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Trade: XRP/USDT/240/ZLMA/PWMA/2465

Strategy
XRP/USDT/240/ZLMA/PWMA/2465
Pair
XRP_USDT
Interval
4h
Score
359209
Daily Profit
0.163753
Profit Factor
1.364138
Profitability
49.729730
Streak
22.384189
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-22 00:13
Expiration Time
2025-12-05 21:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771738.8144 694935.6094 76803.205 4953961.5326 5870218.6972 -916257.1645
Total P&L (%) 771.7388 694.9356 76.8032 4953.9615 5870.2187 -916.2572
Avg Daily Profit (%) 0.3088 0.278 0.0307 0.1571 0.1638 0
Buy And Hold Return (%) 716.4682 716.4682 716.4682 716.4682 716.4682 716.4682
Max Trade Drawdown -125294 -71267 -111797 -5703341 -3091172 -5177201
Profit Factor 1.6883 2.1572 1.1475 1.1668 1.3641 0.9325
Total Trades 370 185 185 370 185 185
Winning Trades 173 92 81 173 92 81
Losing Trades 197 93 104 197 93 104
Profitability (%) 46.7568 49.7297 43.7838 46.7568 49.7297 43.7838
Ratio Avg Win / Avg Loss 1.9225 2.1806 1.4733 1.3286 1.379 1.1973
Largest Winning Trade 163181 163181 52575 3014543 3014543 1250763
Largest Losing Trade -28177 -28094 -28177 -1124288 -1124288 -809704
Avg Bars in Trades 39 42 36 39 42 36
Avg Bars in Winners 49 50 48 49 50 48
Avg Bars in Losers 30 34 27 30 34 27
Bars Traded 14656 7885 6772 14656 7885 6772
Profit Streak 12.8842 22.3842 0 12.8842 22.3842 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 -128328 -151195 -377880 -28169 359209 -581115

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542484800000,
    "first_datapoint_time": 1545364800000,
    "last_datapoint_time": 1758484800000,
    "evaluation_time": 1758489193913,
    "expiration_time": 1764963072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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": [
        [
            771738.8143768874,
            694935.6093986917,
            76803.2049781956,
            4953961.532619367,
            5870218.697168078,
            -916257.1645487128
        ],
        [
            771.738814,
            694.935609,
            76.803205,
            4953.961533,
            5870.218697,
            -916.257165
        ],
        [
            0.308778,
            0.278049,
            0.03073,
            0.157076,
            0.163753,
            0
        ],
        [
            716.4682,
            716.4682,
            716.4682,
            716.4682,
            716.4682,
            716.4682
        ],
        [
            -125294,
            -71267,
            -111797,
            -5703341,
            -3091172,
            -5177201
        ],
        [
            1.68831,
            2.157172,
            1.147511,
            1.166782,
            1.364138,
            0.93254
        ],
        [
            370,
            185,
            185,
            370,
            185,
            185
        ],
        [
            173,
            92,
            81,
            173,
            92,
            81
        ],
        [
            197,
            93,
            104,
            197,
            93,
            104
        ],
        [
            46.756757,
            49.72973,
            43.783784,
            46.756757,
            49.72973,
            43.783784
        ],
        [
            1.922526,
            2.180619,
            1.473347,
            1.328648,
            1.378965,
            1.197336
        ],
        [
            163181,
            163181,
            52575,
            3014543,
            3014543,
            1250763
        ],
        [
            -28177,
            -28094,
            -28177,
            -1124288,
            -1124288,
            -809704
        ],
        [
            39,
            42,
            36,
            39,
            42,
            36
        ],
        [
            49,
            50,
            48,
            49,
            50,
            48
        ],
        [
            30,
            34,
            27,
            30,
            34,
            27
        ],
        [
            14656,
            7885,
            6772,
            14656,
            7885,
            6772
        ],
        [
            12.884189,
            22.384189,
            0,
            12.884189,
            22.384189,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128328,
            -151195,
            -377880,
            -28169,
            359209,
            -581115
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542484800000,
    "first_datapoint_time": 1545364800000,
    "last_datapoint_time": 1758484800000,
    "evaluation_time": 1758489193913,
    "expiration_time": 1764963072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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)