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Trade: XRP/USDT/360/ZLMA/HMA/1758

Strategy
XRP/USDT/360/ZLMA/HMA/1758
Pair
XRP_USDT
Interval
6h
Score
410526
Daily Profit
0.258310
Profit Factor
1.888132
Profitability
48.936170
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-17 21:50
Expiration Time
2025-12-01 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1060855.2314 871516.5282 189338.7032 47474624.7319 63174703.1627 -15700078.4309
Total P&L (%) 1060.8552 871.5165 189.3387 47474.6247 63174.7032 -15700.0784
Avg Daily Profit (%) 0.4243 0.3486 0.0757 0.2469 0.2583 0
Buy And Hold Return (%) 895.7937 895.7937 895.7937 895.7937 895.7937 895.7937
Max Trade Drawdown -94755 -56293 -72655 -61539822 -37335181 -33791671
Profit Factor 2.6288 3.2958 1.6969 1.379 1.8881 0.7099
Total Trades 189 94 95 189 94 95
Winning Trades 94 46 48 94 46 48
Losing Trades 95 48 47 95 48 47
Profitability (%) 49.7355 48.9362 50.5263 49.7355 48.9362 50.5263
Ratio Avg Win / Avg Loss 2.6568 3.4391 1.6615 1.3937 1.9702 0.6951
Largest Winning Trade 340189 340189 44493 63418301 63418301 8351232
Largest Losing Trade -27042 -27042 -21910 -17356018 -17356018 -12003913
Avg Bars in Trades 51 54 48 51 54 48
Avg Bars in Winners 64 65 62 64 65 62
Avg Bars in Losers 38 42 34 38 42 34
Bars Traded 9721 5088 4633 9721 5088 4633
Profit Streak 30.2848 0 36.2848 30.2848 0 36.2848
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92056 -150886 -254087 375557 410526 -580466

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1544680800000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758135006923,
    "expiration_time": 1764612648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 92,
            "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": [
        [
            1060855.2314322859,
            871516.5282478489,
            189338.7031844381,
            47474624.731865056,
            63174703.1627478,
            -15700078.430882737
        ],
        [
            1060.855231,
            871.516528,
            189.338703,
            47474.624732,
            63174.703163,
            -15700.078431
        ],
        [
            0.4243,
            0.348572,
            0.075728,
            0.246875,
            0.25831,
            0
        ],
        [
            895.793727,
            895.793727,
            895.793727,
            895.793727,
            895.793727,
            895.793727
        ],
        [
            -94755,
            -56293,
            -72655,
            -61539822,
            -37335181,
            -33791671
        ],
        [
            2.628819,
            3.295847,
            1.696872,
            1.37904,
            1.888132,
            0.70989
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            94,
            46,
            48,
            94,
            46,
            48
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            49.73545,
            48.93617,
            50.526316,
            49.73545,
            48.93617,
            50.526316
        ],
        [
            2.656785,
            3.439145,
            1.661521,
            1.39371,
            1.970224,
            0.6951
        ],
        [
            340189,
            340189,
            44493,
            63418301,
            63418301,
            8351232
        ],
        [
            -27042,
            -27042,
            -21910,
            -17356018,
            -17356018,
            -12003913
        ],
        [
            51,
            54,
            48,
            51,
            54,
            48
        ],
        [
            64,
            65,
            62,
            64,
            65,
            62
        ],
        [
            38,
            42,
            34,
            38,
            42,
            34
        ],
        [
            9721,
            5088,
            4633,
            9721,
            5088,
            4633
        ],
        [
            30.284802,
            0,
            36.284802,
            30.284802,
            0,
            36.284802
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92056,
            -150886,
            -254087,
            375557,
            410526,
            -580466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542110400000,
    "first_datapoint_time": 1544680800000,
    "last_datapoint_time": 1758132000000,
    "evaluation_time": 1758135006923,
    "expiration_time": 1764612648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 92,
            "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)