927.7902 927.7902 927.7902
Max Trade Drawdown -72407 -68862 -75502 -17078406 -4684264 -20625918
Profit Factor 3.4288 6.2808 1.626 1.3073 5.1513 0.4065
Total Trades 64 32 32 64 32 32
Winning Trades 40 19 21 40 19 21
Losing Trades 24 13 11 24 13 11
Profitability (%) 62.5 59.375 65.625 62.5 59.375 65.625
Ratio Avg Win / Avg Loss 2.0573 4.2974 0.8517 0.7844 3.5245 0.2129
Largest Winning Trade 153039 153039 63952 14149038 14149038 1527622
Largest Losing Trade -72407 -27787 -72407 -17078406 -2167896 -17078406
Avg Bars in Trades 71 79 63 71 79 63
Avg Bars in Winners 78 78 78 78 78 78
Avg Bars in Losers 60 81 35 60 81 35
Bars Traded 4583 2555 2028 4583 2555 2028
Profit Streak 123.9728 123.9728 194.9728 123.9728 123.9728 194.9728
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -289419 -146491 -277275 -134501 645573 -578194

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757978445935,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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": [
        [
            931397.3798332233,
            784323.0183947441,
            147074.3614384792,
            11580575.12084274,
            29698452.719685294,
            -18117877.598842558
        ],
        [
            931.39738,
            784.323018,
            147.074361,
            11580.575121,
            29698.45272,
            -18117.877599
        ],
        [
            0.372484,
            0.313666,
            0.058818,
            0.190564,
            0.228096,
            0
        ],
        [
            927.790182,
            927.790182,
            927.790182,
            927.790182,
            927.790182,
            927.790182
        ],
        [
            -72407,
            -68862,
            -75502,
            -17078406,
            -4684264,
            -20625918
        ],
        [
            3.428806,
            6.280771,
            1.625968,
            1.307313,
            5.151257,
            0.40654
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            62.5,
            59.375,
            65.625,
            62.5,
            59.375,
            65.625
        ],
        [
            2.057284,
            4.297369,
            0.851697,
            0.784388,
            3.524544,
            0.212949
        ],
        [
            153039,
            153039,
            63952,
            14149038,
            14149038,
            1527622
        ],
        [
            -72407,
            -27787,
            -72407,
            -17078406,
            -2167896,
            -17078406
        ],
        [
            71,
            79,
            63,
            71,
            79,
            63
        ],
        [
            78,
            78,
            78,
            78,
            78,
            78
        ],
        [
            60,
            81,
            35,
            60,
            81,
            35
        ],
        [
            4583,
            2555,
            2028,
            4583,
            2555,
            2028
        ],
        [
            123.972754,
            123.972754,
            194.972754,
            123.972754,
            123.972754,
            194.972754
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -289419,
            -146491,
            -277275,
            -134501,
            645573,
            -578194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757978445935,
    "expiration_time": 1764418896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 138,
            "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)