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Trade: XRP/USDT/480/ZLMA/SUPERTREND/5381

Strategy
XRP/USDT/480/ZLMA/SUPERTREND/5381
Pair
XRP_USDT
Interval
8h
Score
369512
Daily Profit
0.203641
Profit Factor
1.709061
Profitability
46.601942
Streak
76.346041
Best Strategy
Training Data Length
2500.330000
Evaluation Time
2025-09-23 03:18
Expiration Time
2025-12-06 18:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 827383.7462 754281.9399 73101.8063 4721910.559 16082396.7053 -11360486.1462
Total P&L (%) 827.3837 754.2819 73.1018 4721.9106 16082.3967 -11360.4861
Avg Daily Profit (%) 0.3309 0.3017 0.0292 0.1551 0.2036 0
Buy And Hold Return (%) 802.8399 802.8399 802.8399 802.8399 802.8399 802.8399
Max Trade Drawdown -139999 -86003 -143093 -18687986 -7658324 -17623733
Profit Factor 2.0787 3.0303 1.1848 1.09 1.7091 0.6187
Total Trades 207 103 104 207 103 104
Winning Trades 91 48 43 91 48 43
Losing Trades 116 55 61 116 55 61
Profitability (%) 43.9614 46.6019 41.3462 43.9614 46.6019 41.3462
Ratio Avg Win / Avg Loss 2.6498 3.4722 1.6808 1.3894 1.9583 0.8777
Largest Winning Trade 335096 335096 46875 17573785 17573785 3089401
Largest Losing Trade -42157 -28836 -42157 -8942899 -2400898 -8942899
Avg Bars in Trades 35 37 32 35 37 32
Avg Bars in Winners 51 55 46 51 55 46
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 7286 3889 3397 7286 3889 3397
Profit Streak 0 76.346 0 0 76.346 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -144422 -152125 -339342 -115907 369512 -584420

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758586697947,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 81,
            "offset": 0,
            "multiplier": 2.36475
        }
    }
}
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": [
        [
            827383.7461923447,
            754281.9398651841,
            73101.8063271603,
            4721910.5590496175,
            16082396.705277164,
            -11360486.146227553
        ],
        [
            827.383746,
            754.28194,
            73.101806,
            4721.910559,
            16082.396705,
            -11360.486146
        ],
        [
            0.33091,
            0.301673,
            0.029237,
            0.15513,
            0.203641,
            0
        ],
        [
            802.839917,
            802.839917,
            802.839917,
            802.839917,
            802.839917,
            802.839917
        ],
        [
            -139999,
            -86003,
            -143093,
            -18687986,
            -7658324,
            -17623733
        ],
        [
            2.07871,
            3.030307,
            1.184834,
            1.089978,
            1.709061,
            0.618738
        ],
        [
            207,
            103,
            104,
            207,
            103,
            104
        ],
        [
            91,
            48,
            43,
            91,
            48,
            43
        ],
        [
            116,
            55,
            61,
            116,
            55,
            61
        ],
        [
            43.961353,
            46.601942,
            41.346154,
            43.961353,
            46.601942,
            41.346154
        ],
        [
            2.649784,
            3.472227,
            1.68081,
            1.389423,
            1.958299,
            0.877745
        ],
        [
            335096,
            335096,
            46875,
            17573785,
            17573785,
            3089401
        ],
        [
            -42157,
            -28836,
            -42157,
            -8942899,
            -2400898,
            -8942899
        ],
        [
            35,
            37,
            32,
            35,
            37,
            32
        ],
        [
            51,
            55,
            46,
            51,
            55,
            46
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            7286,
            3889,
            3397,
            7286,
            3889,
            3397
        ],
        [
            0,
            76.346041,
            0,
            0,
            76.346041,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -144422,
            -152125,
            -339342,
            -115907,
            369512,
            -584420
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7501,
    "evaluation_days": 2500.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1548374400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758586697947,
    "expiration_time": 1765037664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 81,
            "offset": 0,
            "multiplier": 2.36475
        }
    }
}

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)