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Trade: XRP/USDT/720/ZLMA/HMA/5441

Strategy
XRP/USDT/720/ZLMA/HMA/5441
Pair
XRP_USDT
Interval
12h
Score
350733
Daily Profit
0.185972
Profit Factor
1.611644
Profitability
44.525547
Streak
29.715440
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 08:10
Expiration Time
2025-12-01 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 945127.3632 831892.8605 113234.5027 10315896.7655 10683392.3495 -367495.584
Total P&L (%) 945.1274 831.8929 113.2345 10315.8968 10683.3923 -367.4956
Avg Daily Profit (%) 0.378 0.3327 0.0453 0.186 0.1874 0
Buy And Hold Return (%) 724.6718 724.6718 724.6718 724.6718 724.6718 724.6718
Max Trade Drawdown -90494 -60894 -48485 -5891825 -3843228 -2406524
Profit Factor 2.462 3.487 1.363 1.6116 2.1426 0.9511
Total Trades 137 68 69 137 68 69
Winning Trades 61 30 31 61 30 31
Losing Trades 76 38 38 76 38 38
Profitability (%) 44.5255 44.1176 44.9275 44.5255 44.1176 44.9275
Ratio Avg Win / Avg Loss 3.0674 4.4169 1.6707 2.008 2.7139 1.1659
Largest Winning Trade 336634 336634 46755 6917247 6917247 1842862
Largest Losing Trade -41927 -41927 -41401 -1793149 -1793149 -1361919
Avg Bars in Trades 34 36 33 34 36 33
Avg Bars in Winners 47 50 45 47 50 45
Avg Bars in Losers 24 25 23 24 25 23
Bars Traded 4762 2466 2296 4762 2466 2296
Profit Streak 29.7154 0 34.2154 29.7154 0 34.2154
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -58108 -215650 -400013 350733 -99740 -682500

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545350400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085814060,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 46,
            "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": [
        [
            945127.363169644,
            831892.8604773914,
            113234.5026922522,
            10315896.765481293,
            10683392.349496061,
            -367495.5840147632
        ],
        [
            945.127363,
            831.89286,
            113.234503,
            10315.896765,
            10683.392349,
            -367.495584
        ],
        [
            0.377975,
            0.332691,
            0.045285,
            0.185972,
            0.187362,
            0
        ],
        [
            724.671772,
            724.671772,
            724.671772,
            724.671772,
            724.671772,
            724.671772
        ],
        [
            -90494,
            -60894,
            -48485,
            -5891825,
            -3843228,
            -2406524
        ],
        [
            2.461996,
            3.486988,
            1.362971,
            1.611644,
            2.142579,
            0.951102
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            44.525547,
            44.117647,
            44.927536,
            44.525547,
            44.117647,
            44.927536
        ],
        [
            3.067405,
            4.416851,
            1.670739,
            2.00795,
            2.713933,
            1.165867
        ],
        [
            336634,
            336634,
            46755,
            6917247,
            6917247,
            1842862
        ],
        [
            -41927,
            -41927,
            -41401,
            -1793149,
            -1793149,
            -1361919
        ],
        [
            34,
            36,
            33,
            34,
            36,
            33
        ],
        [
            47,
            50,
            45,
            47,
            50,
            45
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            4762,
            2466,
            2296,
            4762,
            2466,
            2296
        ],
        [
            29.71544,
            0,
            34.21544,
            29.71544,
            0,
            34.21544
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -58108,
            -215650,
            -400013,
            350733,
            -99740,
            -682500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545350400000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758085814060,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 46,
            "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)