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Trade: XRP/USDT/480/ZLMA/SINWMA/5108

Strategy
XRP/USDT/480/ZLMA/SINWMA/5108
Pair
XRP_USDT
Interval
8h
Score
545232
Daily Profit
0.167848
Profit Factor
3.619663
Profitability
48.888889
Streak
162.086049
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-09-11 13:03
Expiration Time
2025-11-25 10:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 920749.9698 822200.0666 98549.9032 6579538.0391 6527528.8068 52009.2323
Total P&L (%) 920.75 822.2001 98.5499 6579.538 6527.5288 52.0092
Avg Daily Profit (%) 0.3682 0.3288 0.0394 0.1682 0.1678 0.0167
Buy And Hold Return (%) 830.4971 830.4971 830.4971 830.4971 830.4971 830.4971
Max Trade Drawdown -77169 -64741 -68610 -1616406 -1127383 -1996680
Profit Factor 2.8512 4.8241 1.349 2.0194 3.6197 1.0131
Total Trades 90 45 45 90 45 45
Winning Trades 46 22 24 46 22 24
Losing Trades 44 23 21 44 23 21
Profitability (%) 51.1111 48.8889 53.3333 51.1111 48.8889 53.3333
Ratio Avg Win / Avg Loss 2.7273 5.0434 1.1804 1.9316 3.7842 0.8865
Largest Winning Trade 358167 358167 49639 3499683 3499683 1197341
Largest Losing Trade -60060 -20292 -60060 -1271406 -416811 -1271406
Avg Bars in Trades 76 78 74 76 78 74
Avg Bars in Winners 99 103 96 99 103 96
Avg Bars in Losers 51 55 48 51 55 48
Bars Traded 6872 3536 3335 6872 3536 3335
Profit Streak 162.086 162.086 173.086 162.086 162.086 173.086
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115283 -148373 -304188 481316 545232 -542541

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547366400000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757585034616,
    "expiration_time": 1764059328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            920749.9697897307,
            822200.0665763479,
            98549.9032133828,
            6579538.039102405,
            6527528.806760304,
            52009.2323421024
        ],
        [
            920.74997,
            822.200067,
            98.549903,
            6579.538039,
            6527.528807,
            52.009232
        ],
        [
            0.368201,
            0.328792,
            0.039409,
            0.168162,
            0.167848,
            0.016748
        ],
        [
            830.497064,
            830.497064,
            830.497064,
            830.497064,
            830.497064,
            830.497064
        ],
        [
            -77169,
            -64741,
            -68610,
            -1616406,
            -1127383,
            -1996680
        ],
        [
            2.851243,
            4.824142,
            1.349015,
            2.019432,
            3.619663,
            1.013126
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            51.111111,
            48.888889,
            53.333333,
            51.111111,
            48.888889,
            53.333333
        ],
        [
            2.727276,
            5.043421,
            1.180388,
            1.931631,
            3.784193,
            0.886485
        ],
        [
            358167,
            358167,
            49639,
            3499683,
            3499683,
            1197341
        ],
        [
            -60060,
            -20292,
            -60060,
            -1271406,
            -416811,
            -1271406
        ],
        [
            76,
            78,
            74,
            76,
            78,
            74
        ],
        [
            99,
            103,
            96,
            99,
            103,
            96
        ],
        [
            51,
            55,
            48,
            51,
            55,
            48
        ],
        [
            6872,
            3536,
            3335,
            6872,
            3536,
            3335
        ],
        [
            162.086049,
            162.086049,
            173.086049,
            162.086049,
            162.086049,
            173.086049
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115283,
            -148373,
            -304188,
            481316,
            545232,
            -542541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1547366400000,
    "last_datapoint_time": 1757577600000,
    "evaluation_time": 1757585034616,
    "expiration_time": 1764059328000,
    "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": 31,
            "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)