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Trade: XRP/USDT/360/LINREG/ZLMA/3140

Strategy
XRP/USDT/360/LINREG/ZLMA/3140
Pair
XRP_USDT
Interval
6h
Score
471232
Daily Profit
0.249838
Profit Factor
2.607486
Profitability
44.715447
Streak
161.622187
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 11:55
Expiration Time
2025-12-06 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1125923.7911 930044.7191 195879.0719 51091942.7724 43308057.2161 7783885.5563
Total P&L (%) 1125.9238 930.0447 195.8791 51091.9428 43308.0572 7783.8856
Avg Daily Profit (%) 0.4504 0.372 0.0784 0.2498 0.2432 0.1748
Buy And Hold Return (%) 686.5244 686.5244 686.5244 686.5244 686.5244 686.5244
Max Trade Drawdown -62703 -58454 -55419 -11786692 -7560313 -6883716
Profit Factor 3.1182 4.4302 1.7522 2.6075 3.9026 1.4616
Total Trades 123 61 62 123 61 62
Winning Trades 55 25 30 55 25 30
Losing Trades 68 36 32 68 36 32
Profitability (%) 44.7154 40.9836 48.3871 44.7154 40.9836 48.3871
Ratio Avg Win / Avg Loss 3.8553 6.3795 1.869 3.2238 5.6197 1.559
Largest Winning Trade 355114 355114 48923 22759242 22759242 6820333
Largest Losing Trade -55419 -27180 -55419 -4739633 -4424382 -4739633
Avg Bars in Trades 79 78 79 79 78 79
Avg Bars in Winners 125 130 120 125 130 120
Avg Bars in Losers 41 43 40 41 43 40
Bars Traded 9717 4807 4910 9717 4807 4910
Profit Streak 161.6222 177.1222 161.6222 161.6222 177.1222 161.6222
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 234026 -203031 -404634 471232 -149097 -143836

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758531356958,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 42,
            "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": [
        [
            1125923.7910600759,
            930044.7191155762,
            195879.0719444995,
            51091942.77236284,
            43308057.21605924,
            7783885.556303607
        ],
        [
            1125.923791,
            930.044719,
            195.879072,
            51091.942772,
            43308.057216,
            7783.885556
        ],
        [
            0.45037,
            0.372018,
            0.078352,
            0.249838,
            0.243225,
            0.174849
        ],
        [
            686.524387,
            686.524387,
            686.524387,
            686.524387,
            686.524387,
            686.524387
        ],
        [
            -62703,
            -58454,
            -55419,
            -11786692,
            -7560313,
            -6883716
        ],
        [
            3.118225,
            4.430206,
            1.752202,
            2.607486,
            3.902583,
            1.461589
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            68,
            36,
            32,
            68,
            36,
            32
        ],
        [
            44.715447,
            40.983607,
            48.387097,
            44.715447,
            40.983607,
            48.387097
        ],
        [
            3.85526,
            6.379497,
            1.869016,
            3.223801,
            5.619719,
            1.559028
        ],
        [
            355114,
            355114,
            48923,
            22759242,
            22759242,
            6820333
        ],
        [
            -55419,
            -27180,
            -55419,
            -4739633,
            -4424382,
            -4739633
        ],
        [
            79,
            78,
            79,
            79,
            78,
            79
        ],
        [
            125,
            130,
            120,
            125,
            130,
            120
        ],
        [
            41,
            43,
            40,
            41,
            43,
            40
        ],
        [
            9717,
            4807,
            4910,
            9717,
            4807,
            4910
        ],
        [
            161.622187,
            177.122187,
            161.622187,
            161.622187,
            177.122187,
            161.622187
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            234026,
            -203031,
            -404634,
            471232,
            -149097,
            -143836
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1546948800000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758531356958,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 42,
            "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)