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Trade: XRP/USDT/720/JMA/SMA/7730

Strategy
XRP/USDT/720/JMA/SMA/7730
Pair
XRP_USDT
Interval
12h
Score
529367
Daily Profit
0.183378
Profit Factor
2.417650
Profitability
59.090909
Streak
162.361225
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-12 23:40
Expiration Time
2025-11-26 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 725719.4565 661918.6602 63800.7963 2963373.3771 9662738.3642 -6699364.9871
Total P&L (%) 725.7195 661.9187 63.8008 2963.3734 9662.7384 -6699.365
Avg Daily Profit (%) 0.2902 0.2647 0.0255 0.137 0.1834 0
Buy And Hold Return (%) 893.1903 893.1903 893.1903 893.1903 893.1903 893.1903
Max Trade Drawdown -99431 -56307 -135800 -7396475 -2119002 -10042208
Profit Factor 2.3682 4.0702 1.2027 1.137 2.4177 0.5478
Total Trades 88 44 44 88 44 44
Winning Trades 48 26 22 48 26 22
Losing Trades 40 18 22 40 18 22
Profitability (%) 54.5455 59.0909 50 54.5455 59.0909 50
Ratio Avg Win / Avg Loss 1.9735 2.8178 1.2027 0.9475 1.6738 0.5478
Largest Winning Trade 182553 182553 42726 4688780 4688780 1490206
Largest Losing Trade -72407 -29990 -72407 -6613786 -1151501 -6613786
Avg Bars in Trades 54 44 63 54 44 63
Avg Bars in Winners 60 47 77 60 47 77
Avg Bars in Losers 45 41 49 45 41 49
Bars Traded 4755 1971 2784 4755 1971 2784
Profit Streak 144.3612 162.3612 144.3612 144.3612 162.3612 144.3612
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150282 -147871 -324444 -81936 529367 -580147

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757709609838,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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": [
        [
            725719.4564999855,
            661918.6601943027,
            63800.7963056829,
            2963373.377064377,
            9662738.3641566,
            -6699364.987092226
        ],
        [
            725.719456,
            661.91866,
            63.800796,
            2963.373377,
            9662.738364,
            -6699.364987
        ],
        [
            0.29023,
            0.264715,
            0.025515,
            0.13695,
            0.183378,
            0
        ],
        [
            893.190287,
            893.190287,
            893.190287,
            893.190287,
            893.190287,
            893.190287
        ],
        [
            -99431,
            -56307,
            -135800,
            -7396475,
            -2119002,
            -10042208
        ],
        [
            2.368217,
            4.070222,
            1.202658,
            1.137,
            2.41765,
            0.547779
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            54.545455,
            59.090909,
            50,
            54.545455,
            59.090909,
            50
        ],
        [
            1.973514,
            2.817846,
            1.202658,
            0.9475,
            1.673758,
            0.547779
        ],
        [
            182553,
            182553,
            42726,
            4688780,
            4688780,
            1490206
        ],
        [
            -72407,
            -29990,
            -72407,
            -6613786,
            -1151501,
            -6613786
        ],
        [
            54,
            44,
            63,
            54,
            44,
            63
        ],
        [
            60,
            47,
            77,
            60,
            47,
            77
        ],
        [
            45,
            41,
            49,
            45,
            41,
            49
        ],
        [
            4755,
            1971,
            2784,
            4755,
            1971,
            2784
        ],
        [
            144.361225,
            162.361225,
            144.361225,
            144.361225,
            162.361225,
            144.361225
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150282,
            -147871,
            -324444,
            -81936,
            529367,
            -580147
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757709609838,
    "expiration_time": 1764159696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 26,
            "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)