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Trade: XRP/USDT/360/ZLMA/ALMA/2817

Strategy
XRP/USDT/360/ZLMA/ALMA/2817
Pair
XRP_USDT
Interval
6h
Score
419403
Daily Profit
0.192454
Profit Factor
1.711593
Profitability
48.245614
Streak
81.940008
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 07:33
Expiration Time
2025-11-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 920365.3224 817429.7092 102935.6131 7545903.4086 12133193.3224 -4587289.9138
Total P&L (%) 920.3653 817.4297 102.9356 7545.9034 12133.1933 -4587.2899
Avg Daily Profit (%) 0.3681 0.327 0.0412 0.1736 0.1925 0
Buy And Hold Return (%) 736.8216 736.8216 736.8216 736.8216 736.8216 736.8216
Max Trade Drawdown -134277 -73922 -132898 -11418776 -4034394 -12443161
Profit Factor 2.1705 2.9925 1.2737 1.2037 1.7116 0.7706
Total Trades 228 114 114 228 114 114
Winning Trades 110 55 55 110 55 55
Losing Trades 118 59 59 118 59 59
Profitability (%) 48.2456 48.2456 48.2456 48.2456 48.2456 48.2456
Ratio Avg Win / Avg Loss 2.3283 3.2101 1.3664 1.2912 1.8361 0.8267
Largest Winning Trade 322192 322192 47182 6321531 6321531 1953491
Largest Losing Trade -64986 -23910 -64986 -8678397 -1558221 -8678397
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 51 53 48 51 53 48
Avg Bars in Losers 30 32 29 30 32 29
Bars Traded 9251 4841 4410 9251 4841 4410
Profit Streak 71.69 81.94 0 71.69 81.94 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73606 -116470 -304695 301553 419403 -581711

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757565216660,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 18,
            "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": [
        [
            920365.3223758711,
            817429.7092259381,
            102935.6131499331,
            7545903.408553848,
            12133193.3224001,
            -4587289.913846246
        ],
        [
            920.365322,
            817.429709,
            102.935613,
            7545.903409,
            12133.193322,
            -4587.289914
        ],
        [
            0.368146,
            0.326972,
            0.041174,
            0.173621,
            0.192454,
            0
        ],
        [
            736.821598,
            736.821598,
            736.821598,
            736.821598,
            736.821598,
            736.821598
        ],
        [
            -134277,
            -73922,
            -132898,
            -11418776,
            -4034394,
            -12443161
        ],
        [
            2.170475,
            2.992493,
            1.273719,
            1.203674,
            1.711593,
            0.770615
        ],
        [
            228,
            114,
            114,
            228,
            114,
            114
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            48.245614,
            48.245614,
            48.245614,
            48.245614,
            48.245614,
            48.245614
        ],
        [
            2.328328,
            3.210128,
            1.366353,
            1.291214,
            1.836073,
            0.82666
        ],
        [
            322192,
            322192,
            47182,
            6321531,
            6321531,
            1953491
        ],
        [
            -64986,
            -23910,
            -64986,
            -8678397,
            -1558221,
            -8678397
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            51,
            53,
            48,
            51,
            53,
            48
        ],
        [
            30,
            32,
            29,
            30,
            32,
            29
        ],
        [
            9251,
            4841,
            4410,
            9251,
            4841,
            4410
        ],
        [
            71.690007,
            81.940008,
            0,
            71.690008,
            81.940008,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73606,
            -116470,
            -304695,
            301553,
            419403,
            -581711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757565216660,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 18,
            "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)