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Trade: XRP/USDT/720/ZLMA/PWMA/2728

Strategy
XRP/USDT/720/ZLMA/PWMA/2728
Pair
XRP_USDT
Interval
12h
Score
757653
Daily Profit
0.160477
Profit Factor
13.727819
Profitability
79.310345
Streak
1138.419164
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 01:03
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540633.1303 473219.92 67413.2103 680311.1547 5420804.8068 -4740493.6521
Total P&L (%) 540.6331 473.2199 67.4132 680.3112 5420.8048 -4740.4937
Avg Daily Profit (%) 0.2161 0.1892 0.0269 0.0822 0.1605 0
Buy And Hold Return (%) 844.9383 844.9383 844.9383 844.9383 844.9383 844.9383
Max Trade Drawdown -93898 -65108 -93898 -5741318 -403217 -5741318
Profit Factor 3.0025 7.2531 1.3469 1.0977 13.7278 0.275
Total Trades 59 29 30 59 29 30
Winning Trades 44 23 21 44 23 21
Losing Trades 15 6 9 15 6 9
Profitability (%) 74.5763 79.3103 70 74.5763 79.3103 70
Ratio Avg Win / Avg Loss 1.0236 1.8921 0.5773 0.3742 3.5812 0.1178
Largest Winning Trade 104825 104825 35348 3111492 3111492 341055
Largest Losing Trade -93898 -41412 -93898 -5741318 -237461 -5741318
Avg Bars in Trades 80 83 78 80 83 78
Avg Bars in Winners 67 70 63 67 70 63
Avg Bars in Losers 119 129 112 119 129 112
Bars Traded 4751 2408 2343 4751 2408 2343
Profit Streak 23.9192 1138.4192 23.9192 23.9192 1138.4192 23.9192
Trades During Streak 2 14 1 2 14 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -328261 -144513 -320858 -538634 757653 -577688

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758665015763,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 180,
            "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": [
        [
            540633.1303060893,
            473219.9199688295,
            67413.2103372597,
            680311.1546877725,
            5420804.806792342,
            -4740493.652104571
        ],
        [
            540.63313,
            473.21992,
            67.41321,
            680.311155,
            5420.804807,
            -4740.493652
        ],
        [
            0.216124,
            0.189174,
            0.026949,
            0.082165,
            0.160477,
            0
        ],
        [
            844.938304,
            844.938304,
            844.938304,
            844.938304,
            844.938304,
            844.938304
        ],
        [
            -93898,
            -65108,
            -93898,
            -5741318,
            -403217,
            -5741318
        ],
        [
            3.002459,
            7.25305,
            1.346943,
            1.097687,
            13.727819,
            0.274965
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            15,
            6,
            9,
            15,
            6,
            9
        ],
        [
            74.576271,
            79.310345,
            70,
            74.576271,
            79.310345,
            70
        ],
        [
            1.023565,
            1.8921,
            0.577261,
            0.374211,
            3.58117,
            0.117842
        ],
        [
            104825,
            104825,
            35348,
            3111492,
            3111492,
            341055
        ],
        [
            -93898,
            -41412,
            -93898,
            -5741318,
            -237461,
            -5741318
        ],
        [
            80,
            83,
            78,
            80,
            83,
            78
        ],
        [
            67,
            70,
            63,
            67,
            70,
            63
        ],
        [
            119,
            129,
            112,
            119,
            129,
            112
        ],
        [
            4751,
            2408,
            2343,
            4751,
            2408,
            2343
        ],
        [
            23.919164,
            1138.419164,
            23.919164,
            23.919164,
            1138.419164,
            23.919164
        ],
        [
            2,
            14,
            1,
            2,
            14,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328261,
            -144513,
            -320858,
            -538634,
            757653,
            -577688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758665015763,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 180,
            "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)