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Trade: XRP/USDT/360/ZLMA/ALMA/9772

Strategy
XRP/USDT/360/ZLMA/ALMA/9772
Pair
XRP_USDT
Interval
6h
Score
347554
Daily Profit
0.156487
Profit Factor
2.050542
Profitability
45.161290
Streak
91.144755
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-20 06:28
Expiration Time
2025-12-04 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 802557.9713 748550.273 54007.6983 2761461.5239 4885528.1223 -2124066.5984
Total P&L (%) 802.558 748.5503 54.0077 2761.4615 4885.5281 -2124.0666
Avg Daily Profit (%) 0.321 0.2994 0.0216 0.1342 0.1565 0
Buy And Hold Return (%) 817.2621 817.2621 817.2621 817.2621 817.2621 817.2621
Max Trade Drawdown -122830 -62923 -109544 -2936048 -1131939 -3679221
Profit Factor 2.1177 3.1594 1.1454 1.2441 2.0505 0.6812
Total Trades 186 93 93 186 93 93
Winning Trades 83 42 41 83 42 41
Losing Trades 103 51 52 103 51 52
Profitability (%) 44.6237 45.1613 44.086 44.6237 45.1613 44.086
Ratio Avg Win / Avg Loss 2.628 3.8364 1.4527 1.5438 2.4899 0.864
Largest Winning Trade 340167 340167 47632 2719623 2719623 573926
Largest Losing Trade -61213 -24441 -61213 -2284472 -416044 -2284472
Avg Bars in Trades 52 54 50 52 54 50
Avg Bars in Winners 66 67 65 66 67 65
Avg Bars in Losers 40 42 37 40 42 37
Bars Traded 9684 5028 4656 9684 5028 4656
Profit Streak 0 91.1448 0 0 91.1448 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -153795 -152080 -392955 -16431 347554 -583383

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758338906854,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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": [
        [
            802557.9713086197,
            748550.2729906518,
            54007.6983179681,
            2761461.5239185775,
            4885528.122287394,
            -2124066.598368815
        ],
        [
            802.557971,
            748.550273,
            54.007698,
            2761.461524,
            4885.528122,
            -2124.066598
        ],
        [
            0.321023,
            0.29942,
            0.021603,
            0.134247,
            0.156487,
            0
        ],
        [
            817.262106,
            817.262106,
            817.262106,
            817.262106,
            817.262106,
            817.262106
        ],
        [
            -122830,
            -62923,
            -109544,
            -2936048,
            -1131939,
            -3679221
        ],
        [
            2.117691,
            3.159391,
            1.145416,
            1.244071,
            2.050542,
            0.681247
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            44.623656,
            45.16129,
            44.086022,
            44.623656,
            45.16129,
            44.086022
        ],
        [
            2.627978,
            3.836404,
            1.452723,
            1.543847,
            2.489944,
            0.864021
        ],
        [
            340167,
            340167,
            47632,
            2719623,
            2719623,
            573926
        ],
        [
            -61213,
            -24441,
            -61213,
            -2284472,
            -416044,
            -2284472
        ],
        [
            52,
            54,
            50,
            52,
            54,
            50
        ],
        [
            66,
            67,
            65,
            66,
            67,
            65
        ],
        [
            40,
            42,
            37,
            40,
            42,
            37
        ],
        [
            9684,
            5028,
            4656,
            9684,
            5028,
            4656
        ],
        [
            0,
            91.144755,
            0,
            0,
            91.144755,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -153795,
            -152080,
            -392955,
            -16431,
            347554,
            -583383
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542326400000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758326400000,
    "evaluation_time": 1758338906854,
    "expiration_time": 1764806400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 19,
            "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)