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Trade: XRP/USDT/360/ZLMA/BBM/7451

Strategy
XRP/USDT/360/ZLMA/BBM/7451
Pair
XRP_USDT
Interval
6h
Score
623564
Daily Profit
0.234291
Profit Factor
3.947752
Profitability
57.500000
Streak
165.536009
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 21:51
Expiration Time
2025-12-06 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012278.1907 836831.4199 175446.7708 34484820.4686 34638286.8049 -153466.3363
Total P&L (%) 1012.2782 836.8314 175.4468 34484.8205 34638.2868 -153.4663
Avg Daily Profit (%) 0.4049 0.3347 0.0702 0.2341 0.2343 0
Buy And Hold Return (%) 782.457 782.457 782.457 782.457 782.457 782.457
Max Trade Drawdown -61425 -42490 -57069 -10667207 -7771598 -3485825
Profit Factor 4.0087 7.0095 1.8897 2.5672 3.9478 0.985
Total Trades 80 40 40 80 40 40
Winning Trades 48 23 25 48 23 25
Losing Trades 32 17 15 32 17 15
Profitability (%) 60 57.5 62.5 60 57.5 62.5
Ratio Avg Win / Avg Loss 2.6725 5.1809 1.1338 1.7114 2.9179 0.591
Largest Winning Trade 372123 372123 46008 24650188 24650188 1550702
Largest Losing Trade -51709 -20508 -51709 -5423917 -5423917 -3175098
Avg Bars in Trades 120 135 106 120 135 106
Avg Bars in Winners 139 150 128 139 150 128
Avg Bars in Losers 93 114 70 93 114 70
Bars Traded 9678 5415 4263 9678 5415 4263
Profit Streak 0 165.536 0 0 165.536 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 -79745 -124473 -260887 -8979 623564 -579129

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758567111217,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 2.64045
        }
    }
}
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": [
        [
            1012278.1907069704,
            836831.4199231107,
            175446.7707838598,
            34484820.46855353,
            34638286.804877385,
            -153466.3363238564
        ],
        [
            1012.278191,
            836.83142,
            175.446771,
            34484.820469,
            34638.286805,
            -153.466336
        ],
        [
            0.404911,
            0.334733,
            0.070179,
            0.234114,
            0.234291,
            0
        ],
        [
            782.456957,
            782.456957,
            782.456957,
            782.456957,
            782.456957,
            782.456957
        ],
        [
            -61425,
            -42490,
            -57069,
            -10667207,
            -7771598,
            -3485825
        ],
        [
            4.008749,
            7.009507,
            1.889719,
            2.567157,
            3.947752,
            0.985033
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            60,
            57.5,
            62.5,
            60,
            57.5,
            62.5
        ],
        [
            2.6725,
            5.18094,
            1.133831,
            1.711438,
            2.917904,
            0.59102
        ],
        [
            372123,
            372123,
            46008,
            24650188,
            24650188,
            1550702
        ],
        [
            -51709,
            -20508,
            -51709,
            -5423917,
            -5423917,
            -3175098
        ],
        [
            120,
            135,
            106,
            120,
            135,
            106
        ],
        [
            139,
            150,
            128,
            139,
            150,
            128
        ],
        [
            93,
            114,
            70,
            93,
            114,
            70
        ],
        [
            9678,
            5415,
            4263,
            9678,
            5415,
            4263
        ],
        [
            0,
            165.536009,
            0,
            0,
            165.536009,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -79745,
            -124473,
            -260887,
            -8979,
            623564,
            -579129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1547856000000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758567111217,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 64,
            "offset": 0,
            "std": 2.64045
        }
    }
}

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)