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Trade: XRP/USDT/360/ZLMA/SINWMA/1535

Strategy
XRP/USDT/360/ZLMA/SINWMA/1535
Pair
XRP_USDT
Interval
6h
Score
396749
Daily Profit
0.184434
Profit Factor
1.559901
Profitability
48.507463
Streak
68.874496
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 23:59
Expiration Time
2025-11-22 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 913715.2468 798760.053 114955.1939 9914272.9888 11504659.0738 -1590386.085
Total P&L (%) 913.7152 798.7601 114.9552 9914.273 11504.6591 -1590.3861
Avg Daily Profit (%) 0.3655 0.3195 0.046 0.1844 0.1903 0
Buy And Hold Return (%) 710.7272 710.7272 710.7272 710.7272 710.7272 710.7272
Max Trade Drawdown -81529 -63790 -89259 -4065337 -1876780 -5505086
Profit Factor 2.4847 3.8589 1.3421 1.5599 2.5669 0.8466
Total Trades 134 67 67 134 67 67
Winning Trades 65 32 33 65 32 33
Losing Trades 69 35 34 69 35 34
Profitability (%) 48.5075 47.7612 49.2537 48.5075 47.7612 49.2537
Ratio Avg Win / Avg Loss 2.6376 4.2207 1.3828 1.6559 2.8075 0.8722
Largest Winning Trade 365096 365096 50099 5926275 5926275 977782
Largest Losing Trade -54987 -19365 -54987 -3127968 -742398 -3127968
Avg Bars in Trades 68 74 63 68 74 63
Avg Bars in Winners 77 77 76 77 77 76
Avg Bars in Losers 61 71 50 61 71 50
Bars Traded 9243 5013 4230 9243 5013 4230
Profit Streak 68.8745 75.8745 0 68.8745 75.8745 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62401 -228496 -413904 396749 -104421 -697748

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541354400000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757365156440,
    "expiration_time": 1763834400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "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": [
        [
            913715.2468495824,
            798760.0529767928,
            114955.1938727898,
            9914272.988829078,
            11504659.073822565,
            -1590386.0849934905
        ],
        [
            913.715247,
            798.760053,
            114.955194,
            9914.272989,
            11504.659074,
            -1590.386085
        ],
        [
            0.365486,
            0.319504,
            0.045982,
            0.184434,
            0.190341,
            0
        ],
        [
            710.727193,
            710.727193,
            710.727193,
            710.727193,
            710.727193,
            710.727193
        ],
        [
            -81529,
            -63790,
            -89259,
            -4065337,
            -1876780,
            -5505086
        ],
        [
            2.484691,
            3.858903,
            1.342097,
            1.559901,
            2.566888,
            0.846559
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            48.507463,
            47.761194,
            49.253731,
            48.507463,
            47.761194,
            49.253731
        ],
        [
            2.637595,
            4.220675,
            1.382767,
            1.655895,
            2.807533,
            0.872213
        ],
        [
            365096,
            365096,
            50099,
            5926275,
            5926275,
            977782
        ],
        [
            -54987,
            -19365,
            -54987,
            -3127968,
            -742398,
            -3127968
        ],
        [
            68,
            74,
            63,
            68,
            74,
            63
        ],
        [
            77,
            77,
            76,
            77,
            77,
            76
        ],
        [
            61,
            71,
            50,
            61,
            71,
            50
        ],
        [
            9243,
            5013,
            4230,
            9243,
            5013,
            4230
        ],
        [
            68.874496,
            75.874496,
            0,
            68.874496,
            75.874496,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62401,
            -228496,
            -413904,
            396749,
            -104421,
            -697748
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541354400000,
    "first_datapoint_time": 1545523200000,
    "last_datapoint_time": 1757354400000,
    "evaluation_time": 1757365156440,
    "expiration_time": 1763834400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "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)