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Trade: XRP/USDT/720/HMA/ZLMA/4710

Strategy
XRP/USDT/720/HMA/ZLMA/4710
Pair
XRP_USDT
Interval
12h
Score
310636
Daily Profit
0.157746
Profit Factor
1.555776
Profitability
44.000000
Streak
170.800378
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-18 10:12
Expiration Time
2025-12-02 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 866405.2615 769825.8479 96579.4136 5048769.1568 6674326.5666 -1625557.4098
Total P&L (%) 866.4053 769.8258 96.5794 5048.7692 6674.3266 -1625.5574
Avg Daily Profit (%) 0.3465 0.3079 0.0386 0.1577 0.1687 0
Buy And Hold Return (%) 957.0575 957.0575 957.0575 957.0575 957.0575 957.0575
Max Trade Drawdown -96208 -51169 -81141 -4010673 -861059 -4166234
Profit Factor 2.7625 4.2727 1.3767 1.5558 2.9664 0.7143
Total Trades 100 50 50 100 50 50
Winning Trades 44 21 23 44 21 23
Losing Trades 56 29 27 56 29 27
Profitability (%) 44 42 46 44 42 46
Ratio Avg Win / Avg Loss 3.5159 5.9004 1.6162 1.9801 4.0964 0.8385
Largest Winning Trade 357592 357592 48360 3142540 3142540 784168
Largest Losing Trade -76361 -27982 -76361 -3692720 -491818 -3692720
Avg Bars in Trades 48 47 48 48 47 48
Avg Bars in Winners 70 72 68 70 72 68
Avg Bars in Losers 30 29 31 30 29 31
Bars Traded 4812 2385 2427 4812 2385 2427
Profit Streak 170.8004 170.8004 183.8004 170.8004 170.8004 183.8004
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151872 -331754 -485675 310636 -168780 -761031

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179552677,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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": [
        [
            866405.2614879367,
            769825.847930293,
            96579.4135576436,
            5048769.156794724,
            6674326.566579134,
            -1625557.4097844097
        ],
        [
            866.405261,
            769.825848,
            96.579414,
            5048.769157,
            6674.326567,
            -1625.55741
        ],
        [
            0.346493,
            0.307869,
            0.038624,
            0.157746,
            0.168737,
            0
        ],
        [
            957.05747,
            957.05747,
            957.05747,
            957.05747,
            957.05747,
            957.05747
        ],
        [
            -96208,
            -51169,
            -81141,
            -4010673,
            -861059,
            -4166234
        ],
        [
            2.7625,
            4.272696,
            1.376747,
            1.555776,
            2.966363,
            0.71431
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            44,
            42,
            46,
            44,
            42,
            46
        ],
        [
            3.515909,
            5.90039,
            1.616182,
            1.980079,
            4.096406,
            0.838537
        ],
        [
            357592,
            357592,
            48360,
            3142540,
            3142540,
            784168
        ],
        [
            -76361,
            -27982,
            -76361,
            -3692720,
            -491818,
            -3692720
        ],
        [
            48,
            47,
            48,
            48,
            47,
            48
        ],
        [
            70,
            72,
            68,
            70,
            72,
            68
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            4812,
            2385,
            2427,
            4812,
            2385,
            2427
        ],
        [
            170.800378,
            170.800378,
            183.800378,
            170.800378,
            170.800378,
            183.800378
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151872,
            -331754,
            -485675,
            310636,
            -168780,
            -761031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542153600000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1758153600000,
    "evaluation_time": 1758179552677,
    "expiration_time": 1764634896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 44,
            "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)