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Trade: XRP/USDT/240/ZLMA/WMA/3355

Strategy
XRP/USDT/240/ZLMA/WMA/3355
Pair
XRP_USDT
Interval
4h
Score
309647
Daily Profit
0.210178
Profit Factor
1.339141
Profitability
44.186047
Streak
84.226833
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-20 20:26
Expiration Time
2025-12-04 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1004137.8369 867221.9701 136915.8669 18916559.3522 26287410.2597 -7370850.9074
Total P&L (%) 1004.1378 867.222 136.9159 18916.5594 26287.4103 -7370.8509
Avg Daily Profit (%) 0.4017 0.347 0.0548 0.2102 0.2233 0
Buy And Hold Return (%) 725.7264 725.7264 725.7264 725.7264 725.7264 725.7264
Max Trade Drawdown -87245 -51293 -77849 -19826456 -11748243 -15001492
Profit Factor 2.6558 3.5354 1.5178 1.3391 1.8812 0.7159
Total Trades 129 64 65 129 64 65
Winning Trades 57 28 29 57 28 29
Losing Trades 72 36 36 72 36 36
Profitability (%) 44.186 43.75 44.6154 44.186 43.75 44.6154
Ratio Avg Win / Avg Loss 3.3547 4.5456 1.8842 1.6915 2.4187 0.8888
Largest Winning Trade 295274 295274 48631 24077256 24077256 3550519
Largest Losing Trade -40958 -40958 -25798 -8315315 -4576745 -8315315
Avg Bars in Trades 110 116 105 110 116 105
Avg Bars in Winners 157 163 151 157 163 151
Avg Bars in Losers 73 79 67 73 79 67
Bars Traded 14270 7440 6830 14270 7440 6830
Profit Streak 84.2268 91.8935 84.2268 84.2268 91.8935 84.2268
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32555 -230435 -416516 309647 -129521 -714272

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758389198369,
    "expiration_time": 1764862704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 51,
            "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": [
        [
            1004137.8369239152,
            867221.9700525408,
            136915.8668713744,
            18916559.35223142,
            26287410.25967091,
            -7370850.907439484
        ],
        [
            1004.137837,
            867.22197,
            136.915867,
            18916.559352,
            26287.41026,
            -7370.850907
        ],
        [
            0.401735,
            0.346958,
            0.054777,
            0.210178,
            0.223312,
            0
        ],
        [
            725.72637,
            725.72637,
            725.72637,
            725.72637,
            725.72637,
            725.72637
        ],
        [
            -87245,
            -51293,
            -77849,
            -19826456,
            -11748243,
            -15001492
        ],
        [
            2.655775,
            3.535439,
            1.517825,
            1.339141,
            1.881248,
            0.715938
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            44.186047,
            43.75,
            44.615385,
            44.186047,
            43.75,
            44.615385
        ],
        [
            3.354663,
            4.545565,
            1.884197,
            1.691547,
            2.418747,
            0.888751
        ],
        [
            295274,
            295274,
            48631,
            24077256,
            24077256,
            3550519
        ],
        [
            -40958,
            -40958,
            -25798,
            -8315315,
            -4576745,
            -8315315
        ],
        [
            110,
            116,
            105,
            110,
            116,
            105
        ],
        [
            157,
            163,
            151,
            157,
            163,
            151
        ],
        [
            73,
            79,
            67,
            73,
            79,
            67
        ],
        [
            14270,
            7440,
            6830,
            14270,
            7440,
            6830
        ],
        [
            84.226833,
            91.8935,
            84.226833,
            84.226833,
            91.8935,
            84.226833
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32555,
            -230435,
            -416516,
            309647,
            -129521,
            -714272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1545825600000,
    "last_datapoint_time": 1758384000000,
    "evaluation_time": 1758389198369,
    "expiration_time": 1764862704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 51,
            "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)