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Trade: XRP/USDT/360/LINREG/ZLMA/3307

Strategy
XRP/USDT/360/LINREG/ZLMA/3307
Pair
XRP_USDT
Interval
6h
Score
582962
Daily Profit
0.239841
Profit Factor
5.914425
Profitability
45.652174
Streak
166.227258
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 20:27
Expiration Time
2025-11-26 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1054509.0509 863301.6901 191207.3609 43886692.7597 39794919.1565 4091773.6032
Total P&L (%) 1054.5091 863.3017 191.2074 43886.6928 39794.9192 4091.7736
Avg Daily Profit (%) 0.4218 0.3453 0.0765 0.2438 0.2398 0.1495
Buy And Hold Return (%) 757.7355 757.7355 757.7355 757.7355 757.7355 757.7355
Max Trade Drawdown -61895 -52105 -57020 -5714723 -3349827 -9394054
Profit Factor 3.7124 6.0332 1.8801 2.9103 5.9144 1.2751
Total Trades 93 46 47 93 46 47
Winning Trades 50 21 29 50 21 29
Losing Trades 43 25 18 43 25 18
Profitability (%) 53.7634 45.6522 61.7021 53.7634 45.6522 61.7021
Ratio Avg Win / Avg Loss 3.1926 7.1824 1.167 2.5028 7.041 0.7914
Largest Winning Trade 372653 372653 50113 20339631 20339631 4490893
Largest Losing Trade -57020 -16851 -57020 -5512203 -3349827 -5512203
Avg Bars in Trades 104 106 102 104 106 102
Avg Bars in Winners 131 140 124 131 140 124
Avg Bars in Losers 73 77 67 73 77 67
Bars Traded 9721 4885 4836 9721 4885 4836
Profit Streak 166.2273 166.2273 240.7273 166.2273 166.2273 240.7273
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24997 -105276 -251173 580164 582962 258146

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757698035057,
    "expiration_time": 1764158400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "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": [
        [
            1054509.0509404838,
            863301.690060513,
            191207.3608799704,
            43886692.75972313,
            39794919.15653533,
            4091773.603187804
        ],
        [
            1054.509051,
            863.30169,
            191.207361,
            43886.69276,
            39794.919157,
            4091.773603
        ],
        [
            0.421804,
            0.345321,
            0.076483,
            0.243755,
            0.239841,
            0.14954
        ],
        [
            757.735542,
            757.735542,
            757.735542,
            757.735542,
            757.735542,
            757.735542
        ],
        [
            -61895,
            -52105,
            -57020,
            -5714723,
            -3349827,
            -9394054
        ],
        [
            3.712372,
            6.033203,
            1.880101,
            2.910287,
            5.914425,
            1.275053
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            50,
            21,
            29,
            50,
            21,
            29
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            53.763441,
            45.652174,
            61.702128,
            53.763441,
            45.652174,
            61.702128
        ],
        [
            3.19264,
            7.182385,
            1.166959,
            2.502846,
            7.040982,
            0.791412
        ],
        [
            372653,
            372653,
            50113,
            20339631,
            20339631,
            4490893
        ],
        [
            -57020,
            -16851,
            -57020,
            -5512203,
            -3349827,
            -5512203
        ],
        [
            104,
            106,
            102,
            104,
            106,
            102
        ],
        [
            131,
            140,
            124,
            131,
            140,
            124
        ],
        [
            73,
            77,
            67,
            73,
            77,
            67
        ],
        [
            9721,
            4885,
            4836,
            9721,
            4885,
            4836
        ],
        [
            166.227257,
            166.227258,
            240.727258,
            166.227258,
            166.227258,
            240.727258
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24997,
            -105276,
            -251173,
            580164,
            582962,
            258146
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541678400000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757678400000,
    "evaluation_time": 1757698035057,
    "expiration_time": 1764158400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 59,
            "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)