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Trade: XRP/USDT/720/ZLMA/SINWMA/6081

Strategy
XRP/USDT/720/ZLMA/SINWMA/6081
Pair
XRP_USDT
Interval
12h
Score
610150
Daily Profit
0.213388
Profit Factor
3.975822
Profitability
55.555556
Streak
164.406594
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-13 12:45
Expiration Time
2025-11-27 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1022458.1189 871180.1868 151277.9321 21640633.3698 20545508.5099 1095124.8599
Total P&L (%) 1022.4581 871.1802 151.2779 21640.6334 20545.5085 1095.1249
Avg Daily Profit (%) 0.4089 0.3484 0.0605 0.2155 0.2134 0.0993
Buy And Hold Return (%) 870.2301 870.2301 870.2301 870.2301 870.2301 870.2301
Max Trade Drawdown -65609 -57274 -61342 -3347173 -2257412 -5124506
Profit Factor 3.2972 5.2411 1.6312 2.248 3.9758 1.1049
Total Trades 90 45 45 90 45 45
Winning Trades 51 25 26 51 25 26
Losing Trades 39 20 19 39 20 19
Profitability (%) 56.6667 55.5556 57.7778 56.6667 55.5556 57.7778
Ratio Avg Win / Avg Loss 2.5214 4.1929 1.192 1.7191 3.1807 0.8075
Largest Winning Trade 358167 358167 49738 10268349 10268349 4123513
Largest Losing Trade -54239 -20095 -54239 -3054191 -1695015 -3054191
Avg Bars in Trades 51 52 49 51 52 49
Avg Bars in Winners 62 63 60 62 63 60
Avg Bars in Losers 36 39 33 36 39 33
Bars Traded 4592 2369 2223 4592 2369 2223
Profit Streak 164.4066 164.4066 174.9066 164.4066 164.4066 174.9066
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -92741 -146407 -273897 537681 610150 -250131

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757756729760,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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": [
        [
            1022458.1189181772,
            871180.1868485833,
            151277.9320695937,
            21640633.369750127,
            20545508.509896167,
            1095124.8598539606
        ],
        [
            1022.458119,
            871.180187,
            151.277932,
            21640.63337,
            20545.50851,
            1095.12486
        ],
        [
            0.408901,
            0.348402,
            0.060499,
            0.215459,
            0.213388,
            0.099263
        ],
        [
            870.230082,
            870.230082,
            870.230082,
            870.230082,
            870.230082,
            870.230082
        ],
        [
            -65609,
            -57274,
            -61342,
            -3347173,
            -2257412,
            -5124506
        ],
        [
            3.297242,
            5.241116,
            1.631198,
            2.248035,
            3.975822,
            1.104941
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            56.666667,
            55.555556,
            57.777778,
            56.666667,
            55.555556,
            57.777778
        ],
        [
            2.52142,
            4.192893,
            1.19203,
            1.719086,
            3.180657,
            0.807457
        ],
        [
            358167,
            358167,
            49738,
            10268349,
            10268349,
            4123513
        ],
        [
            -54239,
            -20095,
            -54239,
            -3054191,
            -1695015,
            -3054191
        ],
        [
            51,
            52,
            49,
            51,
            52,
            49
        ],
        [
            62,
            63,
            60,
            62,
            63,
            60
        ],
        [
            36,
            39,
            33,
            36,
            39,
            33
        ],
        [
            4592,
            2369,
            2223,
            4592,
            2369,
            2223
        ],
        [
            164.406594,
            164.406594,
            174.906594,
            164.406594,
            164.406594,
            174.906594
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92741,
            -146407,
            -273897,
            537681,
            610150,
            -250131
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1547510400000,
    "last_datapoint_time": 1757721600000,
    "evaluation_time": 1757756729760,
    "expiration_time": 1764202896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 21,
            "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)