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Trade: XRP/USDT/720/LINREG/JMA/5522

Strategy
XRP/USDT/720/LINREG/JMA/5522
Pair
XRP_USDT
Interval
12h
Score
573927
Daily Profit
0.192562
Profit Factor
3.394874
Profitability
53.658537
Streak
163.455457
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 13:55
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 933618.8805 813862.7055 119756.175 8782664.2152 12177728.4027 -3395064.1875
Total P&L (%) 933.6189 813.8627 119.7562 8782.6642 12177.7284 -3395.0642
Avg Daily Profit (%) 0.3734 0.3255 0.0479 0.1796 0.1926 0
Buy And Hold Return (%) 734.6131 734.6131 734.6131 734.6131 734.6131 734.6131
Max Trade Drawdown -83411 -59846 -70046 -5563220 -2474936 -6245117
Profit Factor 2.9719 4.9869 1.4447 1.59 3.3949 0.6536
Total Trades 83 41 42 83 41 42
Winning Trades 45 22 23 45 22 23
Losing Trades 38 19 19 38 19 19
Profitability (%) 54.2169 53.6585 54.7619 54.2169 53.6585 54.7619
Ratio Avg Win / Avg Loss 2.5096 4.3069 1.1934 1.3426 2.9319 0.5399
Largest Winning Trade 381142 381142 48272 8411740 8411740 887619
Largest Losing Trade -70046 -24406 -70046 -3466619 -1185851 -3466619
Avg Bars in Trades 58 59 57 58 59 57
Avg Bars in Winners 69 71 67 69 71 67
Avg Bars in Losers 45 45 46 45 45 46
Bars Traded 4854 2423 2431 4854 2423 2431
Profit Streak 152.9555 163.4555 152.9555 152.9555 163.4555 152.9555
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -65651 -113843 -292134 373340 573927 -579153

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106551449,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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": [
        [
            933618.8804901548,
            813862.7054975106,
            119756.1749926441,
            8782664.215162594,
            12177728.402701031,
            -3395064.187538434
        ],
        [
            933.61888,
            813.862705,
            119.756175,
            8782.664215,
            12177.728403,
            -3395.064188
        ],
        [
            0.373373,
            0.32548,
            0.047893,
            0.179593,
            0.192562,
            0
        ],
        [
            734.613146,
            734.613146,
            734.613146,
            734.613146,
            734.613146,
            734.613146
        ],
        [
            -83411,
            -59846,
            -70046,
            -5563220,
            -2474936,
            -6245117
        ],
        [
            2.971918,
            4.986917,
            1.444655,
            1.589977,
            3.394874,
            0.65362
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            54.216867,
            53.658537,
            54.761905,
            54.216867,
            53.658537,
            54.761905
        ],
        [
            2.509619,
            4.306883,
            1.19341,
            1.342647,
            2.931937,
            0.539947
        ],
        [
            381142,
            381142,
            48272,
            8411740,
            8411740,
            887619
        ],
        [
            -70046,
            -24406,
            -70046,
            -3466619,
            -1185851,
            -3466619
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            69,
            71,
            67,
            69,
            71,
            67
        ],
        [
            45,
            45,
            46,
            45,
            45,
            46
        ],
        [
            4854,
            2423,
            2431,
            4854,
            2423,
            2431
        ],
        [
            152.955456,
            163.455456,
            152.955456,
            152.955457,
            163.455457,
            152.955457
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -65651,
            -113843,
            -292134,
            373340,
            573927,
            -579153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758106551449,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 32,
            "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)