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Trade: XRP/USDT/720/ZLMA/SWMA/6201

Strategy
XRP/USDT/720/ZLMA/SWMA/6201
Pair
XRP_USDT
Interval
12h
Score
548081
Daily Profit
0.197145
Profit Factor
3.161183
Profitability
51.162791
Streak
172.117481
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 17:49
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 864960.2237 750897.1408 114063.0828 11605831.2852 13665579.1531 -2059747.8678
Total P&L (%) 864.9602 750.8971 114.0631 11605.8313 13665.5792 -2059.7479
Avg Daily Profit (%) 0.3459 0.3003 0.0456 0.1907 0.1971 0
Buy And Hold Return (%) 811.8341 811.8341 811.8341 811.8341 811.8341 811.8341
Max Trade Drawdown -64208 -53943 -76475 -4033228 -1987141 -6373207
Profit Factor 2.9219 5.189 1.4212 1.6708 3.1612 0.8124
Total Trades 86 43 43 86 43 43
Winning Trades 45 22 23 45 22 23
Losing Trades 41 21 20 41 21 20
Profitability (%) 52.3256 51.1628 53.4884 52.3256 51.1628 53.4884
Ratio Avg Win / Avg Loss 2.6622 4.9531 1.2358 1.5223 3.0175 0.7064
Largest Winning Trade 298075 298075 51388 8071048 8071048 1648674
Largest Losing Trade -51943 -17601 -51943 -3501498 -1575558 -3501498
Avg Bars in Trades 56 58 53 56 58 53
Avg Bars in Winners 68 69 67 68 69 67
Avg Bars in Losers 42 47 37 42 47 37
Bars Traded 4828 2535 2293 4828 2535 2293
Profit Streak 0 172.1175 0 0 172.1175 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -130023 -147779 -296435 419545 548081 -580274

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552550375,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 26,
            "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": [
        [
            864960.2236904744,
            750897.1408409842,
            114063.08284949,
            11605831.28523265,
            13665579.153057966,
            -2059747.8678253135
        ],
        [
            864.960224,
            750.897141,
            114.063083,
            11605.831285,
            13665.579153,
            -2059.747868
        ],
        [
            0.345915,
            0.300299,
            0.045616,
            0.19065,
            0.197145,
            0
        ],
        [
            811.834056,
            811.834056,
            811.834056,
            811.834056,
            811.834056,
            811.834056
        ],
        [
            -64208,
            -53943,
            -76475,
            -4033228,
            -1987141,
            -6373207
        ],
        [
            2.921904,
            5.188963,
            1.421211,
            1.670834,
            3.161183,
            0.812365
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            52.325581,
            51.162791,
            53.488372,
            52.325581,
            51.162791,
            53.488372
        ],
        [
            2.662179,
            4.953101,
            1.235836,
            1.522316,
            3.017493,
            0.706404
        ],
        [
            298075,
            298075,
            51388,
            8071048,
            8071048,
            1648674
        ],
        [
            -51943,
            -17601,
            -51943,
            -3501498,
            -1575558,
            -3501498
        ],
        [
            56,
            58,
            53,
            56,
            58,
            53
        ],
        [
            68,
            69,
            67,
            68,
            69,
            67
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            4828,
            2535,
            2293,
            4828,
            2535,
            2293
        ],
        [
            0,
            172.117481,
            0,
            0,
            172.117481,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130023,
            -147779,
            -296435,
            419545,
            548081,
            -580274
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758552550375,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 26,
            "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)