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Trade: XRP/USDT/360/ZLMA/VWMA/9377

Strategy
XRP/USDT/360/ZLMA/VWMA/9377
Pair
XRP_USDT
Interval
6h
Score
396309
Daily Profit
0.240834
Profit Factor
1.504175
Profitability
48.245614
Streak
67.066961
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 10:36
Expiration Time
2025-11-25 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1087409.6466 900496.1918 186913.4548 40795969.5925 54969569.4756 -14173599.8831
Total P&L (%) 1087.4096 900.4962 186.9135 40795.9696 54969.5695 -14173.5999
Avg Daily Profit (%) 0.435 0.3602 0.0748 0.2408 0.2528 0
Buy And Hold Return (%) 726.7406 726.7406 726.7406 726.7406 726.7406 726.7406
Max Trade Drawdown -84981 -47655 -81741 -18437082 -7222781 -31443392
Profit Factor 3.3346 5.0718 1.7641 1.5042 2.7689 0.7156
Total Trades 114 57 57 114 57 57
Winning Trades 55 26 29 55 26 29
Losing Trades 59 31 28 59 31 28
Profitability (%) 48.2456 45.614 50.8772 48.2456 45.614 50.8772
Ratio Avg Win / Avg Loss 3.5771 6.0471 1.7032 1.6136 3.3014 0.6909
Largest Winning Trade 348978 348978 46686 37370173 37370173 4867754
Largest Losing Trade -55419 -26764 -55419 -16434147 -4842153 -16434147
Avg Bars in Trades 80 92 68 80 92 68
Avg Bars in Winners 116 138 96 116 138 96
Avg Bars in Losers 46 54 38 46 54 38
Bars Traded 9172 5296 3876 9172 5296 3876
Profit Streak 67.067 72.317 0 67.067 72.317 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 187999 -255343 -435494 396309 -167430 -760719

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757576185434,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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": [
        [
            1087409.6466062726,
            900496.1917581887,
            186913.4548480837,
            40795969.59253765,
            54969569.475599445,
            -14173599.883061793
        ],
        [
            1087.409647,
            900.496192,
            186.913455,
            40795.969593,
            54969.569476,
            -14173.599883
        ],
        [
            0.434964,
            0.360198,
            0.074765,
            0.240834,
            0.252766,
            0
        ],
        [
            726.740594,
            726.740594,
            726.740594,
            726.740594,
            726.740594,
            726.740594
        ],
        [
            -84981,
            -47655,
            -81741,
            -18437082,
            -7222781,
            -31443392
        ],
        [
            3.33457,
            5.071751,
            1.764069,
            1.504175,
            2.7689,
            0.715622
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            48.245614,
            45.614035,
            50.877193,
            48.245614,
            45.614035,
            50.877193
        ],
        [
            3.577084,
            6.047088,
            1.703239,
            1.61357,
            3.301381,
            0.690945
        ],
        [
            348978,
            348978,
            46686,
            37370173,
            37370173,
            4867754
        ],
        [
            -55419,
            -26764,
            -55419,
            -16434147,
            -4842153,
            -16434147
        ],
        [
            80,
            92,
            68,
            80,
            92,
            68
        ],
        [
            116,
            138,
            96,
            116,
            138,
            96
        ],
        [
            46,
            54,
            38,
            46,
            54,
            38
        ],
        [
            9172,
            5296,
            3876,
            9172,
            5296,
            3876
        ],
        [
            67.066961,
            72.316961,
            0,
            67.066961,
            72.316961,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            187999,
            -255343,
            -435494,
            396309,
            -167430,
            -760719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541570400000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757570400000,
    "evaluation_time": 1757576185434,
    "expiration_time": 1764050400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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)