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Trade: XRP/USDT/720/ZLMA/VWMA/5865

Strategy
XRP/USDT/720/ZLMA/VWMA/5865
Pair
XRP_USDT
Interval
12h
Score
356887
Daily Profit
0.148654
Profit Factor
2.532754
Profitability
51.282051
Streak
220.162099
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-10 06:53
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 731115.2766 692029.4457 39085.8309 2132911.1011 4003119.6785 -1870208.5774
Total P&L (%) 731.1153 692.0294 39.0858 2132.9111 4003.1197 -1870.2086
Avg Daily Profit (%) 0.2924 0.2768 0.0156 0.1243 0.1487 0
Buy And Hold Return (%) 915.6459 915.6459 915.6459 915.6459 915.6459 915.6459
Max Trade Drawdown -149520 -73438 -114681 -3766420 -1780840 -3025943
Profit Factor 2.6472 5.4711 1.1352 1.2727 2.5328 0.641
Total Trades 78 39 39 78 39 39
Winning Trades 39 20 19 39 20 19
Losing Trades 39 19 20 39 19 20
Profitability (%) 50 51.2821 48.7179 50 51.2821 48.7179
Ratio Avg Win / Avg Loss 2.6472 5.1976 1.195 1.2727 2.4061 0.6748
Largest Winning Trade 271456 271456 62753 1920309 1920309 880043
Largest Losing Trade -66511 -25372 -66511 -1099429 -879097 -1099429
Avg Bars in Trades 58 61 55 58 61 55
Avg Bars in Winners 80 80 79 80 80 79
Avg Bars in Losers 37 42 33 37 42 33
Bars Traded 4583 2409 2174 4583 2409 2174
Profit Streak 64.6621 220.1621 0 64.6621 220.1621 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 -190119 -147782 -410018 -69666 356887 -581255

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757476405317,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            731115.2766033986,
            692029.4457498513,
            39085.8308535473,
            2132911.1011009896,
            4003119.678451103,
            -1870208.5773501142
        ],
        [
            731.115277,
            692.029446,
            39.085831,
            2132.911101,
            4003.119678,
            -1870.208577
        ],
        [
            0.292388,
            0.276756,
            0.015631,
            0.124288,
            0.148654,
            0
        ],
        [
            915.645908,
            915.645908,
            915.645908,
            915.645908,
            915.645908,
            915.645908
        ],
        [
            -149520,
            -73438,
            -114681,
            -3766420,
            -1780840,
            -3025943
        ],
        [
            2.647196,
            5.471128,
            1.135209,
            1.27269,
            2.532754,
            0.641036
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            50,
            51.282051,
            48.717949,
            50,
            51.282051,
            48.717949
        ],
        [
            2.647196,
            5.197572,
            1.194957,
            1.27269,
            2.406117,
            0.674775
        ],
        [
            271456,
            271456,
            62753,
            1920309,
            1920309,
            880043
        ],
        [
            -66511,
            -25372,
            -66511,
            -1099429,
            -879097,
            -1099429
        ],
        [
            58,
            61,
            55,
            58,
            61,
            55
        ],
        [
            80,
            80,
            79,
            80,
            80,
            79
        ],
        [
            37,
            42,
            33,
            37,
            42,
            33
        ],
        [
            4583,
            2409,
            2174,
            4583,
            2409,
            2174
        ],
        [
            64.662098,
            220.162098,
            0,
            64.662099,
            220.162099,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -190119,
            -147782,
            -410018,
            -69666,
            356887,
            -581255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541462400000,
    "first_datapoint_time": 1549540800000,
    "last_datapoint_time": 1757462400000,
    "evaluation_time": 1757476405317,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 188,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)