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Trade: XRP/USDT/720/LINREG/JMA/5896

Strategy
XRP/USDT/720/LINREG/JMA/5896
Pair
XRP_USDT
Interval
12h
Score
593869
Daily Profit
0.172899
Profit Factor
3.703299
Profitability
59.183673
Streak
62.519819
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-09 03:28
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 907022.9228 801003.4808 106019.442 6499318.8383 7415841.688 -916522.8497
Total P&L (%) 907.0229 801.0035 106.0194 6499.3188 7415.8417 -916.5229
Avg Daily Profit (%) 0.3627 0.3203 0.0424 0.1677 0.1729 0
Buy And Hold Return (%) 719.8353 719.8353 719.8353 719.8353 719.8353 719.8353
Max Trade Drawdown -134816 -103865 -63832 -3122618 -1383143 -2202761
Profit Factor 2.7561 4.384 1.3789 1.9057 3.7033 0.7932
Total Trades 99 49 50 99 49 50
Winning Trades 60 29 31 60 29 31
Losing Trades 39 20 19 39 20 19
Profitability (%) 60.6061 59.1837 62 60.6061 59.1837 62
Ratio Avg Win / Avg Loss 1.7915 3.0234 0.8451 1.2387 2.554 0.4862
Largest Winning Trade 402995 402995 50602 6024760 6024760 721670
Largest Losing Trade -63832 -32135 -63832 -1739475 -1383143 -1739475
Avg Bars in Trades 47 52 43 47 52 43
Avg Bars in Winners 52 52 51 52 52 51
Avg Bars in Losers 41 51 30 41 51 30
Bars Traded 4743 2558 2185 4743 2558 2185
Profit Streak 60.0198 62.5198 60.0198 60.0198 62.5198 60.0198
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67572 -112441 -481092 463829 593869 -758717

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": 1545868800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757377712402,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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": [
        [
            907022.9227654404,
            801003.4807566719,
            106019.4420087682,
            6499318.838253208,
            7415841.687961509,
            -916522.849708302
        ],
        [
            907.022923,
            801.003481,
            106.019442,
            6499.318838,
            7415.841688,
            -916.52285
        ],
        [
            0.362737,
            0.320337,
            0.042399,
            0.167689,
            0.172899,
            0
        ],
        [
            719.835307,
            719.835307,
            719.835307,
            719.835307,
            719.835307,
            719.835307
        ],
        [
            -134816,
            -103865,
            -63832,
            -3122618,
            -1383143,
            -2202761
        ],
        [
            2.756104,
            4.383974,
            1.378922,
            1.905743,
            3.703299,
            0.793223
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            60.606061,
            59.183673,
            62,
            60.606061,
            59.183673,
            62
        ],
        [
            1.791468,
            3.02343,
            0.845146,
            1.238733,
            2.554,
            0.486169
        ],
        [
            402995,
            402995,
            50602,
            6024760,
            6024760,
            721670
        ],
        [
            -63832,
            -32135,
            -63832,
            -1739475,
            -1383143,
            -1739475
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            52,
            52,
            51,
            52,
            52,
            51
        ],
        [
            41,
            51,
            30,
            41,
            51,
            30
        ],
        [
            4743,
            2558,
            2185,
            4743,
            2558,
            2185
        ],
        [
            60.019819,
            62.519819,
            60.019819,
            60.019819,
            62.519819,
            60.019819
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67572,
            -112441,
            -481092,
            463829,
            593869,
            -758717
        ]
    ]
}
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": 1545868800000,
    "last_datapoint_time": 1757376000000,
    "evaluation_time": 1757377712402,
    "expiration_time": 1763857296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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)