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Trade: XRP/USDT/360/ZLMA/HMA/2124

Strategy
XRP/USDT/360/ZLMA/HMA/2124
Pair
XRP_USDT
Interval
6h
Score
533643
Daily Profit
0.199689
Profit Factor
2.783733
Profitability
53.658537
Streak
161.477769
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-14 08:27
Expiration Time
2025-11-28 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 890392.9596 786507.1766 103885.783 9243387.2421 14553184.9347 -5309797.6926
Total P&L (%) 890.393 786.5072 103.8858 9243.3872 14553.1849 -5309.7977
Avg Daily Profit (%) 0.3562 0.3146 0.0416 0.1817 0.1997 0
Buy And Hold Return (%) 773.3215 773.3215 773.3215 773.3215 773.3215 773.3215
Max Trade Drawdown -63157 -61083 -84441 -7463178 -3020231 -9399936
Profit Factor 3.018 5.2275 1.4071 1.4065 2.7837 0.6358
Total Trades 82 41 41 82 41 41
Winning Trades 45 22 23 45 22 23
Losing Trades 37 19 18 37 19 18
Profitability (%) 54.878 53.6585 56.0976 54.878 53.6585 56.0976
Ratio Avg Win / Avg Loss 2.4815 4.5146 1.1012 1.1565 2.4041 0.4976
Largest Winning Trade 270830 270830 59878 10511978 10511978 1516323
Largest Losing Trade -44513 -16685 -44513 -5611365 -1465326 -5611365
Avg Bars in Trades 111 111 112 111 111 112
Avg Bars in Winners 137 138 136 137 138 136
Avg Bars in Losers 81 79 82 81 79 82
Bars Traded 9176 4556 4620 9176 4556 4620
Profit Streak 70.7278 161.4778 0 70.7278 161.4778 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111129 -142018 -301614 37033 533643 -579951

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757827679262,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 180,
            "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": [
        [
            890392.9595687842,
            786507.1765546087,
            103885.7830141756,
            9243387.242059825,
            14553184.934671987,
            -5309797.692612162
        ],
        [
            890.39296,
            786.507177,
            103.885783,
            9243.387242,
            14553.184935,
            -5309.797693
        ],
        [
            0.356157,
            0.314603,
            0.041554,
            0.181655,
            0.199689,
            0
        ],
        [
            773.32151,
            773.32151,
            773.32151,
            773.32151,
            773.32151,
            773.32151
        ],
        [
            -63157,
            -61083,
            -84441,
            -7463178,
            -3020231,
            -9399936
        ],
        [
            3.018012,
            5.227454,
            1.407115,
            1.406531,
            2.783733,
            0.635775
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            54.878049,
            53.658537,
            56.097561,
            54.878049,
            53.658537,
            56.097561
        ],
        [
            2.481476,
            4.514619,
            1.101221,
            1.156481,
            2.404133,
            0.497563
        ],
        [
            270830,
            270830,
            59878,
            10511978,
            10511978,
            1516323
        ],
        [
            -44513,
            -16685,
            -44513,
            -5611365,
            -1465326,
            -5611365
        ],
        [
            111,
            111,
            112,
            111,
            111,
            112
        ],
        [
            137,
            138,
            136,
            137,
            138,
            136
        ],
        [
            81,
            79,
            82,
            81,
            79,
            82
        ],
        [
            9176,
            4556,
            4620,
            9176,
            4556,
            4620
        ],
        [
            70.727769,
            161.477769,
            0,
            70.727769,
            161.477769,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111129,
            -142018,
            -301614,
            37033,
            533643,
            -579951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757827679262,
    "expiration_time": 1764288000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 180,
            "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)