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Trade: XRP/USDT/720/ZLMA/HMA/9193

Strategy
XRP/USDT/720/ZLMA/HMA/9193
Pair
XRP_USDT
Interval
12h
Score
463674
Daily Profit
0.165168
Profit Factor
2.004206
Profitability
52.941176
Streak
168.463395
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-17 14:07
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 729630.1121 697700.481 31929.6311 2500401.6311 6096768.8627 -3596367.2317
Total P&L (%) 729.6301 697.7005 31.9296 2500.4016 6096.7689 -3596.3672
Avg Daily Profit (%) 0.2918 0.279 0.0128 0.1304 0.1652 0
Buy And Hold Return (%) 820.5806 820.5806 820.5806 820.5806 820.5806 820.5806
Max Trade Drawdown -99318 -68220 -142500 -5005801 -3390388 -6676554
Profit Factor 2.6231 5.1215 1.1139 1.1598 2.0042 0.6245
Total Trades 68 34 34 68 34 34
Winning Trades 32 18 14 32 18 14
Losing Trades 36 16 20 36 16 20
Profitability (%) 47.0588 52.9412 41.1765 47.0588 52.9412 41.1765
Ratio Avg Win / Avg Loss 2.951 4.5524 1.5913 1.3047 1.7815 0.8922
Largest Winning Trade 223089 223089 62519 3451439 3451439 1481819
Largest Losing Trade -51947 -25274 -51947 -2305788 -1015558 -2305788
Avg Bars in Trades 67 65 69 67 65 69
Avg Bars in Winners 86 82 91 86 82 91
Avg Bars in Losers 51 47 53 51 47 53
Bars Traded 4591 2240 2351 4591 2240 2351
Profit Streak 72.4634 168.4634 0 72.4634 168.4634 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -266316 -147849 -439093 -180744 463674 -584226

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": 1547856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107237320,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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": [
        [
            729630.1121021996,
            697700.4810162003,
            31929.6310859994,
            2500401.631081619,
            6096768.862745536,
            -3596367.231663916
        ],
        [
            729.630112,
            697.700481,
            31.929631,
            2500.401631,
            6096.768863,
            -3596.367232
        ],
        [
            0.291794,
            0.279024,
            0.012769,
            0.130389,
            0.165168,
            0
        ],
        [
            820.580596,
            820.580596,
            820.580596,
            820.580596,
            820.580596,
            820.580596
        ],
        [
            -99318,
            -68220,
            -142500,
            -5005801,
            -3390388,
            -6676554
        ],
        [
            2.623109,
            5.121501,
            1.113936,
            1.159775,
            2.004206,
            0.624529
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            18,
            14,
            32,
            18,
            14
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            47.058824,
            52.941176,
            41.176471,
            47.058824,
            52.941176,
            41.176471
        ],
        [
            2.950998,
            4.552445,
            1.591336,
            1.304747,
            1.781517,
            0.892184
        ],
        [
            223089,
            223089,
            62519,
            3451439,
            3451439,
            1481819
        ],
        [
            -51947,
            -25274,
            -51947,
            -2305788,
            -1015558,
            -2305788
        ],
        [
            67,
            65,
            69,
            67,
            65,
            69
        ],
        [
            86,
            82,
            91,
            86,
            82,
            91
        ],
        [
            51,
            47,
            53,
            51,
            47,
            53
        ],
        [
            4591,
            2240,
            2351,
            4591,
            2240,
            2351
        ],
        [
            72.463395,
            168.463395,
            0,
            72.463395,
            168.463395,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -266316,
            -147849,
            -439093,
            -180744,
            463674,
            -584226
        ]
    ]
}
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": 1547856000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758107237320,
    "expiration_time": 1764548496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 99,
            "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)