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Trade: XRP/USDT/720/TEMA/JMA/9219

Strategy
XRP/USDT/720/TEMA/JMA/9219
Pair
XRP_USDT
Interval
12h
Score
543083
Daily Profit
0.177159
Profit Factor
2.899941
Profitability
52.631579
Streak
151.639087
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 06:20
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 817232.1761 728853.461 88378.7151 4611734.9454 8259044.6566 -3647309.7112
Total P&L (%) 817.2322 728.8535 88.3787 4611.7349 8259.0447 -3647.3097
Avg Daily Profit (%) 0.3268 0.2915 0.0353 0.1542 0.1772 0
Buy And Hold Return (%) 810.6651 810.6651 810.6651 810.6651 810.6651 810.6651
Max Trade Drawdown -82850 -48575 -74633 -6551803 -2567501 -5259983
Profit Factor 2.8327 4.9041 1.3409 1.4183 2.8999 0.4538
Total Trades 75 38 37 75 38 37
Winning Trades 40 20 20 40 20 20
Losing Trades 35 18 17 35 18 17
Profitability (%) 53.3333 52.6316 54.0541 53.3333 52.6316 54.0541
Ratio Avg Win / Avg Loss 2.4786 4.4137 1.1398 1.241 2.6099 0.3857
Largest Winning Trade 360767 360767 47510 8239533 8239533 524663
Largest Losing Trade -57972 -28097 -57972 -3754382 -1901900 -3754382
Avg Bars in Trades 64 66 61 64 66 61
Avg Bars in Winners 69 68 71 69 68 71
Avg Bars in Losers 57 64 49 57 64 49
Bars Traded 4812 2536 2276 4812 2536 2276
Profit Streak 64.6391 151.6391 0 64.6391 151.6391 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -209015 -147527 -310593 -52707 543083 -580247

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757733617128,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            817232.1760983922,
            728853.460963295,
            88378.7151350971,
            4611734.94544979,
            8259044.656649099,
            -3647309.7111993097
        ],
        [
            817.232176,
            728.853461,
            88.378715,
            4611.734945,
            8259.044657,
            -3647.309711
        ],
        [
            0.326828,
            0.291483,
            0.035344,
            0.154194,
            0.177159,
            0
        ],
        [
            810.665104,
            810.665104,
            810.665104,
            810.665104,
            810.665104,
            810.665104
        ],
        [
            -82850,
            -48575,
            -74633,
            -6551803,
            -2567501,
            -5259983
        ],
        [
            2.832725,
            4.904144,
            1.340936,
            1.418304,
            2.899941,
            0.45382
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            53.333333,
            52.631579,
            54.054054,
            53.333333,
            52.631579,
            54.054054
        ],
        [
            2.478634,
            4.41373,
            1.139796,
            1.241016,
            2.609947,
            0.385747
        ],
        [
            360767,
            360767,
            47510,
            8239533,
            8239533,
            524663
        ],
        [
            -57972,
            -28097,
            -57972,
            -3754382,
            -1901900,
            -3754382
        ],
        [
            64,
            66,
            61,
            64,
            66,
            61
        ],
        [
            69,
            68,
            71,
            69,
            68,
            71
        ],
        [
            57,
            64,
            49,
            57,
            64,
            49
        ],
        [
            4812,
            2536,
            2276,
            4812,
            2536,
            2276
        ],
        [
            64.639087,
            151.639087,
            0,
            64.639087,
            151.639087,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -209015,
            -147527,
            -310593,
            -52707,
            543083,
            -580247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1545955200000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757733617128,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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)