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Trade: XRP/USDT/240/ZLMA/HL2/5416

Strategy
XRP/USDT/240/ZLMA/HL2/5416
Pair
XRP_USDT
Interval
4h
Score
308994
Daily Profit
0.162720
Profit Factor
1.258216
Profitability
31.118314
Streak
19.434532
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-17 05:25
Expiration Time
2025-12-01 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 727563.8139 639256.4156 88307.3983 5716919.2032 6482093.2371 -765174.0339
Total P&L (%) 727.5638 639.2564 88.3074 5716.9192 6482.0932 -765.174
Avg Daily Profit (%) 0.2911 0.2558 0.0353 0.1627 0.1677 0
Buy And Hold Return (%) 637.3688 637.3688 637.3688 637.3688 637.3688 637.3688
Max Trade Drawdown -95316 -80891 -58579 -2191299 -1166542 -1966168
Profit Factor 1.3853 1.6963 1.091 1.2582 1.6443 0.9367
Total Trades 1234 617 617 1234 617 617
Winning Trades 384 180 204 384 180 204
Losing Trades 850 437 413 850 437 413
Profitability (%) 31.1183 29.1734 33.0632 31.1183 29.1734 33.0632
Ratio Avg Win / Avg Loss 3.0664 4.1183 2.2087 2.7851 3.992 1.8963
Largest Winning Trade 113306 113306 40511 1801218 1801218 818842
Largest Losing Trade -26220 -26220 -26009 -881963 -381469 -881963
Avg Bars in Trades 12 12 11 12 12 11
Avg Bars in Winners 24 25 23 24 25 23
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 14907 7550 7357 14907 7550 7357
Profit Streak 19.4345 19.4345 19.9345 19.4345 19.4345 19.9345
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -111294 -161045 -433867 308994 106485 -581085

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1543032000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758075943546,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            727563.8139200042,
            639256.4156480853,
            88307.3982719192,
            5716919.203215545,
            6482093.237076245,
            -765174.0338607003
        ],
        [
            727.563814,
            639.256416,
            88.307398,
            5716.919203,
            6482.093237,
            -765.174034
        ],
        [
            0.291122,
            0.255787,
            0.035335,
            0.16272,
            0.167674,
            0
        ],
        [
            637.36883,
            637.36883,
            637.36883,
            637.36883,
            637.36883,
            637.36883
        ],
        [
            -95316,
            -80891,
            -58579,
            -2191299,
            -1166542,
            -1966168
        ],
        [
            1.385278,
            1.696326,
            1.091004,
            1.258216,
            1.644306,
            0.936655
        ],
        [
            1234,
            617,
            617,
            1234,
            617,
            617
        ],
        [
            384,
            180,
            204,
            384,
            180,
            204
        ],
        [
            850,
            437,
            413,
            850,
            437,
            413
        ],
        [
            31.118314,
            29.17342,
            33.063209,
            31.118314,
            29.17342,
            33.063209
        ],
        [
            3.066371,
            4.118302,
            2.208748,
            2.785114,
            3.992009,
            1.896267
        ],
        [
            113306,
            113306,
            40511,
            1801218,
            1801218,
            818842
        ],
        [
            -26220,
            -26220,
            -26009,
            -881963,
            -381469,
            -881963
        ],
        [
            12,
            12,
            11,
            12,
            12,
            11
        ],
        [
            24,
            25,
            23,
            24,
            25,
            23
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            14907,
            7550,
            7357,
            14907,
            7550,
            7357
        ],
        [
            19.434531,
            19.434531,
            19.934531,
            19.434532,
            19.434532,
            19.934532
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -111294,
            -161045,
            -433867,
            308994,
            106485,
            -581085
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1543032000000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758075943546,
    "expiration_time": 1764545040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)