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Trade: XRP/USDT/240/ZLMA/ALMA/4545

Strategy
XRP/USDT/240/ZLMA/ALMA/4545
Pair
XRP_USDT
Interval
4h
Score
346068
Daily Profit
0.163742
Profit Factor
1.508905
Profitability
45.145631
Streak
27.035797
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-11 19:51
Expiration Time
2025-11-25 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 860293.219 783218.1119 77075.1071 5306596.1227 5868673.6497 -562077.527
Total P&L (%) 860.2932 783.2181 77.0751 5306.5961 5868.6737 -562.0775
Avg Daily Profit (%) 0.3442 0.3134 0.0308 0.1598 0.1637 0
Buy And Hold Return (%) 882.9779 882.9779 882.9779 882.9779 882.9779 882.9779
Max Trade Drawdown -102232 -79340 -70305 -2555531 -1663927 -2153205
Profit Factor 1.8009 2.2648 1.1694 1.2759 1.5089 0.927
Total Trades 413 206 207 413 206 207
Winning Trades 185 93 92 185 93 92
Losing Trades 228 113 115 228 113 115
Profitability (%) 44.7942 45.1456 44.4444 44.7942 45.1456 44.4444
Ratio Avg Win / Avg Loss 2.2195 2.7519 1.4618 1.5725 1.8334 1.1588
Largest Winning Trade 317404 317404 59209 4367920 4367920 623510
Largest Losing Trade -24456 -24456 -17863 -1267437 -1267437 -518442
Avg Bars in Trades 35 37 32 35 37 32
Avg Bars in Winners 48 52 45 48 52 45
Avg Bars in Losers 24 25 22 24 25 22
Bars Traded 14585 7777 6807 14585 7777 6807
Profit Streak 0 27.0358 0 0 27.0358 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -152957 -152810 -353247 295769 346068 -580743

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1544601600000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757609492865,
    "expiration_time": 1764084672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 10,
            "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": [
        [
            860293.2189666035,
            783218.1118567369,
            77075.107109867,
            5306596.122731423,
            5868673.649707414,
            -562077.5269759923
        ],
        [
            860.293219,
            783.218112,
            77.075107,
            5306.596123,
            5868.67365,
            -562.077527
        ],
        [
            0.34421,
            0.313371,
            0.030838,
            0.159778,
            0.163742,
            0
        ],
        [
            882.977884,
            882.977884,
            882.977884,
            882.977884,
            882.977884,
            882.977884
        ],
        [
            -102232,
            -79340,
            -70305,
            -2555531,
            -1663927,
            -2153205
        ],
        [
            1.800918,
            2.26481,
            1.169435,
            1.275891,
            1.508905,
            0.927026
        ],
        [
            413,
            206,
            207,
            413,
            206,
            207
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            228,
            113,
            115,
            228,
            113,
            115
        ],
        [
            44.794189,
            45.145631,
            44.444444,
            44.794189,
            45.145631,
            44.444444
        ],
        [
            2.21951,
            2.751866,
            1.461793,
            1.57245,
            1.833401,
            1.158782
        ],
        [
            317404,
            317404,
            59209,
            4367920,
            4367920,
            623510
        ],
        [
            -24456,
            -24456,
            -17863,
            -1267437,
            -1267437,
            -518442
        ],
        [
            35,
            37,
            32,
            35,
            37,
            32
        ],
        [
            48,
            52,
            45,
            48,
            52,
            45
        ],
        [
            24,
            25,
            22,
            24,
            25,
            22
        ],
        [
            14585,
            7777,
            6807,
            14585,
            7777,
            6807
        ],
        [
            0,
            27.035797,
            0,
            0,
            27.035797,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152957,
            -152810,
            -353247,
            295769,
            346068,
            -580743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1544601600000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757609492865,
    "expiration_time": 1764084672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 10,
            "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)