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Trade: XRP/USDT/360/ZLMA/HMA/6703

Strategy
XRP/USDT/360/ZLMA/HMA/6703
Pair
XRP_USDT
Interval
6h
Score
510780
Daily Profit
0.177338
Profit Factor
2.433646
Profitability
52.380952
Streak
173.758510
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-26 15:12
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 775121.4106 713313.5281 61807.8826 3645791.9067 8289060.4569 -4643268.5502
Total P&L (%) 775.1214 713.3135 61.8079 3645.7919 8289.0605 -4643.2686
Avg Daily Profit (%) 0.31 0.2853 0.0247 0.145 0.1773 0
Buy And Hold Return (%) 798.8684 798.8684 798.8684 798.8684 798.8684 798.8684
Max Trade Drawdown -89784 -51474 -134862 -4638191 -2098825 -7919234
Profit Factor 2.515 4.9334 1.1871 1.1925 2.4336 0.6472
Total Trades 84 42 42 84 42 42
Winning Trades 44 22 22 44 22 22
Losing Trades 40 20 20 40 20 20
Profitability (%) 52.381 52.381 52.381 52.381 52.381 52.381
Ratio Avg Win / Avg Loss 2.2864 4.4849 1.0792 1.0841 2.2124 0.5884
Largest Winning Trade 213455 213455 60894 4463182 4463182 1346283
Largest Losing Trade -47759 -28265 -47759 -2864556 -1042884 -2864556
Avg Bars in Trades 114 114 114 114 114 114
Avg Bars in Winners 135 135 136 135 135 136
Avg Bars in Losers 91 91 91 91 91 91
Bars Traded 9616 4801 4815 9616 4801 4815
Profit Streak 80.0085 173.7585 80.0085 80.0085 173.7585 80.0085
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150509 -147557 -339380 -8049 510780 -579868
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888735235,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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": [
        [
            775121.4106212534,
            713313.5280641126,
            61807.8825571408,
            3645791.9067013315,
            8289060.4569419995,
            -4643268.550240667
        ],
        [
            775.121411,
            713.313528,
            61.807883,
            3645.791907,
            8289.060457,
            -4643.26855
        ],
        [
            0.310049,
            0.285325,
            0.024723,
            0.145034,
            0.177338,
            0
        ],
        [
            798.868436,
            798.868436,
            798.868436,
            798.868436,
            798.868436,
            798.868436
        ],
        [
            -89784,
            -51474,
            -134862,
            -4638191,
            -2098825,
            -7919234
        ],
        [
            2.515041,
            4.933426,
            1.187143,
            1.192467,
            2.433646,
            0.647186
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            52.380952,
            52.380952,
            52.380952,
            52.380952,
            52.380952,
            52.380952
        ],
        [
            2.286401,
            4.484932,
            1.079221,
            1.084061,
            2.212405,
            0.588351
        ],
        [
            213455,
            213455,
            60894,
            4463182,
            4463182,
            1346283
        ],
        [
            -47759,
            -28265,
            -47759,
            -2864556,
            -1042884,
            -2864556
        ],
        [
            114,
            114,
            114,
            114,
            114,
            114
        ],
        [
            135,
            135,
            136,
            135,
            135,
            136
        ],
        [
            91,
            91,
            91,
            91,
            91,
            91
        ],
        [
            9616,
            4801,
            4815,
            9616,
            4801,
            4815
        ],
        [
            80.00851,
            173.75851,
            80.00851,
            80.00851,
            173.75851,
            80.00851
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150509,
            -147557,
            -339380,
            -8049,
            510780,
            -579868
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758888735235,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 220,
            "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)