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Trade: XRP/USDT/480/ZLMA/VWMA/8234

Strategy
XRP/USDT/480/ZLMA/VWMA/8234
Pair
XRP_USDT
Interval
8h
Score
428779
Daily Profit
0.215753
Profit Factor
3.357347
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-19 18:58
Expiration Time
2025-12-03 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 885584.1458 771380.1751 114203.9707 15158046.8864 21792315.08 -6634268.1935
Total P&L (%) 885.5841 771.3802 114.204 15158.0469 21792.3151 -6634.2682
Avg Daily Profit (%) 0.3542 0.3085 0.0457 0.2013 0.2158 0
Buy And Hold Return (%) 928.7706 928.7706 928.7706 928.7706 928.7706 928.7706
Max Trade Drawdown -87425 -45172 -85280 -7123918 -3722529 -10364960
Profit Factor 3.0066 5.7327 1.4103 1.5215 3.3573 0.6653
Total Trades 98 49 49 98 49 49
Winning Trades 41 21 20 41 21 20
Losing Trades 57 28 29 57 28 29
Profitability (%) 41.8367 42.8571 40.8163 41.8367 42.8571 40.8163
Ratio Avg Win / Avg Loss 4.1799 7.6436 2.0449 2.1153 4.4765 0.9647
Largest Winning Trade 298733 298733 56679 13258829 13258829 2129407
Largest Losing Trade -39477 -20237 -39477 -6986313 -968937 -6986313
Avg Bars in Trades 70 69 71 70 69 71
Avg Bars in Winners 115 109 120 115 109 120
Avg Bars in Losers 38 38 38 38 38 38
Bars Traded 6909 3382 3527 6909 3382 3527
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153593 -151161 -299288 276617 428779 -584253

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758297509588,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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": [
        [
            885584.1458013426,
            771380.1751289528,
            114203.9706723901,
            15158046.886438945,
            21792315.0799793,
            -6634268.193540357
        ],
        [
            885.584146,
            771.380175,
            114.203971,
            15158.046886,
            21792.31508,
            -6634.268194
        ],
        [
            0.354187,
            0.308511,
            0.045676,
            0.201283,
            0.215753,
            0
        ],
        [
            928.770587,
            928.770587,
            928.770587,
            928.770587,
            928.770587,
            928.770587
        ],
        [
            -87425,
            -45172,
            -85280,
            -7123918,
            -3722529,
            -10364960
        ],
        [
            3.006587,
            5.732697,
            1.41029,
            1.521517,
            3.357347,
            0.665289
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            41.836735,
            42.857143,
            40.816327,
            41.836735,
            42.857143,
            40.816327
        ],
        [
            4.179889,
            7.643596,
            2.044921,
            2.115279,
            4.476463,
            0.964669
        ],
        [
            298733,
            298733,
            56679,
            13258829,
            13258829,
            2129407
        ],
        [
            -39477,
            -20237,
            -39477,
            -6986313,
            -968937,
            -6986313
        ],
        [
            70,
            69,
            71,
            70,
            69,
            71
        ],
        [
            115,
            109,
            120,
            115,
            109,
            120
        ],
        [
            38,
            38,
            38,
            38,
            38,
            38
        ],
        [
            6909,
            3382,
            3527,
            6909,
            3382,
            3527
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153593,
            -151161,
            -299288,
            276617,
            428779,
            -584253
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758297509588,
    "expiration_time": 1764749664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 15,
            "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)