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Trade: XRP/USDT/720/ZLMA/SWMA/1493

Strategy
XRP/USDT/720/ZLMA/SWMA/1493
Pair
XRP_USDT
Interval
12h
Score
367298
Daily Profit
0.148312
Profit Factor
2.542308
Profitability
55.555556
Streak
97.147511
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-08 06:32
Expiration Time
2025-11-22 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657721.3545 617303.8193 40417.5351 2304303.3955 3968203.0532 -1663899.6577
Total P&L (%) 657.7214 617.3038 40.4175 2304.3034 3968.2031 -1663.8997
Avg Daily Profit (%) 0.263 0.2469 0.0162 0.1272 0.1483 0
Buy And Hold Return (%) 860.884 860.884 860.884 860.884 860.884 860.884
Max Trade Drawdown -110521 -50640 -149251 -3370036 -1684068 -3985716
Profit Factor 2.5271 6.0694 1.1308 1.2583 2.5423 0.7379
Total Trades 72 36 36 72 36 36
Winning Trades 40 20 20 40 20 20
Losing Trades 32 16 16 32 16 16
Profitability (%) 55.5556 55.5556 55.5556 55.5556 55.5556 55.5556
Ratio Avg Win / Avg Loss 2.0216 4.8555 0.9047 1.0067 2.0338 0.5903
Largest Winning Trade 198427 198427 55108 1877183 1877183 835048
Largest Losing Trade -51912 -16443 -51912 -1292391 -646808 -1292391
Avg Bars in Trades 63 63 64 63 63 64
Avg Bars in Winners 80 83 78 80 83 78
Avg Bars in Losers 42 38 47 42 38 47
Bars Traded 4596 2279 2317 4596 2279 2317
Profit Streak 62.6475 97.1475 62.6475 62.6475 97.1475 62.6475
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -233774 -147134 -414039 -107684 367298 -579500

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757302344921,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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": [
        [
            657721.3544596387,
            617303.8193461514,
            40417.5351134871,
            2304303.39547794,
            3968203.0532211913,
            -1663899.657743251
        ],
        [
            657.721354,
            617.303819,
            40.417535,
            2304.303395,
            3968.203053,
            -1663.899658
        ],
        [
            0.263036,
            0.246872,
            0.016164,
            0.127249,
            0.148312,
            0
        ],
        [
            860.884015,
            860.884015,
            860.884015,
            860.884015,
            860.884015,
            860.884015
        ],
        [
            -110521,
            -50640,
            -149251,
            -3370036,
            -1684068,
            -3985716
        ],
        [
            2.527055,
            6.069379,
            1.130826,
            1.258318,
            2.542308,
            0.737866
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            55.555556,
            55.555556,
            55.555556,
            55.555556,
            55.555556,
            55.555556
        ],
        [
            2.021644,
            4.855503,
            0.904661,
            1.006654,
            2.033847,
            0.590293
        ],
        [
            198427,
            198427,
            55108,
            1877183,
            1877183,
            835048
        ],
        [
            -51912,
            -16443,
            -51912,
            -1292391,
            -646808,
            -1292391
        ],
        [
            63,
            63,
            64,
            63,
            63,
            64
        ],
        [
            80,
            83,
            78,
            80,
            83,
            78
        ],
        [
            42,
            38,
            47,
            42,
            38,
            47
        ],
        [
            4596,
            2279,
            2317,
            4596,
            2279,
            2317
        ],
        [
            62.647511,
            97.147511,
            62.647511,
            62.647511,
            97.147511,
            62.647511
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -233774,
            -147134,
            -414039,
            -107684,
            367298,
            -579500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541289600000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1757289600000,
    "evaluation_time": 1757302344921,
    "expiration_time": 1763770896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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)