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Trade: XRP/USDT/720/ZLMA/SMA/1964

Strategy
XRP/USDT/720/ZLMA/SMA/1964
Pair
XRP_USDT
Interval
12h
Score
613080
Daily Profit
0.168854
Profit Factor
5.167491
Profitability
56.250000
Streak
112.471491
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-24 02:18
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820176.0698 735663.8598 84512.21 6428252.1616 6705504.9448 -277252.7832
Total P&L (%) 820.1761 735.6639 84.5122 6428.2522 6705.5049 -277.2528
Avg Daily Profit (%) 0.3279 0.2941 0.0338 0.1672 0.1689 0
Buy And Hold Return (%) 850.4871 850.4871 850.4871 850.4871 850.4871 850.4871
Max Trade Drawdown -103305 -36137 -85243 -1742551 -631696 -1602378
Profit Factor 3.2314 7.1173 1.3417 2.5198 5.1675 0.8942
Total Trades 64 32 32 64 32 32
Winning Trades 35 18 17 35 18 17
Losing Trades 29 14 15 29 14 15
Profitability (%) 54.6875 56.25 53.125 54.6875 56.25 53.125
Ratio Avg Win / Avg Loss 2.6774 5.5357 1.1839 2.0878 4.0192 0.789
Largest Winning Trade 305832 305832 57907 3640432 3640432 623227
Largest Losing Trade -56304 -16846 -56304 -957615 -302823 -957615
Avg Bars in Trades 71 78 64 71 78 64
Avg Bars in Winners 84 82 87 84 82 87
Avg Bars in Losers 55 74 38 55 74 38
Bars Traded 4585 2513 2072 4585 2513 2072
Profit Streak 112.4715 112.4715 149.4715 112.4715 112.4715 149.4715
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -292404 -147066 -312251 -129373 613080 -579831

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758669536838,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "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": [
        [
            820176.0697760913,
            735663.8597819767,
            84512.2099941144,
            6428252.1615518425,
            6705504.944784004,
            -277252.7832321617
        ],
        [
            820.17607,
            735.66386,
            84.51221,
            6428.252162,
            6705.504945,
            -277.252783
        ],
        [
            0.327874,
            0.294089,
            0.033785,
            0.167188,
            0.168854,
            0
        ],
        [
            850.487121,
            850.487121,
            850.487121,
            850.487121,
            850.487121,
            850.487121
        ],
        [
            -103305,
            -36137,
            -85243,
            -1742551,
            -631696,
            -1602378
        ],
        [
            3.23135,
            7.11732,
            1.341725,
            2.519764,
            5.167491,
            0.894209
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            54.6875,
            56.25,
            53.125,
            54.6875,
            56.25,
            53.125
        ],
        [
            2.677404,
            5.535693,
            1.183875,
            2.087805,
            4.01916,
            0.789008
        ],
        [
            305832,
            305832,
            57907,
            3640432,
            3640432,
            623227
        ],
        [
            -56304,
            -16846,
            -56304,
            -957615,
            -302823,
            -957615
        ],
        [
            71,
            78,
            64,
            71,
            78,
            64
        ],
        [
            84,
            82,
            87,
            84,
            82,
            87
        ],
        [
            55,
            74,
            38,
            55,
            74,
            38
        ],
        [
            4585,
            2513,
            2072,
            4585,
            2513,
            2072
        ],
        [
            112.471491,
            112.471491,
            149.471491,
            112.471491,
            112.471491,
            149.471491
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -292404,
            -147066,
            -312251,
            -129373,
            613080,
            -579831
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758669536838,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "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)