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Trade: XRP/USDT/120/T3/ZLMA/3744

Strategy
XRP/USDT/120/T3/ZLMA/3744
Pair
XRP_USDT
Interval
2h
Score
513176
Daily Profit
0.228771
Profit Factor
2.609942
Profitability
50.000000
Streak
162.141480
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-09 02:23
Expiration Time
2025-11-22 23:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 890007.5989 784756.9689 105250.63 7717095.7895 11564061.3445 -3846965.555
Total P&L (%) 890.0076 784.757 105.2506 7717.0958 11564.0613 -3846.9656
Avg Daily Profit (%) 0.4273 0.3768 0.0505 0.2095 0.2288 0
Buy And Hold Return (%) 1197.8473 1197.8473 1197.8473 1197.8473 1197.8473 1197.8473
Max Trade Drawdown -97435 -35544 -92086 -7854179 -2373840 -8378565
Profit Factor 3.1407 4.9478 1.4851 1.4114 2.6099 0.6676
Total Trades 80 40 40 80 40 40
Winning Trades 40 20 20 40 20 20
Losing Trades 40 20 20 40 20 20
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 3.1407 4.9478 1.4851 1.4114 2.6099 0.6676
Largest Winning Trade 332907 332907 50809 5800543 5800543 1346346
Largest Losing Trade -73543 -30491 -73543 -7057634 -1620785 -7057634
Avg Bars in Trades 297 290 304 297 290 304
Avg Bars in Winners 408 405 411 408 405 411
Avg Bars in Losers 186 176 197 186 176 197
Bars Traded 23816 11634 12182 23816 11634 12182
Profit Streak 146.8081 162.1415 146.8081 146.8081 162.1415 146.8081
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -172221 -147478 -289386 -13913 513176 -580176

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577361600000,
    "first_datapoint_time": 1579060800000,
    "last_datapoint_time": 1757368800000,
    "evaluation_time": 1757373823890,
    "expiration_time": 1763846726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.90525
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "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": [
        [
            890007.5988875821,
            784756.968880587,
            105250.6300069952,
            7717095.789463509,
            11564061.344462922,
            -3846965.5549994097
        ],
        [
            890.007599,
            784.756969,
            105.25063,
            7717.095789,
            11564.061344,
            -3846.965555
        ],
        [
            0.42734,
            0.376803,
            0.050536,
            0.209513,
            0.228771,
            0
        ],
        [
            1197.847256,
            1197.847256,
            1197.847256,
            1197.847256,
            1197.847256,
            1197.847256
        ],
        [
            -97435,
            -35544,
            -92086,
            -7854179,
            -2373840,
            -8378565
        ],
        [
            3.140652,
            4.947774,
            1.48507,
            1.411425,
            2.609942,
            0.667623
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            3.140652,
            4.947774,
            1.48507,
            1.411425,
            2.609942,
            0.667623
        ],
        [
            332907,
            332907,
            50809,
            5800543,
            5800543,
            1346346
        ],
        [
            -73543,
            -30491,
            -73543,
            -7057634,
            -1620785,
            -7057634
        ],
        [
            297,
            290,
            304,
            297,
            290,
            304
        ],
        [
            408,
            405,
            411,
            408,
            405,
            411
        ],
        [
            186,
            176,
            197,
            186,
            176,
            197
        ],
        [
            23816,
            11634,
            12182,
            23816,
            11634,
            12182
        ],
        [
            146.808147,
            162.14148,
            146.808147,
            146.808147,
            162.14148,
            146.808147
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -172221,
            -147478,
            -289386,
            -13913,
            513176,
            -580176
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1577361600000,
    "first_datapoint_time": 1579060800000,
    "last_datapoint_time": 1757368800000,
    "evaluation_time": 1757373823890,
    "expiration_time": 1763846726400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 237,
            "offset": 0,
            "a": 0.90525
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 161,
            "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)