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Trade: XRP/USDT/480/ZLMA/WMA/2231

Strategy
XRP/USDT/480/ZLMA/WMA/2231
Pair
XRP_USDT
Interval
8h
Score
449319
Daily Profit
0.167721
Profit Factor
2.615203
Profitability
46.666667
Streak
145.769322
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-10 13:27
Expiration Time
2025-11-24 10:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 811635.0659 742488.0167 69147.0492 3433183.4562 6502724.9587 -3069541.5024
Total P&L (%) 811.6351 742.488 69.147 3433.1835 6502.725 -3069.5415
Avg Daily Profit (%) 0.3246 0.297 0.0277 0.1427 0.1677 0
Buy And Hold Return (%) 840.943 840.943 840.943 840.943 840.943 840.943
Max Trade Drawdown -121542 -43890 -118123 -5169778 -1634460 -5686043
Profit Factor 2.5919 4.8689 1.2175 1.2809 2.6152 0.6254
Total Trades 90 45 45 90 45 45
Winning Trades 40 21 19 40 21 19
Losing Trades 50 24 26 50 24 26
Profitability (%) 44.4444 46.6667 42.2222 44.4444 46.6667 42.2222
Ratio Avg Win / Avg Loss 3.2399 5.5644 1.666 1.6012 2.9888 0.8559
Largest Winning Trade 327282 327282 58015 2619439 2619439 1256680
Largest Losing Trade -75264 -21499 -75264 -4408685 -668638 -4408685
Avg Bars in Trades 76 73 79 76 73 79
Avg Bars in Winners 117 108 127 117 108 127
Avg Bars in Losers 43 42 44 43 42 44
Bars Traded 6877 3291 3585 6877 3291 3585
Profit Streak 141.1027 145.7693 141.1027 141.1027 145.7693 141.1027
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152301 -149480 -323407 -3797 449319 -583165

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1548316800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757500069428,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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": [
        [
            811635.0659227055,
            742488.0167454354,
            69147.0491772702,
            3433183.456229824,
            6502724.958651377,
            -3069541.5024215537
        ],
        [
            811.635066,
            742.488017,
            69.147049,
            3433.183456,
            6502.724959,
            -3069.541502
        ],
        [
            0.324611,
            0.296956,
            0.027655,
            0.142674,
            0.167721,
            0
        ],
        [
            840.943007,
            840.943007,
            840.943007,
            840.943007,
            840.943007,
            840.943007
        ],
        [
            -121542,
            -43890,
            -118123,
            -5169778,
            -1634460,
            -5686043
        ],
        [
            2.591939,
            4.868856,
            1.217494,
            1.280926,
            2.615203,
            0.625437
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            44.444444,
            46.666667,
            42.222222,
            44.444444,
            46.666667,
            42.222222
        ],
        [
            3.239923,
            5.564407,
            1.666044,
            1.601158,
            2.988804,
            0.855861
        ],
        [
            327282,
            327282,
            58015,
            2619439,
            2619439,
            1256680
        ],
        [
            -75264,
            -21499,
            -75264,
            -4408685,
            -668638,
            -4408685
        ],
        [
            76,
            73,
            79,
            76,
            73,
            79
        ],
        [
            117,
            108,
            127,
            117,
            108,
            127
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            6877,
            3291,
            3585,
            6877,
            3291,
            3585
        ],
        [
            141.102655,
            145.769322,
            141.102655,
            141.102655,
            145.769322,
            141.102655
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152301,
            -149480,
            -323407,
            -3797,
            449319,
            -583165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1541491200000,
    "first_datapoint_time": 1548316800000,
    "last_datapoint_time": 1757491200000,
    "evaluation_time": 1757500069428,
    "expiration_time": 1763972064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 16,
            "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)