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Trade: XRP/USDT/720/JMA/MIDPRICE/9536

Strategy
XRP/USDT/720/JMA/MIDPRICE/9536
Pair
XRP_USDT
Interval
12h
Score
610295
Daily Profit
0.273613
Profit Factor
4.242238
Profitability
57.446809
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-21 08:28
Expiration Time
2025-12-05 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1026409.3769 831683.5892 194725.7877 51961380.1966 92637379.0715 -40675998.875
Total P&L (%) 1026.4094 831.6836 194.7258 51961.3802 92637.3791 -40675.9989
Avg Daily Profit (%) 0.4105 0.3326 0.0779 0.2505 0.2736 0
Buy And Hold Return (%) 837.027 837.027 837.027 837.027 837.027 837.027
Max Trade Drawdown -92933 -73500 -76419 -57543601 -10406003 -62497955
Profit Factor 3.4328 5.0071 1.9085 1.4555 4.2422 0.5242
Total Trades 94 47 47 94 47 47
Winning Trades 53 27 26 53 27 26
Losing Trades 41 20 21 41 20 21
Profitability (%) 56.383 57.4468 55.3191 56.383 57.4468 55.3191
Ratio Avg Win / Avg Loss 2.6556 3.709 1.5414 1.126 3.1424 0.4234
Largest Winning Trade 146650 146650 66235 49137922 49137922 7787107
Largest Losing Trade -63903 -36368 -63903 -57543601 -6602040 -57543601
Avg Bars in Trades 49 56 43 49 56 43
Avg Bars in Winners 61 65 56 61 65 56
Avg Bars in Losers 35 43 27 35 43 27
Bars Traded 4697 2640 2057 4697 2640 2057
Profit Streak 0 0 72.7279 0 0 72.7279
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77906 -147760 -249389 380934 610295 -579040

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758432491840,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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": [
        [
            1026409.3768628717,
            831683.5892092799,
            194725.7876535921,
            51961380.19655347,
            92637379.07151784,
            -40675998.874964386
        ],
        [
            1026.409377,
            831.683589,
            194.725788,
            51961.380197,
            92637.379072,
            -40675.998875
        ],
        [
            0.410482,
            0.332607,
            0.077875,
            0.250463,
            0.273613,
            0
        ],
        [
            837.027002,
            837.027002,
            837.027002,
            837.027002,
            837.027002,
            837.027002
        ],
        [
            -92933,
            -73500,
            -76419,
            -57543601,
            -10406003,
            -62497955
        ],
        [
            3.432815,
            5.007094,
            1.908451,
            1.455547,
            4.242238,
            0.524211
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            56.382979,
            57.446809,
            55.319149,
            56.382979,
            57.446809,
            55.319149
        ],
        [
            2.655574,
            3.708958,
            1.541441,
            1.125989,
            3.142398,
            0.423401
        ],
        [
            146650,
            146650,
            66235,
            49137922,
            49137922,
            7787107
        ],
        [
            -63903,
            -36368,
            -63903,
            -57543601,
            -6602040,
            -57543601
        ],
        [
            49,
            56,
            43,
            49,
            56,
            43
        ],
        [
            61,
            65,
            56,
            61,
            65,
            56
        ],
        [
            35,
            43,
            27,
            35,
            43,
            27
        ],
        [
            4697,
            2640,
            2057,
            4697,
            2640,
            2057
        ],
        [
            0,
            0,
            72.727915,
            0,
            0,
            72.727915
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77906,
            -147760,
            -249389,
            380934,
            610295,
            -579040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1548849600000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758432491840,
    "expiration_time": 1764894096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 110,
            "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)