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Trade: XRP/USDT/360/ZLMA/SINWMA/5382

Strategy
XRP/USDT/360/ZLMA/SINWMA/5382
Pair
XRP_USDT
Interval
6h
Score
365282
Daily Profit
0.185612
Profit Factor
1.546969
Profitability
44.545455
Streak
99.776309
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-22 15:37
Expiration Time
2025-12-06 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905762.9958 796068.4853 109694.5105 10217903.351 11952866.376 -1734963.025
Total P&L (%) 905.763 796.0685 109.6945 10217.9034 11952.8664 -1734.963
Avg Daily Profit (%) 0.3623 0.3184 0.0439 0.1856 0.1918 0
Buy And Hold Return (%) 804.921 804.921 804.921 804.921 804.921 804.921
Max Trade Drawdown -75581 -45834 -84531 -3953156 -1673016 -6183642
Profit Factor 2.7347 4.0414 1.4213 1.547 2.5086 0.8387
Total Trades 110 55 55 110 55 55
Winning Trades 49 25 24 49 25 24
Losing Trades 61 30 31 61 30 31
Profitability (%) 44.5455 45.4545 43.6364 44.5455 45.4545 43.6364
Ratio Avg Win / Avg Loss 3.4045 4.8497 1.8358 1.9258 3.0103 1.0834
Largest Winning Trade 338888 338888 50353 7688260 7688260 1499971
Largest Losing Trade -47276 -24279 -47276 -3209415 -922009 -3209415
Avg Bars in Trades 87 90 85 87 90 85
Avg Bars in Winners 128 127 129 128 127 129
Avg Bars in Losers 54 58 51 54 58 51
Bars Traded 9649 4950 4699 9649 4950 4699
Profit Streak 99.7763 99.7763 189.0263 99.7763 99.7763 189.0263
Trades During Streak 3 1 4 3 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -112630 -330899 -479295 365282 -168513 -760256

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547402400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544673100,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "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": [
        [
            905762.9957958484,
            796068.4853107405,
            109694.5104851082,
            10217903.35098148,
            11952866.375971394,
            -1734963.0249899128
        ],
        [
            905.762996,
            796.068485,
            109.69451,
            10217.903351,
            11952.866376,
            -1734.963025
        ],
        [
            0.362269,
            0.318396,
            0.043873,
            0.185612,
            0.19184,
            0
        ],
        [
            804.920982,
            804.920982,
            804.920982,
            804.920982,
            804.920982,
            804.920982
        ],
        [
            -75581,
            -45834,
            -84531,
            -3953156,
            -1673016,
            -6183642
        ],
        [
            2.734733,
            4.041381,
            1.421273,
            1.546969,
            2.508568,
            0.838723
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            44.545455,
            45.454545,
            43.636364,
            44.545455,
            45.454545,
            43.636364
        ],
        [
            3.404463,
            4.849657,
            1.835811,
            1.925818,
            3.010281,
            1.08335
        ],
        [
            338888,
            338888,
            50353,
            7688260,
            7688260,
            1499971
        ],
        [
            -47276,
            -24279,
            -47276,
            -3209415,
            -922009,
            -3209415
        ],
        [
            87,
            90,
            85,
            87,
            90,
            85
        ],
        [
            128,
            127,
            129,
            128,
            127,
            129
        ],
        [
            54,
            58,
            51,
            54,
            58,
            51
        ],
        [
            9649,
            4950,
            4699,
            9649,
            4950,
            4699
        ],
        [
            99.776309,
            99.776309,
            189.026309,
            99.776309,
            99.776309,
            189.026309
        ],
        [
            3,
            1,
            4,
            3,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -112630,
            -330899,
            -479295,
            365282,
            -168513,
            -760256
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547402400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758544673100,
    "expiration_time": 1765023048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 23,
            "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)