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Trade: XRP/USDT/720/LINREG/JMA/8770

Strategy
XRP/USDT/720/LINREG/JMA/8770
Pair
XRP_USDT
Interval
12h
Score
570357
Daily Profit
0.191489
Profit Factor
3.172266
Profitability
56.410256
Streak
155.506305
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-16 15:09
Expiration Time
2025-11-30 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 897760.9854 793647.878 104113.1074 8784986.6676 11864783.4306 -3079796.763
Total P&L (%) 897.761 793.6479 104.1131 8784.9867 11864.7834 -3079.7968
Avg Daily Profit (%) 0.359 0.3173 0.0416 0.1796 0.1915 0
Buy And Hold Return (%) 872.9539 872.9539 872.9539 872.9539 872.9539 872.9539
Max Trade Drawdown -100146 -56044 -69691 -5517262 -1952443 -6007954
Profit Factor 3.0269 5.9202 1.3697 1.5846 3.1723 0.678
Total Trades 79 39 40 79 39 40
Winning Trades 43 22 21 43 22 21
Losing Trades 36 17 19 36 17 19
Profitability (%) 54.4304 56.4103 52.5 54.4304 56.4103 52.5
Ratio Avg Win / Avg Loss 2.5342 4.5747 1.2393 1.3266 2.4513 0.6134
Largest Winning Trade 343420 343420 53418 8541465 8541465 803160
Largest Losing Trade -48728 -33632 -48728 -3774760 -1742502 -3774760
Avg Bars in Trades 61 64 57 61 64 57
Avg Bars in Winners 74 74 73 74 74 73
Avg Bars in Losers 45 51 40 45 51 40
Bars Traded 4822 2517 2305 4822 2517 2305
Profit Streak 71.0063 155.5063 71.0063 71.0063 155.5063 71.0063
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -171494 -146451 -301658 -20049 570357 -579867

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758024544735,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            897760.9854147582,
            793647.8779841405,
            104113.1074306174,
            8784986.667605042,
            11864783.430582246,
            -3079796.7629772057
        ],
        [
            897.760985,
            793.647878,
            104.113107,
            8784.986668,
            11864.783431,
            -3079.796763
        ],
        [
            0.358961,
            0.317332,
            0.041629,
            0.179567,
            0.191489,
            0
        ],
        [
            872.953874,
            872.953874,
            872.953874,
            872.953874,
            872.953874,
            872.953874
        ],
        [
            -100146,
            -56044,
            -69691,
            -5517262,
            -1952443,
            -6007954
        ],
        [
            3.026913,
            5.920158,
            1.3697,
            1.584607,
            3.172266,
            0.678022
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            54.43038,
            56.410256,
            52.5,
            54.43038,
            56.410256,
            52.5
        ],
        [
            2.534159,
            4.574668,
            1.239252,
            1.326648,
            2.451297,
            0.613448
        ],
        [
            343420,
            343420,
            53418,
            8541465,
            8541465,
            803160
        ],
        [
            -48728,
            -33632,
            -48728,
            -3774760,
            -1742502,
            -3774760
        ],
        [
            61,
            64,
            57,
            61,
            64,
            57
        ],
        [
            74,
            74,
            73,
            74,
            74,
            73
        ],
        [
            45,
            51,
            40,
            45,
            51,
            40
        ],
        [
            4822,
            2517,
            2305,
            4822,
            2517,
            2305
        ],
        [
            71.006305,
            155.506305,
            71.006305,
            71.006305,
            155.506305,
            71.006305
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -171494,
            -146451,
            -301658,
            -20049,
            570357,
            -579867
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1541980800000,
    "first_datapoint_time": 1547380800000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758024544735,
    "expiration_time": 1764506592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)