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Trade: XRP/USDT/360/HMA/ZLMA/1716

Strategy
XRP/USDT/360/HMA/ZLMA/1716
Pair
XRP_USDT
Interval
6h
Score
397528
Daily Profit
0.174388
Profit Factor
2.241126
Profitability
45.081967
Streak
22.884833
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 18:14
Expiration Time
2025-11-30 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 909304.7132 812215.4625 97089.2507 7693761.299 6522180.7593 1171580.5397
Total P&L (%) 909.3047 812.2155 97.0893 7693.7613 6522.1808 1171.5805
Avg Daily Profit (%) 0.3637 0.3249 0.0388 0.1744 0.1679 0.1018
Buy And Hold Return (%) 818.8212 818.8212 818.8212 818.8212 818.8212 818.8212
Max Trade Drawdown -89544 -58259 -44327 -1815379 -1412117 -578834
Profit Factor 2.5027 3.5729 1.3355 2.2411 2.623 1.5373
Total Trades 122 61 61 122 61 61
Winning Trades 55 29 26 55 29 26
Losing Trades 67 32 35 67 32 35
Profitability (%) 45.082 47.541 42.623 45.082 47.541 42.623
Ratio Avg Win / Avg Loss 3.0488 3.9425 1.7977 2.7301 2.8944 2.0694
Largest Winning Trade 360926 360926 51831 3805857 3805857 707643
Largest Losing Trade -36397 -36397 -34422 -726808 -726808 -305361
Avg Bars in Trades 78 79 77 78 79 77
Avg Bars in Winners 114 116 111 114 116 111
Avg Bars in Losers 49 46 52 49 46 52
Bars Traded 9607 4868 4739 9607 4868 4739
Profit Streak 22.8848 0 80.3848 22.8848 0 80.3848
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -118233 -312560 -469255 397528 -149870 -249667

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758035649558,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "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": [
        [
            909304.713185055,
            812215.4624919205,
            97089.2506931346,
            7693761.2990077445,
            6522180.759316618,
            1171580.5396911283
        ],
        [
            909.304713,
            812.215462,
            97.089251,
            7693.761299,
            6522.180759,
            1171.58054
        ],
        [
            0.363722,
            0.324886,
            0.038836,
            0.174388,
            0.167861,
            0.101766
        ],
        [
            818.821206,
            818.821206,
            818.821206,
            818.821206,
            818.821206,
            818.821206
        ],
        [
            -89544,
            -58259,
            -44327,
            -1815379,
            -1412117,
            -578834
        ],
        [
            2.502735,
            3.572866,
            1.335467,
            2.241126,
            2.623044,
            1.537291
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            67,
            32,
            35,
            67,
            32,
            35
        ],
        [
            45.081967,
            47.540984,
            42.622951,
            45.081967,
            47.540984,
            42.622951
        ],
        [
            3.048786,
            3.942473,
            1.797745,
            2.730099,
            2.894394,
            2.06943
        ],
        [
            360926,
            360926,
            51831,
            3805857,
            3805857,
            707643
        ],
        [
            -36397,
            -36397,
            -34422,
            -726808,
            -726808,
            -305361
        ],
        [
            78,
            79,
            77,
            78,
            79,
            77
        ],
        [
            114,
            116,
            111,
            114,
            116,
            111
        ],
        [
            49,
            46,
            52,
            49,
            46,
            52
        ],
        [
            9607,
            4868,
            4739,
            9607,
            4868,
            4739
        ],
        [
            22.884833,
            0,
            80.384833,
            22.884833,
            0,
            80.384833
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -118233,
            -312560,
            -469255,
            397528,
            -149870,
            -249667
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547208000000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758035649558,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "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)