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Trade: XRP/USDT/480/HMA/ZLMA/9195

Strategy
XRP/USDT/480/HMA/ZLMA/9195
Pair
XRP_USDT
Interval
8h
Score
411634
Daily Profit
0.157730
Profit Factor
2.213424
Profitability
47.826087
Streak
173.076287
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 12:49
Expiration Time
2025-12-08 11:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 772940.1121 745195.0782 27745.0339 1552773.4172 5058825.19 -3506051.7728
Total P&L (%) 772.9401 745.1951 27.745 1552.7734 5058.8252 -3506.0518
Avg Daily Profit (%) 0.3089 0.2978 0.0111 0.1122 0.1577 0
Buy And Hold Return (%) 839.8752 839.8752 839.8752 839.8752 839.8752 839.8752
Max Trade Drawdown -124695 -72621 -130679 -3688634 -1628511 -5549993
Profit Factor 2.3398 4.0474 1.0835 1.1344 2.2134 0.5253
Total Trades 92 46 46 92 46 46
Winning Trades 42 22 20 42 22 20
Losing Trades 50 24 26 50 24 26
Profitability (%) 45.6522 47.8261 43.4783 45.6522 47.8261 43.4783
Ratio Avg Win / Avg Loss 2.7854 4.4153 1.4085 1.3504 2.4146 0.683
Largest Winning Trade 329346 329346 46448 3654319 3654319 677859
Largest Losing Trade -67022 -31363 -67022 -3212961 -756668 -3212961
Avg Bars in Trades 78 80 76 78 80 76
Avg Bars in Winners 105 106 104 105 106 104
Avg Bars in Losers 55 56 54 55 56 54
Bars Traded 7198 3695 3503 7198 3695 3503
Profit Streak 0 173.0763 0 0 173.0763 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153798 -149610 -474969 -124881 411634 -583240

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758707391174,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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": [
        [
            772940.1121178342,
            745195.0782165102,
            27745.0339013237,
            1552773.4172044757,
            5058825.189994004,
            -3506051.772789528
        ],
        [
            772.940112,
            745.195078,
            27.745034,
            1552.773417,
            5058.82519,
            -3506.051773
        ],
        [
            0.308929,
            0.29784,
            0.011089,
            0.112175,
            0.15773,
            0
        ],
        [
            839.875176,
            839.875176,
            839.875176,
            839.875176,
            839.875176,
            839.875176
        ],
        [
            -124695,
            -72621,
            -130679,
            -3688634,
            -1628511,
            -5549993
        ],
        [
            2.33976,
            4.047371,
            1.083472,
            1.134374,
            2.213424,
            0.525349
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            45.652174,
            47.826087,
            43.478261,
            45.652174,
            47.826087,
            43.478261
        ],
        [
            2.785429,
            4.415314,
            1.408514,
            1.350445,
            2.414645,
            0.682954
        ],
        [
            329346,
            329346,
            46448,
            3654319,
            3654319,
            677859
        ],
        [
            -67022,
            -31363,
            -67022,
            -3212961,
            -756668,
            -3212961
        ],
        [
            78,
            80,
            76,
            78,
            80,
            76
        ],
        [
            105,
            106,
            104,
            105,
            106,
            104
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            7198,
            3695,
            3503,
            7198,
            3695,
            3503
        ],
        [
            0,
            173.076287,
            0,
            0,
            173.076287,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153798,
            -149610,
            -474969,
            -124881,
            411634,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7506,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549152000000,
    "last_datapoint_time": 1758700800000,
    "evaluation_time": 1758707391174,
    "expiration_time": 1765185984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 112,
            "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)