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Trade: XRP/USDT/720/ZLMA/WMA/9438

Strategy
XRP/USDT/720/ZLMA/WMA/9438
Pair
XRP_USDT
Interval
12h
Score
350874
Daily Profit
0.158895
Profit Factor
2.742304
Profitability
43.478261
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-17 17:41
Expiration Time
2025-12-01 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 746158.0335 709224.9053 36933.1282 1964288.4601 5202745.5471 -3238457.087
Total P&L (%) 746.158 709.2249 36.9331 1964.2885 5202.7455 -3238.4571
Avg Daily Profit (%) 0.2983 0.2836 0.0148 0.1211 0.1589 0
Buy And Hold Return (%) 876.6222 876.6222 876.6222 876.6222 876.6222 876.6222
Max Trade Drawdown -106031 -44980 -119162 -3472038 -1240289 -4402171
Profit Factor 2.4032 5.0501 1.1036 1.1907 2.7423 0.5574
Total Trades 92 46 46 92 46 46
Winning Trades 40 20 20 40 20 20
Losing Trades 52 26 26 52 26 26
Profitability (%) 43.4783 43.4783 43.4783 43.4783 43.4783 43.4783
Ratio Avg Win / Avg Loss 3.1242 6.5652 1.4346 1.5478 3.565 0.7246
Largest Winning Trade 314469 314469 58876 2245155 2245155 979321
Largest Losing Trade -71582 -19422 -71582 -2996448 -536696 -2996448
Avg Bars in Trades 50 47 52 50 47 52
Avg Bars in Winners 80 75 84 80 75 84
Avg Bars in Losers 26 26 27 26 26 27
Bars Traded 4602 2200 2402 4602 2200 2402
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154611 -151656 -447966 -48169 350874 -583240

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758120107723,
    "expiration_time": 1764592992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "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": [
        [
            746158.0335194248,
            709224.9053322606,
            36933.1281871644,
            1964288.4600542278,
            5202745.547061911,
            -3238457.0870076814
        ],
        [
            746.158034,
            709.224905,
            36.933128,
            1964.28846,
            5202.745547,
            -3238.457087
        ],
        [
            0.298344,
            0.283577,
            0.014767,
            0.12112,
            0.158895,
            0
        ],
        [
            876.622199,
            876.622199,
            876.622199,
            876.622199,
            876.622199,
            876.622199
        ],
        [
            -106031,
            -44980,
            -119162,
            -3472038,
            -1240289,
            -4402171
        ],
        [
            2.403238,
            5.050127,
            1.103562,
            1.190652,
            2.742304,
            0.557399
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            43.478261,
            43.478261,
            43.478261,
            43.478261,
            43.478261,
            43.478261
        ],
        [
            3.12421,
            6.565165,
            1.434631,
            1.547847,
            3.564995,
            0.724619
        ],
        [
            314469,
            314469,
            58876,
            2245155,
            2245155,
            979321
        ],
        [
            -71582,
            -19422,
            -71582,
            -2996448,
            -536696,
            -2996448
        ],
        [
            50,
            47,
            52,
            50,
            47,
            52
        ],
        [
            80,
            75,
            84,
            80,
            75,
            84
        ],
        [
            26,
            26,
            27,
            26,
            26,
            27
        ],
        [
            4602,
            2200,
            2402,
            4602,
            2200,
            2402
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154611,
            -151656,
            -447966,
            -48169,
            350874,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1758110400000,
    "evaluation_time": 1758120107723,
    "expiration_time": 1764592992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "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)