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Trade: XRP/USDT/720/T3/JMA/6426

Strategy
XRP/USDT/720/T3/JMA/6426
Pair
XRP_USDT
Interval
12h
Score
338668
Daily Profit
0.172950
Profit Factor
1.302103
Profitability
51.666667
Streak
68.008399
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-15 03:12
Expiration Time
2025-11-29 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 922756.8699 831990.5823 90766.2876 7425565.7692 10804579.0096 -3379013.2404
Total P&L (%) 922.7569 831.9906 90.7663 7425.5658 10804.579 -3379.0132
Avg Daily Profit (%) 0.369 0.3327 0.0363 0.173 0.1878 0
Buy And Hold Return (%) 719.3599 719.3599 719.3599 719.3599 719.3599 719.3599
Max Trade Drawdown -103321 -68653 -72154 -11613238 -6490262 -5167327
Profit Factor 2.4506 3.3247 1.3262 1.3021 1.831 0.7081
Total Trades 120 60 60 120 60 60
Winning Trades 62 30 32 62 30 32
Losing Trades 58 30 28 58 30 28
Profitability (%) 51.6667 50 53.3333 51.6667 50 53.3333
Ratio Avg Win / Avg Loss 2.2925 3.3247 1.1605 1.2181 1.831 0.6196
Largest Winning Trade 352445 352445 44899 10837601 10837601 2578957
Largest Losing Trade -32536 -32536 -21813 -2569461 -2569461 -1965194
Avg Bars in Trades 40 39 42 40 39 42
Avg Bars in Winners 54 54 54 54 54 54
Avg Bars in Losers 26 24 28 26 24 28
Bars Traded 4889 2364 2525 4889 2364 2525
Profit Streak 68.0084 84.5084 68.0084 68.0084 84.5084 68.0084
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62155 -270160 -478131 338668 -157214 -748967

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757895125674,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.70384
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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": [
        [
            922756.8699091437,
            831990.5822604065,
            90766.2876487373,
            7425565.769183819,
            10804579.00959686,
            -3379013.240413046
        ],
        [
            922.75687,
            831.990582,
            90.766288,
            7425.565769,
            10804.57901,
            -3379.01324
        ],
        [
            0.369029,
            0.33273,
            0.036299,
            0.17295,
            0.187809,
            0
        ],
        [
            719.3599,
            719.3599,
            719.3599,
            719.3599,
            719.3599,
            719.3599
        ],
        [
            -103321,
            -68653,
            -72154,
            -11613238,
            -6490262,
            -5167327
        ],
        [
            2.450615,
            3.324678,
            1.32624,
            1.302103,
            1.83098,
            0.708136
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            51.666667,
            50,
            53.333333,
            51.666667,
            50,
            53.333333
        ],
        [
            2.292511,
            3.324678,
            1.16046,
            1.218097,
            1.83098,
            0.619619
        ],
        [
            352445,
            352445,
            44899,
            10837601,
            10837601,
            2578957
        ],
        [
            -32536,
            -32536,
            -21813,
            -2569461,
            -2569461,
            -1965194
        ],
        [
            40,
            39,
            42,
            40,
            39,
            42
        ],
        [
            54,
            54,
            54,
            54,
            54,
            54
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            4889,
            2364,
            2525,
            4889,
            2364,
            2525
        ],
        [
            68.008399,
            84.508399,
            68.008399,
            68.008399,
            84.508399,
            68.008399
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62155,
            -270160,
            -478131,
            338668,
            -157214,
            -748967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1543752000000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757895125674,
    "expiration_time": 1764375696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.70384
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 44,
            "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)