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Trade: XRP/USDT/720/JMA/SUPERTREND/7818

Strategy
XRP/USDT/720/JMA/SUPERTREND/7818
Pair
XRP_USDT
Interval
12h
Score
447010
Daily Profit
0.211079
Profit Factor
1.842352
Profitability
51.190476
Streak
78.686687
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 07:28
Expiration Time
2025-11-23 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 913339.5042 790495.7104 122843.7938 12572681.5212 19389481.1665 -6816799.6453
Total P&L (%) 913.3395 790.4957 122.8438 12572.6815 19389.4812 -6816.7996
Avg Daily Profit (%) 0.3653 0.3161 0.0491 0.1938 0.2111 0
Buy And Hold Return (%) 803.4377 803.4377 803.4377 803.4377 803.4377 803.4377
Max Trade Drawdown -106024 -73264 -68507 -8463004 -4747613 -9374852
Profit Factor 2.1419 2.9247 1.3157 1.2552 1.8424 0.7402
Total Trades 167 84 83 167 84 83
Winning Trades 82 43 39 82 43 39
Losing Trades 85 41 44 85 41 44
Profitability (%) 49.1018 51.1905 46.988 49.1018 51.1905 46.988
Ratio Avg Win / Avg Loss 2.2202 2.7887 1.4843 1.3012 1.7567 0.8351
Largest Winning Trade 279507 279507 59341 13963317 13963317 2529135
Largest Losing Trade -46042 -46042 -33371 -6326924 -2824578 -6326924
Avg Bars in Trades 27 34 20 27 34 20
Avg Bars in Winners 29 31 27 29 31 27
Avg Bars in Losers 25 36 15 25 36 15
Bars Traded 4609 2874 1735 4609 2874 1735
Profit Streak 60.1867 78.6867 0 60.1867 78.6867 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108333 -150374 -294126 329715 447010 -582003

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757392129742,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 238,
            "offset": 0,
            "multiplier": 3.41155
        }
    }
}
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": [
        [
            913339.5041529458,
            790495.7104001744,
            122843.7937527721,
            12572681.521178925,
            19389481.166499626,
            -6816799.645320705
        ],
        [
            913.339504,
            790.49571,
            122.843794,
            12572.681521,
            19389.481166,
            -6816.799645
        ],
        [
            0.365263,
            0.316135,
            0.049128,
            0.19383,
            0.211079,
            0
        ],
        [
            803.437739,
            803.437739,
            803.437739,
            803.437739,
            803.437739,
            803.437739
        ],
        [
            -106024,
            -73264,
            -68507,
            -8463004,
            -4747613,
            -9374852
        ],
        [
            2.14186,
            2.924684,
            1.315668,
            1.255244,
            1.842352,
            0.740206
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            49.101796,
            51.190476,
            46.987952,
            49.101796,
            51.190476,
            46.987952
        ],
        [
            2.220221,
            2.788652,
            1.484343,
            1.301168,
            1.756662,
            0.835104
        ],
        [
            279507,
            279507,
            59341,
            13963317,
            13963317,
            2529135
        ],
        [
            -46042,
            -46042,
            -33371,
            -6326924,
            -2824578,
            -6326924
        ],
        [
            27,
            34,
            20,
            27,
            34,
            20
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            25,
            36,
            15,
            25,
            36,
            15
        ],
        [
            4609,
            2874,
            1735,
            4609,
            2874,
            1735
        ],
        [
            60.186687,
            78.686687,
            0,
            60.186687,
            78.686687,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108333,
            -150374,
            -294126,
            329715,
            447010,
            -582003
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541376000000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757392129742,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 238,
            "offset": 0,
            "multiplier": 3.41155
        }
    }
}

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)