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Trade: XRP/USDT/360/ZLMA/VWMA/1583

Strategy
XRP/USDT/360/ZLMA/VWMA/1583
Pair
XRP_USDT
Interval
6h
Score
305217
Daily Profit
0.144063
Profit Factor
8.604040
Profitability
63.157895
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-12 04:56
Expiration Time
2025-11-26 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 771369.3393 657701.3503 113667.989 1819694.9368 3557396.1583 -1737701.2214
Total P&L (%) 771.3693 657.7014 113.668 1819.6949 3557.3962 -1737.7012
Avg Daily Profit (%) 0.3085 0.2631 0.0455 0.1182 0.1441 0
Buy And Hold Return (%) 732.8811 732.8811 732.8811 732.8811 732.8811 732.8811
Max Trade Drawdown -100270 -87997 -91054 -1904089 -172257 -2420288
Profit Factor 2.8567 4.7244 1.4759 1.4936 8.604 0.4602
Total Trades 77 38 39 77 38 39
Winning Trades 49 24 25 49 24 25
Losing Trades 28 14 14 28 14 14
Profitability (%) 63.6364 63.1579 64.1026 63.6364 63.1579 64.1026
Ratio Avg Win / Avg Loss 1.6324 2.7559 0.8265 0.8535 5.019 0.2577
Largest Winning Trade 160085 160085 61318 1757547 1757547 347574
Largest Losing Trade -91054 -50099 -91054 -1828787 -98197 -1828787
Avg Bars in Trades 118 141 96 118 141 96
Avg Bars in Winners 129 145 113 129 145 113
Avg Bars in Losers 100 135 66 100 135 66
Bars Traded 9156 5389 3767 9156 5389 3767
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 -179252 -147889 -296625 -83027 305217 -578929
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757642160930,
    "expiration_time": 1764115848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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": [
        [
            771369.3392896215,
            657701.3502695898,
            113667.9890200317,
            1819694.9368474013,
            3557396.1582699586,
            -1737701.2214225584
        ],
        [
            771.369339,
            657.70135,
            113.667989,
            1819.694937,
            3557.396158,
            -1737.701221
        ],
        [
            0.308517,
            0.263054,
            0.045463,
            0.118248,
            0.144063,
            0
        ],
        [
            732.881142,
            732.881142,
            732.881142,
            732.881142,
            732.881142,
            732.881142
        ],
        [
            -100270,
            -87997,
            -91054,
            -1904089,
            -172257,
            -2420288
        ],
        [
            2.856738,
            4.724402,
            1.475895,
            1.493558,
            8.60404,
            0.460184
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            63.636364,
            63.157895,
            64.102564,
            63.636364,
            63.157895,
            64.102564
        ],
        [
            1.632422,
            2.755901,
            0.826501,
            0.853462,
            5.019023,
            0.257703
        ],
        [
            160085,
            160085,
            61318,
            1757547,
            1757547,
            347574
        ],
        [
            -91054,
            -50099,
            -91054,
            -1828787,
            -98197,
            -1828787
        ],
        [
            118,
            141,
            96,
            118,
            141,
            96
        ],
        [
            129,
            145,
            113,
            129,
            145,
            113
        ],
        [
            100,
            135,
            66,
            100,
            135,
            66
        ],
        [
            9156,
            5389,
            3767,
            9156,
            5389,
            3767
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -179252,
            -147889,
            -296625,
            -83027,
            305217,
            -578929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541613600000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757642160930,
    "expiration_time": 1764115848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "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)