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Trade: XRP/USDT/360/HMA/ZLMA/2816

Strategy
XRP/USDT/360/HMA/ZLMA/2816
Pair
XRP_USDT
Interval
6h
Score
368575
Daily Profit
0.160983
Profit Factor
1.618901
Profitability
45.061728
Streak
32.872474
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 17:56
Expiration Time
2025-12-06 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905475.1743 818803.327 86671.8472 5477573.0274 5724991.211 -247418.1836
Total P&L (%) 905.4752 818.8033 86.6718 5477.573 5724.9912 -247.4182
Avg Daily Profit (%) 0.3622 0.3275 0.0347 0.161 0.1627 0
Buy And Hold Return (%) 692.4889 692.4889 692.4889 692.4889 692.4889 692.4889
Max Trade Drawdown -74914 -57723 -68116 -4053948 -2694962 -1690685
Profit Factor 2.2208 3.0115 1.259 1.6189 1.9993 0.9207
Total Trades 162 81 81 162 81 81
Winning Trades 73 33 40 73 33 40
Losing Trades 89 48 41 89 48 41
Profitability (%) 45.0617 40.7407 49.3827 45.0617 40.7407 49.3827
Ratio Avg Win / Avg Loss 2.7075 4.3804 1.2904 1.9737 2.9081 0.9438
Largest Winning Trade 337894 337894 57380 4659140 4659140 731566
Largest Losing Trade -59453 -26501 -59453 -1592104 -1592104 -828419
Avg Bars in Trades 59 60 59 59 60 59
Avg Bars in Winners 83 87 80 83 87 80
Avg Bars in Losers 39 41 38 39 41 38
Bars Traded 9670 4878 4792 9670 4878 4792
Profit Streak 32.8725 0 85.3725 32.8725 0 85.3725
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56971 -109708 -323762 368575 -4040 -592015

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552981774,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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": [
        [
            905475.1742823313,
            818803.3270409952,
            86671.8472413362,
            5477573.0273611415,
            5724991.210963218,
            -247418.1836020743
        ],
        [
            905.475174,
            818.803327,
            86.671847,
            5477.573027,
            5724.991211,
            -247.418184
        ],
        [
            0.36219,
            0.327521,
            0.034669,
            0.160983,
            0.162722,
            0
        ],
        [
            692.488914,
            692.488914,
            692.488914,
            692.488914,
            692.488914,
            692.488914
        ],
        [
            -74914,
            -57723,
            -68116,
            -4053948,
            -2694962,
            -1690685
        ],
        [
            2.220754,
            3.011538,
            1.258969,
            1.618901,
            1.999335,
            0.920742
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            73,
            33,
            40,
            73,
            33,
            40
        ],
        [
            89,
            48,
            41,
            89,
            48,
            41
        ],
        [
            45.061728,
            40.740741,
            49.382716,
            45.061728,
            40.740741,
            49.382716
        ],
        [
            2.707495,
            4.38042,
            1.290443,
            1.973728,
            2.908123,
            0.943761
        ],
        [
            337894,
            337894,
            57380,
            4659140,
            4659140,
            731566
        ],
        [
            -59453,
            -26501,
            -59453,
            -1592104,
            -1592104,
            -828419
        ],
        [
            59,
            60,
            59,
            59,
            60,
            59
        ],
        [
            83,
            87,
            80,
            83,
            87,
            80
        ],
        [
            39,
            41,
            38,
            39,
            41,
            38
        ],
        [
            9670,
            4878,
            4792,
            9670,
            4878,
            4792
        ],
        [
            32.872474,
            0,
            85.372474,
            32.872474,
            0,
            85.372474
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56971,
            -109708,
            -323762,
            368575,
            -4040,
            -592015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1546365600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552981774,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 89,
            "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)