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Trade: XRP/USDT/15/ZLMA/LINREG/4357

Strategy
XRP/USDT/15/ZLMA/LINREG/4357
Pair
XRP_USDT
Interval
15m
Score
310536
Daily Profit
0.485284
Profit Factor
1.411497
Profitability
41.269841
Streak
0.000000
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-09-23 20:14
Expiration Time
2025-12-06 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 126377.7208 87183.7796 39193.9412 186131.0711 132331.5642 53799.5069
Total P&L (%) 126.3777 87.1838 39.1939 186.1311 132.3316 53.7995
Avg Daily Profit (%) 0.4853 0.3348 0.1505 0.4045 0.3242 0.1654
Buy And Hold Return (%) 18.7216 18.7216 18.7216 18.7216 18.7216 18.7216
Max Trade Drawdown -28741 -20812 -18789 -53585 -41446 -41091
Profit Factor 1.4115 1.5357 1.2715 1.3142 1.4212 1.1934
Total Trades 315 158 157 315 158 157
Winning Trades 130 65 65 130 65 65
Losing Trades 185 93 92 185 93 92
Profitability (%) 41.2698 41.1392 41.4013 41.2698 41.1392 41.4013
Ratio Avg Win / Avg Loss 2.0087 2.1972 1.7996 1.8703 2.0335 1.6891
Largest Winning Trade 24869 19470 24869 42231 42231 27409
Largest Losing Trade -8085 -6467 -8085 -11918 -11913 -11918
Avg Bars in Trades 78 77 78 78 77 78
Avg Bars in Winners 111 107 115 111 107 115
Avg Bars in Losers 54 56 52 54 56 52
Bars Traded 24610 12215 12395 24610 12215 12395
Profit Streak 0 0 5.8125 0 0 5.8125
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310536 187236 -1818 270273 217788 -6353

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736211600000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758647696695,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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": [
        [
            126377.7207715934,
            87183.7795737699,
            39193.9411978236,
            186131.0710817413,
            132331.5641918536,
            53799.5068898877
        ],
        [
            126.377721,
            87.18378,
            39.193941,
            186.131071,
            132.331564,
            53.799507
        ],
        [
            0.485284,
            0.334781,
            0.150503,
            0.404502,
            0.324231,
            0.165439
        ],
        [
            18.721575,
            18.721575,
            18.721575,
            18.721575,
            18.721575,
            18.721575
        ],
        [
            -28741,
            -20812,
            -18789,
            -53585,
            -41446,
            -41091
        ],
        [
            1.411497,
            1.535702,
            1.271482,
            1.314232,
            1.421238,
            1.193393
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            41.269841,
            41.139241,
            41.401274,
            41.269841,
            41.139241,
            41.401274
        ],
        [
            2.008669,
            2.197235,
            1.799636,
            1.870253,
            2.033463,
            1.689111
        ],
        [
            24869,
            19470,
            24869,
            42231,
            42231,
            27409
        ],
        [
            -8085,
            -6467,
            -8085,
            -11918,
            -11913,
            -11918
        ],
        [
            78,
            77,
            78,
            78,
            77,
            78
        ],
        [
            111,
            107,
            115,
            111,
            107,
            115
        ],
        [
            54,
            56,
            52,
            54,
            56,
            52
        ],
        [
            24610,
            12215,
            12395,
            24610,
            12215,
            12395
        ],
        [
            0,
            0,
            5.812462,
            0,
            0,
            5.812462
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310536,
            187236,
            -1818,
            270273,
            217788,
            -6353
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736066700000,
    "first_datapoint_time": 1736211600000,
    "last_datapoint_time": 1758565800000,
    "evaluation_time": 1758647696695,
    "expiration_time": 1765045800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 86,
            "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)