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Trade: XRP/USDT/720/ZLMA/KCB/8217

Strategy
XRP/USDT/720/ZLMA/KCB/8217
Pair
XRP_USDT
Interval
12h
Score
498951
Daily Profit
0.162738
Profit Factor
3.098199
Profitability
50.000000
Streak
117.352786
Best Strategy
Training Data Length
2502.000000
Evaluation Time
2025-09-24 11:28
Expiration Time
2025-12-08 03:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 773581.4279 699579.2832 74002.1447 4548182.4241 5746378.7046 -1198196.2805
Total P&L (%) 773.5814 699.5793 74.0021 4548.1824 5746.3787 -1198.1963
Avg Daily Profit (%) 0.3092 0.2796 0.0296 0.1536 0.1627 0
Buy And Hold Return (%) 882.5501 882.5501 882.5501 882.5501 882.5501 882.5501
Max Trade Drawdown -84925 -53012 -73509 -1993602 -1183225 -2316314
Profit Factor 2.8629 5.1011 1.3025 1.674 3.0982 0.7011
Total Trades 68 34 34 68 34 34
Winning Trades 31 17 14 31 17 14
Losing Trades 37 17 20 37 17 20
Profitability (%) 45.5882 50 41.1765 45.5882 50 41.1765
Ratio Avg Win / Avg Loss 3.417 5.1011 1.8607 1.998 3.0982 1.0016
Largest Winning Trade 253485 253485 57409 2753482 2753482 701570
Largest Losing Trade -63347 -38177 -63347 -1772335 -771840 -1772335
Avg Bars in Trades 67 69 64 67 69 64
Avg Bars in Winners 90 88 93 90 88 93
Avg Bars in Losers 47 51 44 47 51 44
Bars Traded 4587 2378 2209 4587 2378 2209
Profit Streak 117.3528 117.3528 154.8528 117.3528 117.3528 154.8528
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -265876 -148643 -320810 -104954 498951 -581984

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702480694,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            773581.4278888713,
            699579.2832012868,
            74002.1446875843,
            4548182.424052302,
            5746378.704555044,
            -1198196.280502742
        ],
        [
            773.581428,
            699.579283,
            74.002145,
            4548.182424,
            5746.378705,
            -1198.196281
        ],
        [
            0.309185,
            0.279608,
            0.029577,
            0.153557,
            0.162738,
            0
        ],
        [
            882.550104,
            882.550104,
            882.550104,
            882.550104,
            882.550104,
            882.550104
        ],
        [
            -84925,
            -53012,
            -73509,
            -1993602,
            -1183225,
            -2316314
        ],
        [
            2.862921,
            5.101127,
            1.302457,
            1.674021,
            3.098199,
            0.701132
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            45.588235,
            50,
            41.176471,
            45.588235,
            50,
            41.176471
        ],
        [
            3.417035,
            5.101127,
            1.860654,
            1.998025,
            3.098199,
            1.001617
        ],
        [
            253485,
            253485,
            57409,
            2753482,
            2753482,
            701570
        ],
        [
            -63347,
            -38177,
            -63347,
            -1772335,
            -771840,
            -1772335
        ],
        [
            67,
            69,
            64,
            67,
            69,
            64
        ],
        [
            90,
            88,
            93,
            90,
            88,
            93
        ],
        [
            47,
            51,
            44,
            47,
            51,
            44
        ],
        [
            4587,
            2378,
            2209,
            4587,
            2378,
            2209
        ],
        [
            117.352786,
            117.352786,
            154.852786,
            117.352786,
            117.352786,
            154.852786
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -265876,
            -148643,
            -320810,
            -104954,
            498951,
            -581984
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5004,
    "evaluation_days": 2502,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758702480694,
    "expiration_time": 1765157184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)