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Trade: XRP/USDT/360/JMA/HILO/5482

Strategy
XRP/USDT/360/JMA/HILO/5482
Pair
XRP_USDT
Interval
6h
Score
306222
Daily Profit
0.184430
Profit Factor
1.434415
Profitability
45.390071
Streak
88.496354
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 02:54
Expiration Time
2025-11-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 777972.7622 698973.1621 78999.6002 4454185.4512 9913401.3205 -5459215.8693
Total P&L (%) 777.9728 698.9732 78.9996 4454.1855 9913.4013 -5459.2159
Avg Daily Profit (%) 0.3112 0.2796 0.0316 0.1529 0.1844 0
Buy And Hold Return (%) 694.9001 694.9001 694.9001 694.9001 694.9001 694.9001
Max Trade Drawdown -93272 -84905 -154201 -11816749 -4381004 -14758675
Profit Factor 1.8353 2.6179 1.1582 1.0888 1.4344 0.8004
Total Trades 282 141 141 282 141 141
Winning Trades 141 64 77 141 64 77
Losing Trades 141 77 64 141 77 64
Profitability (%) 50 45.3901 54.6099 50 45.3901 54.6099
Ratio Avg Win / Avg Loss 1.8353 3.1497 0.9627 1.0888 1.7258 0.6652
Largest Winning Trade 180312 180312 48337 4301061 3108998 4301061
Largest Losing Trade -63512 -31541 -63512 -6736029 -3495593 -6736029
Avg Bars in Trades 33 30 36 33 30 36
Avg Bars in Winners 40 40 41 40 40 41
Avg Bars in Losers 26 22 31 26 22 31
Bars Traded 9544 4335 5209 9544 4335 5209
Profit Streak 73.4964 88.4964 0 73.4964 88.4964 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114082 -151658 -364201 -113584 306222 -580361
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545717600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462084997,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            777972.7622346593,
            698973.1620662883,
            78999.6001683705,
            4454185.451198235,
            9913401.320541345,
            -5459215.869343105
        ],
        [
            777.972762,
            698.973162,
            78.9996,
            4454.185451,
            9913.401321,
            -5459.215869
        ],
        [
            0.311189,
            0.279589,
            0.0316,
            0.152862,
            0.18443,
            0
        ],
        [
            694.900132,
            694.900132,
            694.900132,
            694.900132,
            694.900132,
            694.900132
        ],
        [
            -93272,
            -84905,
            -154201,
            -11816749,
            -4381004,
            -14758675
        ],
        [
            1.835299,
            2.617904,
            1.158206,
            1.088789,
            1.434415,
            0.800363
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            141,
            64,
            77,
            141,
            64,
            77
        ],
        [
            141,
            77,
            64,
            141,
            77,
            64
        ],
        [
            50,
            45.390071,
            54.609929,
            50,
            45.390071,
            54.609929
        ],
        [
            1.835299,
            3.149666,
            0.962665,
            1.088789,
            1.725781,
            0.665237
        ],
        [
            180312,
            180312,
            48337,
            4301061,
            3108998,
            4301061
        ],
        [
            -63512,
            -31541,
            -63512,
            -6736029,
            -3495593,
            -6736029
        ],
        [
            33,
            30,
            36,
            33,
            30,
            36
        ],
        [
            40,
            40,
            41,
            40,
            40,
            41
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            9544,
            4335,
            5209,
            9544,
            4335,
            5209
        ],
        [
            73.496354,
            88.496354,
            0,
            73.496354,
            88.496354,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114082,
            -151658,
            -364201,
            -113584,
            306222,
            -580361
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1545717600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757462084997,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)