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Trade: XRP/USDT/360/ZLMA/DEMA/6373

Strategy
XRP/USDT/360/ZLMA/DEMA/6373
Pair
XRP_USDT
Interval
6h
Score
471255
Daily Profit
0.220721
Profit Factor
1.984131
Profitability
48.571429
Streak
154.315823
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 22:34
Expiration Time
2025-11-29 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 992979.9238 838882.4343 154097.4895 24676903.3211 23603462.0241 1073441.297
Total P&L (%) 992.9799 838.8824 154.0975 24676.9033 23603.462 1073.4413
Avg Daily Profit (%) 0.3972 0.3355 0.0616 0.2207 0.2189 0.0985
Buy And Hold Return (%) 713.9237 713.9237 713.9237 713.9237 713.9237 713.9237
Max Trade Drawdown -61809 -58509 -54263 -6360247 -4670814 -6123523
Profit Factor 3.1132 4.5812 1.654 1.9841 2.9844 1.0814
Total Trades 105 52 53 105 52 53
Winning Trades 51 24 27 51 24 27
Losing Trades 54 28 26 54 28 26
Profitability (%) 48.5714 46.1538 50.9434 48.5714 46.1538 50.9434
Ratio Avg Win / Avg Loss 3.2964 5.3448 1.5927 2.1008 3.4818 1.0414
Largest Winning Trade 333915 333915 50941 12727752 12727752 2687394
Largest Losing Trade -54263 -21246 -54263 -5126773 -2548751 -5126773
Avg Bars in Trades 89 89 90 89 89 90
Avg Bars in Winners 127 134 121 127 134 121
Avg Bars in Losers 54 51 57 54 51 57
Bars Traded 9440 4647 4793 9440 4647 4793
Profit Streak 154.3158 170.0658 154.3158 154.3158 170.0658 154.3158
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27394 -275223 -452243 471255 -166683 -381110

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757964887150,
    "expiration_time": 1764439848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 47,
            "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": [
        [
            992979.923777834,
            838882.4342919646,
            154097.4894858697,
            24676903.32109004,
            23603462.024133362,
            1073441.2969566735
        ],
        [
            992.979924,
            838.882434,
            154.097489,
            24676.903321,
            23603.462024,
            1073.441297
        ],
        [
            0.397152,
            0.335519,
            0.061633,
            0.220721,
            0.218946,
            0.09854
        ],
        [
            713.923741,
            713.923741,
            713.923741,
            713.923741,
            713.923741,
            713.923741
        ],
        [
            -61809,
            -58509,
            -54263,
            -6360247,
            -4670814,
            -6123523
        ],
        [
            3.113247,
            4.581244,
            1.653952,
            1.984131,
            2.984396,
            1.081443
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            48.571429,
            46.153846,
            50.943396,
            48.571429,
            46.153846,
            50.943396
        ],
        [
            3.296379,
            5.344784,
            1.592695,
            2.100845,
            3.481795,
            1.04139
        ],
        [
            333915,
            333915,
            50941,
            12727752,
            12727752,
            2687394
        ],
        [
            -54263,
            -21246,
            -54263,
            -5126773,
            -2548751,
            -5126773
        ],
        [
            89,
            89,
            90,
            89,
            89,
            90
        ],
        [
            127,
            134,
            121,
            127,
            134,
            121
        ],
        [
            54,
            51,
            57,
            54,
            51,
            57
        ],
        [
            9440,
            4647,
            4793,
            9440,
            4647,
            4793
        ],
        [
            154.315823,
            170.065823,
            154.315823,
            154.315823,
            170.065823,
            154.315823
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27394,
            -275223,
            -452243,
            471255,
            -166683,
            -381110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541937600000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757964887150,
    "expiration_time": 1764439848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 47,
            "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)