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Trade: XRP/USDT/360/ZLMA/VWMA/8331

Strategy
XRP/USDT/360/ZLMA/VWMA/8331
Pair
XRP_USDT
Interval
6h
Score
543400
Daily Profit
0.263398
Profit Factor
2.915360
Profitability
55.555556
Streak
34.106754
Best Strategy
Training Data Length
2501.250000
Evaluation Time
2025-09-24 17:33
Expiration Time
2025-12-08 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 996873.1938 849635.071 147238.1228 18031869.4507 71923865.4527 -53891996.002
Total P&L (%) 996.8732 849.6351 147.2381 18031.8695 71923.8655 -53891.996
Avg Daily Profit (%) 0.3986 0.3397 0.0589 0.2081 0.2634 0
Buy And Hold Return (%) 708.3331 708.3331 708.3331 708.3331 708.3331 708.3331
Max Trade Drawdown -166788 -97904 -119819 -75890997 -10624762 -70820301
Profit Factor 2.4779 3.8744 1.3885 1.1355 2.9154 0.4356
Total Trades 181 90 91 181 90 91
Winning Trades 100 50 50 100 50 50
Losing Trades 81 40 41 81 40 41
Profitability (%) 55.2486 55.5556 54.9451 55.2486 55.5556 54.9451
Ratio Avg Win / Avg Loss 2.0071 3.0995 1.1386 0.9198 2.3323 0.3572
Largest Winning Trade 183642 183642 59604 54135178 54135178 6566574
Largest Losing Trade -70238 -39627 -70238 -58729346 -6314845 -58729346
Avg Bars in Trades 52 60 44 52 60 44
Avg Bars in Winners 63 66 61 63 66 61
Avg Bars in Losers 38 52 25 38 52 25
Bars Traded 9517 5425 4091 9517 5425 4091
Profit Streak 0 34.1068 0 0 34.1068 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -22960 -86566 -279141 -63361 543400 -580448

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546106400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758724423537,
    "expiration_time": 1765198440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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": [
        [
            996873.1938109209,
            849635.0709930965,
            147238.1228178247,
            18031869.450726986,
            71923865.45269041,
            -53891996.00196342
        ],
        [
            996.873194,
            849.635071,
            147.238123,
            18031.869451,
            71923.865453,
            -53891.996002
        ],
        [
            0.39855,
            0.339684,
            0.058866,
            0.208123,
            0.263398,
            0
        ],
        [
            708.333099,
            708.333099,
            708.333099,
            708.333099,
            708.333099,
            708.333099
        ],
        [
            -166788,
            -97904,
            -119819,
            -75890997,
            -10624762,
            -70820301
        ],
        [
            2.477856,
            3.874375,
            1.388542,
            1.135543,
            2.91536,
            0.435584
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            55.248619,
            55.555556,
            54.945055,
            55.248619,
            55.555556,
            54.945055
        ],
        [
            2.007063,
            3.0995,
            1.138604,
            0.91979,
            2.332288,
            0.357179
        ],
        [
            183642,
            183642,
            59604,
            54135178,
            54135178,
            6566574
        ],
        [
            -70238,
            -39627,
            -70238,
            -58729346,
            -6314845,
            -58729346
        ],
        [
            52,
            60,
            44,
            52,
            60,
            44
        ],
        [
            63,
            66,
            61,
            63,
            66,
            61
        ],
        [
            38,
            52,
            25,
            38,
            52,
            25
        ],
        [
            9517,
            5425,
            4091,
            9517,
            5425,
            4091
        ],
        [
            0,
            34.106754,
            0,
            0,
            34.106754,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -22960,
            -86566,
            -279141,
            -63361,
            543400,
            -580448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546106400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758724423537,
    "expiration_time": 1765198440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 54,
            "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)