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Trade: XRP/USDT/360/LINREG/ZLMA/4213

Strategy
XRP/USDT/360/LINREG/ZLMA/4213
Pair
XRP_USDT
Interval
6h
Score
497684
Daily Profit
0.239339
Profit Factor
2.550111
Profitability
52.427184
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 10:38
Expiration Time
2025-11-29 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1076708.9356 891228.9023 185480.0333 39298700.3785 37442543.253 1856157.1254
Total P&L (%) 1076.7089 891.2289 185.48 39298.7004 37442.5433 1856.1571
Avg Daily Profit (%) 0.4307 0.3565 0.0742 0.2393 0.2374 0.119
Buy And Hold Return (%) 747.8121 747.8121 747.8121 747.8121 747.8121 747.8121
Max Trade Drawdown -72397 -34268 -56472 -9363371 -4045111 -8504234
Profit Factor 3.3101 5.2605 1.722 2.5501 4.6404 1.1232
Total Trades 103 51 52 103 51 52
Winning Trades 54 26 28 54 26 28
Losing Trades 49 25 24 49 25 24
Profitability (%) 52.4272 50.9804 53.8462 52.4272 50.9804 53.8462
Ratio Avg Win / Avg Loss 3.0036 5.0582 1.476 2.314 4.4619 0.9627
Largest Winning Trade 374952 374952 50653 17273300 17273300 3534621
Largest Losing Trade -55678 -21511 -55678 -7765207 -3840256 -7765207
Avg Bars in Trades 94 99 90 94 99 90
Avg Bars in Winners 119 128 111 119 128 111
Avg Bars in Losers 67 68 65 67 68 65
Bars Traded 9749 5052 4697 9749 5052 4697
Profit Streak 0 146.8184 0 0 146.8184 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12020 -267327 -437065 497684 -162688 -303617

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757921911043,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "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": [
        [
            1076708.9355784238,
            891228.902312861,
            185480.0332655624,
            39298700.37847689,
            37442543.253048375,
            1856157.1254285218
        ],
        [
            1076.708936,
            891.228902,
            185.480033,
            39298.700378,
            37442.543253,
            1856.157125
        ],
        [
            0.430684,
            0.356492,
            0.074192,
            0.239339,
            0.237404,
            0.119013
        ],
        [
            747.812071,
            747.812071,
            747.812071,
            747.812071,
            747.812071,
            747.812071
        ],
        [
            -72397,
            -34268,
            -56472,
            -9363371,
            -4045111,
            -8504234
        ],
        [
            3.310105,
            5.260526,
            1.721983,
            2.550111,
            4.640393,
            1.123194
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            52.427184,
            50.980392,
            53.846154,
            52.427184,
            50.980392,
            53.846154
        ],
        [
            3.003614,
            5.058198,
            1.475985,
            2.313989,
            4.461916,
            0.962738
        ],
        [
            374952,
            374952,
            50653,
            17273300,
            17273300,
            3534621
        ],
        [
            -55678,
            -21511,
            -55678,
            -7765207,
            -3840256,
            -7765207
        ],
        [
            94,
            99,
            90,
            94,
            99,
            90
        ],
        [
            119,
            128,
            111,
            119,
            128,
            111
        ],
        [
            67,
            68,
            65,
            67,
            68,
            65
        ],
        [
            9749,
            5052,
            4697,
            9749,
            5052,
            4697
        ],
        [
            0,
            146.818415,
            0,
            0,
            146.818415,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12020,
            -267327,
            -437065,
            497684,
            -162688,
            -303617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546128000000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757921911043,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 126,
            "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)