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Trade: XRP/USDT/720/JMA/SUPERTREND/1250

Strategy
XRP/USDT/720/JMA/SUPERTREND/1250
Pair
XRP_USDT
Interval
12h
Score
349499
Daily Profit
0.172374
Profit Factor
1.613988
Profitability
45.528455
Streak
29.755750
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 09:08
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 795727.9687 719632.05 76095.9187 5702842.6433 7317971.2144 -1615128.5711
Total P&L (%) 795.728 719.6321 76.0959 5702.8426 7317.9712 -1615.1286
Avg Daily Profit (%) 0.3182 0.2878 0.0304 0.1625 0.1724 0
Buy And Hold Return (%) 752.8399 752.8399 752.8399 752.8399 752.8399 752.8399
Max Trade Drawdown -172650 -124926 -65159 -7172811 -3061311 -4463848
Profit Factor 1.7682 2.3871 1.1472 1.2249 1.614 0.8798
Total Trades 246 123 123 246 123 123
Winning Trades 111 56 55 111 56 55
Losing Trades 135 67 68 135 67 68
Profitability (%) 45.122 45.5285 44.7154 45.122 45.5285 44.7154
Ratio Avg Win / Avg Loss 2.1506 2.856 1.4184 1.4897 1.931 1.0878
Largest Winning Trade 161498 161498 58439 2586905 2586905 1767744
Largest Losing Trade -37442 -37442 -35893 -3511442 -1781430 -3511442
Avg Bars in Trades 19 23 16 19 23 16
Avg Bars in Winners 24 27 20 24 27 20
Avg Bars in Losers 15 19 12 15 19 12
Bars Traded 4839 2858 1981 4839 2858 1981
Profit Streak 9.7558 29.7558 0 9.7558 29.7558 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135320 -153591 -378619 276289 349499 -581116

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175696769,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 62,
            "offset": 0,
            "multiplier": 2.69349
        }
    }
}
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": [
        [
            795727.9687387283,
            719632.050015929,
            76095.9187227994,
            5702842.643263045,
            7317971.214373843,
            -1615128.5711108034
        ],
        [
            795.727969,
            719.63205,
            76.095919,
            5702.842643,
            7317.971214,
            -1615.128571
        ],
        [
            0.318228,
            0.287795,
            0.030432,
            0.162537,
            0.172374,
            0
        ],
        [
            752.839931,
            752.839931,
            752.839931,
            752.839931,
            752.839931,
            752.839931
        ],
        [
            -172650,
            -124926,
            -65159,
            -7172811,
            -3061311,
            -4463848
        ],
        [
            1.768248,
            2.387063,
            1.147201,
            1.224865,
            1.613988,
            0.879848
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            45.121951,
            45.528455,
            44.715447,
            45.121951,
            45.528455,
            44.715447
        ],
        [
            2.150572,
            2.85595,
            1.418358,
            1.489701,
            1.931021,
            1.087812
        ],
        [
            161498,
            161498,
            58439,
            2586905,
            2586905,
            1767744
        ],
        [
            -37442,
            -37442,
            -35893,
            -3511442,
            -1781430,
            -3511442
        ],
        [
            19,
            23,
            16,
            19,
            23,
            16
        ],
        [
            24,
            27,
            20,
            24,
            27,
            20
        ],
        [
            15,
            19,
            12,
            15,
            19,
            12
        ],
        [
            4839,
            2858,
            1981,
            4839,
            2858,
            1981
        ],
        [
            9.75575,
            29.75575,
            0,
            9.75575,
            29.75575,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135320,
            -153591,
            -378619,
            276289,
            349499,
            -581116
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1546862400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758175696769,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 62,
            "offset": 0,
            "multiplier": 2.69349
        }
    }
}

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)