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Trade: XRP/USDT/360/LINREG/ZLMA/6637

Strategy
XRP/USDT/360/LINREG/ZLMA/6637
Pair
XRP_USDT
Interval
6h
Score
442347
Daily Profit
0.201750
Profit Factor
1.853428
Profitability
47.524752
Streak
171.197559
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 13:44
Expiration Time
2025-12-01 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 952256.3574 815950.7932 136305.5642 15326443.1959 17444204.6936 -2117761.4977
Total P&L (%) 952.2564 815.9508 136.3056 15326.4432 17444.2047 -2117.7615
Avg Daily Profit (%) 0.3809 0.3264 0.0545 0.2018 0.2069 0
Buy And Hold Return (%) 727.9724 727.9724 727.9724 727.9724 727.9724 727.9724
Max Trade Drawdown -63228 -53745 -55894 -6103160 -2676436 -6741743
Profit Factor 2.8964 4.5054 1.506 1.8534 3.5516 0.8096
Total Trades 101 50 51 101 50 51
Winning Trades 48 23 25 48 23 25
Losing Trades 53 27 26 53 27 26
Profitability (%) 47.5248 46 49.0196 47.5248 46 49.0196
Ratio Avg Win / Avg Loss 3.1981 5.2889 1.5662 2.0465 4.1692 0.842
Largest Winning Trade 348511 348511 51225 11315789 11315789 1135560
Largest Losing Trade -55452 -24280 -55452 -4268374 -1230697 -4268374
Avg Bars in Trades 96 97 95 96 97 95
Avg Bars in Winners 139 136 142 139 136 142
Avg Bars in Losers 56 63 49 56 63 49
Bars Traded 9716 4861 4855 9716 4861 4855
Profit Streak 171.1976 171.1976 187.4476 171.1976 171.1976 187.4476
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54094 -292271 -462512 442347 -165813 -759856

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758105869111,
    "expiration_time": 1764568800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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": [
        [
            952256.3574029866,
            815950.793157733,
            136305.5642452538,
            15326443.1958994,
            17444204.693582557,
            -2117761.497683156
        ],
        [
            952.256357,
            815.950793,
            136.305564,
            15326.443196,
            17444.204694,
            -2117.761498
        ],
        [
            0.380903,
            0.32638,
            0.054522,
            0.20175,
            0.206906,
            0
        ],
        [
            727.972374,
            727.972374,
            727.972374,
            727.972374,
            727.972374,
            727.972374
        ],
        [
            -63228,
            -53745,
            -55894,
            -6103160,
            -2676436,
            -6741743
        ],
        [
            2.896374,
            4.505397,
            1.506005,
            1.853428,
            3.551558,
            0.809588
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            53,
            27,
            26,
            53,
            27,
            26
        ],
        [
            47.524752,
            46,
            49.019608,
            47.524752,
            46,
            49.019608
        ],
        [
            3.198079,
            5.288944,
            1.566245,
            2.046494,
            4.16922,
            0.841971
        ],
        [
            348511,
            348511,
            51225,
            11315789,
            11315789,
            1135560
        ],
        [
            -55452,
            -24280,
            -55452,
            -4268374,
            -1230697,
            -4268374
        ],
        [
            96,
            97,
            95,
            96,
            97,
            95
        ],
        [
            139,
            136,
            142,
            139,
            136,
            142
        ],
        [
            56,
            63,
            49,
            56,
            63,
            49
        ],
        [
            9716,
            4861,
            4855,
            9716,
            4861,
            4855
        ],
        [
            171.197559,
            171.197559,
            187.447559,
            171.197559,
            171.197559,
            187.447559
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54094,
            -292271,
            -462512,
            442347,
            -165813,
            -759856
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542088800000,
    "first_datapoint_time": 1547013600000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758105869111,
    "expiration_time": 1764568800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 51,
            "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)