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Trade: XRP/USDT/360/ZLMA/SWMA/3739

Strategy
XRP/USDT/360/ZLMA/SWMA/3739
Pair
XRP_USDT
Interval
6h
Score
417223
Daily Profit
0.270572
Profit Factor
1.668990
Profitability
50.476190
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-21 06:14
Expiration Time
2025-12-05 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1051088.6697 849157.665 201931.0046 66413208.9898 85747222.2012 -19334013.2115
Total P&L (%) 1051.0887 849.1577 201.931 66413.209 85747.2222 -19334.0132
Avg Daily Profit (%) 0.4204 0.3397 0.0808 0.2603 0.2706 0
Buy And Hold Return (%) 703.3201 703.3201 703.3201 703.3201 703.3201 703.3201
Max Trade Drawdown -94678 -63420 -98992 -58087253 -38613127 -64281829
Profit Factor 2.4552 2.9152 1.724 1.2912 1.669 0.8065
Total Trades 211 105 106 211 105 106
Winning Trades 119 53 66 119 53 66
Losing Trades 92 52 40 92 52 40
Profitability (%) 56.3981 50.4762 62.2642 56.3981 50.4762 62.2642
Ratio Avg Win / Avg Loss 1.8982 2.8602 1.0449 0.9982 1.6375 0.4888
Largest Winning Trade 188127 188127 61137 54863296 54863296 11402177
Largest Losing Trade -38557 -38557 -23500 -19746434 -16917985 -19746434
Avg Bars in Trades 46 50 41 46 50 41
Avg Bars in Winners 55 62 50 55 62 50
Avg Bars in Losers 33 37 28 33 37 28
Bars Traded 9717 5272 4445 9717 5272 4445
Profit Streak 35.385 0 41.885 35.385 0 41.885
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 184806 -86682 -246863 338159 417223 -578909

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1545328800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758424463905,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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": [
        [
            1051088.669669438,
            849157.6650299681,
            201931.0046394705,
            66413208.98976236,
            85747222.20122659,
            -19334013.211464196
        ],
        [
            1051.08867,
            849.157665,
            201.931005,
            66413.20899,
            85747.222201,
            -19334.013211
        ],
        [
            0.420435,
            0.339663,
            0.080772,
            0.260338,
            0.270572,
            0
        ],
        [
            703.320082,
            703.320082,
            703.320082,
            703.320082,
            703.320082,
            703.320082
        ],
        [
            -94678,
            -63420,
            -98992,
            -58087253,
            -38613127,
            -64281829
        ],
        [
            2.455242,
            2.915224,
            1.724014,
            1.291192,
            1.66899,
            0.806465
        ],
        [
            211,
            105,
            106,
            211,
            105,
            106
        ],
        [
            119,
            53,
            66,
            119,
            53,
            66
        ],
        [
            92,
            52,
            40,
            92,
            52,
            40
        ],
        [
            56.398104,
            50.47619,
            62.264151,
            56.398104,
            50.47619,
            62.264151
        ],
        [
            1.89817,
            2.860219,
            1.044857,
            0.998233,
            1.6375,
            0.488767
        ],
        [
            188127,
            188127,
            61137,
            54863296,
            54863296,
            11402177
        ],
        [
            -38557,
            -38557,
            -23500,
            -19746434,
            -16917985,
            -19746434
        ],
        [
            46,
            50,
            41,
            46,
            50,
            41
        ],
        [
            55,
            62,
            50,
            55,
            62,
            50
        ],
        [
            33,
            37,
            28,
            33,
            37,
            28
        ],
        [
            9717,
            5272,
            4445,
            9717,
            5272,
            4445
        ],
        [
            35.384999,
            0,
            41.884999,
            35.384999,
            0,
            41.884999
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            184806,
            -86682,
            -246863,
            338159,
            417223,
            -578909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1545328800000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758424463905,
    "expiration_time": 1764892800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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)