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Trade: XRP/USDT/120/ZLMA/LINREG/8364

Strategy
XRP/USDT/120/ZLMA/LINREG/8364
Pair
XRP_USDT
Interval
2h
Score
549790
Daily Profit
0.292094
Profit Factor
1.967374
Profitability
51.470588
Streak
32.740392
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-09-24 00:46
Expiration Time
2025-12-06 19:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1091862.8219 913891.7095 177971.1124 43372430.0968 40312580.3592 3059849.7376
Total P&L (%) 1091.8628 913.8917 177.9711 43372.4301 40312.5804 3059.8497
Avg Daily Profit (%) 0.5242 0.4388 0.0855 0.2921 0.2886 0.1659
Buy And Hold Return (%) 1097.8351 1097.8351 1097.8351 1097.8351 1097.8351 1097.8351
Max Trade Drawdown -63783 -65267 -61683 -12237566 -7789685 -5760030
Profit Factor 2.7149 3.931 1.5478 1.9674 2.6529 1.1496
Total Trades 204 102 102 204 102 102
Winning Trades 105 52 53 105 52 53
Losing Trades 99 50 49 99 50 49
Profitability (%) 51.4706 50.9804 51.9608 51.4706 50.9804 51.9608
Ratio Avg Win / Avg Loss 2.5598 3.7798 1.431 1.855 2.5509 1.0629
Largest Winning Trade 336752 336752 46612 26093904 26093904 5779975
Largest Losing Trade -50242 -24754 -50242 -6239025 -6239025 -4964934
Avg Bars in Trades 120 123 116 120 123 116
Avg Bars in Winners 157 163 152 157 163 152
Avg Bars in Losers 80 82 77 80 82 77
Bars Traded 24500 12630 11870 24500 12630 11870
Profit Streak 32.7404 32.7404 57.6571 32.7404 32.7404 57.6571
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147079 -148302 -241682 549790 512662 -50097

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578549600000,
    "first_datapoint_time": 1580299200000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758663969836,
    "expiration_time": 1765042185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 218,
            "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": [
        [
            1091862.8218810253,
            913891.7095070555,
            177971.1123739699,
            43372430.096781194,
            40312580.35916367,
            3059849.737617525
        ],
        [
            1091.862822,
            913.89171,
            177.971112,
            43372.430097,
            40312.580359,
            3059.849738
        ],
        [
            0.524241,
            0.438791,
            0.08545,
            0.292094,
            0.288579,
            0.165933
        ],
        [
            1097.83506,
            1097.83506,
            1097.83506,
            1097.83506,
            1097.83506,
            1097.83506
        ],
        [
            -63783,
            -65267,
            -61683,
            -12237566,
            -7789685,
            -5760030
        ],
        [
            2.714928,
            3.930966,
            1.547813,
            1.967374,
            2.652938,
            1.149649
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            51.470588,
            50.980392,
            51.960784,
            51.470588,
            50.980392,
            51.960784
        ],
        [
            2.559789,
            3.779775,
            1.430997,
            1.854952,
            2.550902,
            1.062883
        ],
        [
            336752,
            336752,
            46612,
            26093904,
            26093904,
            5779975
        ],
        [
            -50242,
            -24754,
            -50242,
            -6239025,
            -6239025,
            -4964934
        ],
        [
            120,
            123,
            116,
            120,
            123,
            116
        ],
        [
            157,
            163,
            152,
            157,
            163,
            152
        ],
        [
            80,
            82,
            77,
            80,
            82,
            77
        ],
        [
            24500,
            12630,
            11870,
            24500,
            12630,
            11870
        ],
        [
            32.740391,
            32.740392,
            57.657058,
            32.740392,
            32.740392,
            57.657058
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147079,
            -148302,
            -241682,
            549790,
            512662,
            -50097
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1578549600000,
    "first_datapoint_time": 1580299200000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758663969836,
    "expiration_time": 1765042185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 218,
            "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)