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Trade: XRP/USDT/480/ZLMA/SINWMA/2920

Strategy
XRP/USDT/480/ZLMA/SINWMA/2920
Pair
XRP_USDT
Interval
8h
Score
530221
Daily Profit
0.189373
Profit Factor
2.863095
Profitability
55.102041
Streak
81.995841
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-15 02:54
Expiration Time
2025-11-28 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 866376.2858 754206.0229 112170.2629 8808229.5238 11235001.5386 -2426772.0148
Total P&L (%) 866.3763 754.206 112.1703 8808.2295 11235.0015 -2426.772
Avg Daily Profit (%) 0.3465 0.3016 0.0449 0.1797 0.1894 0
Buy And Hold Return (%) 769.6201 769.6201 769.6201 769.6201 769.6201 769.6201
Max Trade Drawdown -109019 -44964 -106779 -4902534 -1681827 -6916017
Profit Factor 2.7541 4.6224 1.3926 1.5072 2.8631 0.7859
Total Trades 99 49 50 99 49 50
Winning Trades 51 27 24 51 27 24
Losing Trades 48 22 26 48 22 26
Profitability (%) 51.5152 55.102 48 51.5152 55.102 48
Ratio Avg Win / Avg Loss 2.5921 3.7664 1.5087 1.4186 2.3329 0.8514
Largest Winning Trade 307103 307103 47508 5454502 5454502 1422059
Largest Losing Trade -54180 -26840 -54180 -3618504 -768701 -3618504
Avg Bars in Trades 71 75 67 71 75 67
Avg Bars in Winners 85 84 86 85 84 86
Avg Bars in Losers 56 64 49 56 64 49
Bars Traded 7068 3717 3351 7068 3717 3351
Profit Streak 74.9958 81.9958 74.9958 74.9958 81.9958 74.9958
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -110694 -148037 -477282 383041 530221 -761053

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757894040630,
    "expiration_time": 1764346464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "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": [
        [
            866376.2857987921,
            754206.0229005276,
            112170.2628982645,
            8808229.523839386,
            11235001.538604606,
            -2426772.0147652216
        ],
        [
            866.376286,
            754.206023,
            112.170263,
            8808.229524,
            11235.001539,
            -2426.772015
        ],
        [
            0.346505,
            0.301643,
            0.044862,
            0.17972,
            0.189373,
            0
        ],
        [
            769.620108,
            769.620108,
            769.620108,
            769.620108,
            769.620108,
            769.620108
        ],
        [
            -109019,
            -44964,
            -106779,
            -4902534,
            -1681827,
            -6916017
        ],
        [
            2.754111,
            4.622415,
            1.392607,
            1.507229,
            2.863095,
            0.785907
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            51.515152,
            55.102041,
            48,
            51.515152,
            55.102041,
            48
        ],
        [
            2.592105,
            3.766412,
            1.508657,
            1.418568,
            2.332892,
            0.851399
        ],
        [
            307103,
            307103,
            47508,
            5454502,
            5454502,
            1422059
        ],
        [
            -54180,
            -26840,
            -54180,
            -3618504,
            -768701,
            -3618504
        ],
        [
            71,
            75,
            67,
            71,
            75,
            67
        ],
        [
            85,
            84,
            86,
            85,
            84,
            86
        ],
        [
            56,
            64,
            49,
            56,
            64,
            49
        ],
        [
            7068,
            3717,
            3351,
            7068,
            3717,
            3351
        ],
        [
            74.99584,
            81.995841,
            74.995841,
            74.995841,
            81.995841,
            74.995841
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -110694,
            -148037,
            -477282,
            383041,
            530221,
            -761053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541865600000,
    "first_datapoint_time": 1546646400000,
    "last_datapoint_time": 1757865600000,
    "evaluation_time": 1757894040630,
    "expiration_time": 1764346464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "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)