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Trade: XRP/USDT/360/ZLMA/SINWMA/4030

Strategy
XRP/USDT/360/ZLMA/SINWMA/4030
Pair
XRP_USDT
Interval
6h
Score
315006
Daily Profit
0.148678
Profit Factor
1.665026
Profitability
55.038760
Streak
79.536312
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-20 09:52
Expiration Time
2025-12-04 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 721509.2555 635585.0751 85924.1804 4004032.1028 4683553.3155 -679521.2127
Total P&L (%) 721.5093 635.5851 85.9242 4004.0321 4683.5533 -679.5212
Avg Daily Profit (%) 0.2886 0.2542 0.0344 0.1487 0.1548 0
Buy And Hold Return (%) 748.1113 748.1113 748.1113 748.1113 748.1113 748.1113
Max Trade Drawdown -101729 -71103 -78206 -1346543 -483616 -1814996
Profit Factor 2.0953 3.5305 1.2108 1.665 3.469 0.8352
Total Trades 129 64 65 129 64 65
Winning Trades 71 35 36 71 35 36
Losing Trades 58 29 29 58 29 29
Profitability (%) 55.0388 54.6875 55.3846 55.0388 54.6875 55.3846
Ratio Avg Win / Avg Loss 1.7117 2.9253 0.9754 1.3602 2.8743 0.6728
Largest Winning Trade 156435 156435 46748 1135723 1135723 582676
Largest Losing Trade -65290 -21786 -65290 -1105203 -437867 -1105203
Avg Bars in Trades 73 78 67 73 78 67
Avg Bars in Winners 80 79 80 80 79 80
Avg Bars in Losers 64 76 52 64 76 52
Bars Traded 9432 5013 4419 9432 5013 4419
Profit Streak 79.5363 117.5363 79.5363 79.5363 117.5363 79.5363
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151040 -288173 -445315 315006 -123820 -711202

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546689600000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758351137341,
    "expiration_time": 1764828648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            721509.2555427818,
            635585.0751169944,
            85924.1804257876,
            4004032.1027874104,
            4683553.315468196,
            -679521.2126807842
        ],
        [
            721.509256,
            635.585075,
            85.92418,
            4004.032103,
            4683.553315,
            -679.521213
        ],
        [
            0.288575,
            0.254209,
            0.034366,
            0.148678,
            0.154815,
            0
        ],
        [
            748.111265,
            748.111265,
            748.111265,
            748.111265,
            748.111265,
            748.111265
        ],
        [
            -101729,
            -71103,
            -78206,
            -1346543,
            -483616,
            -1814996
        ],
        [
            2.095314,
            3.530512,
            1.210828,
            1.665026,
            3.46899,
            0.835224
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            55.03876,
            54.6875,
            55.384615,
            55.03876,
            54.6875,
            55.384615
        ],
        [
            1.711665,
            2.925282,
            0.975389,
            1.360162,
            2.874306,
            0.67282
        ],
        [
            156435,
            156435,
            46748,
            1135723,
            1135723,
            582676
        ],
        [
            -65290,
            -21786,
            -65290,
            -1105203,
            -437867,
            -1105203
        ],
        [
            73,
            78,
            67,
            73,
            78,
            67
        ],
        [
            80,
            79,
            80,
            80,
            79,
            80
        ],
        [
            64,
            76,
            52,
            64,
            76,
            52
        ],
        [
            9432,
            5013,
            4419,
            9432,
            5013,
            4419
        ],
        [
            79.536312,
            117.536312,
            79.536312,
            79.536312,
            117.536312,
            79.536312
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151040,
            -288173,
            -445315,
            315006,
            -123820,
            -711202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1546689600000,
    "last_datapoint_time": 1758348000000,
    "evaluation_time": 1758351137341,
    "expiration_time": 1764828648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)