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Trade: XRP/USDT/360/ZLMA/HILO/3692

Strategy
XRP/USDT/360/ZLMA/HILO/3692
Pair
XRP_USDT
Interval
6h
Score
339035
Daily Profit
0.186791
Profit Factor
1.748645
Profitability
44.444444
Streak
80.670532
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 19:05
Expiration Time
2025-11-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 936639.5272 844918.3842 91721.143 5618638.5719 10521091.1026 -4902452.5307
Total P&L (%) 936.6395 844.9184 91.7211 5618.6386 10521.0911 -4902.4525
Avg Daily Profit (%) 0.3747 0.338 0.0367 0.162 0.1868 0
Buy And Hold Return (%) 748.5311 748.5311 748.5311 748.5311 748.5311 748.5311
Max Trade Drawdown -89297 -60029 -97155 -6759561 -3181393 -8833481
Profit Factor 2.1475 2.9964 1.2334 1.1931 1.7486 0.6741
Total Trades 252 126 126 252 126 126
Winning Trades 123 56 67 123 56 67
Losing Trades 129 70 59 129 70 59
Profitability (%) 48.8095 44.4444 53.1746 48.8095 44.4444 53.1746
Ratio Avg Win / Avg Loss 2.2523 3.7456 1.0861 1.2513 2.1858 0.5936
Largest Winning Trade 341956 341956 50859 7391141 7391141 1193501
Largest Losing Trade -70628 -28046 -70628 -5809647 -1602788 -5809647
Avg Bars in Trades 37 36 37 37 36 37
Avg Bars in Winners 47 52 43 47 52 43
Avg Bars in Losers 26 24 29 26 24 29
Bars Traded 9333 4642 4691 9333 4642 4691
Profit Streak 73.6705 80.6705 0 73.6705 80.6705 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72565 -112598 -309798 36560 339035 -580586

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1545458400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757520333969,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            936639.5272158333,
            844918.3841889824,
            91721.1430268512,
            5618638.5718917,
            10521091.102607343,
            -4902452.530715637
        ],
        [
            936.639527,
            844.918384,
            91.721143,
            5618.638572,
            10521.091103,
            -4902.452531
        ],
        [
            0.374656,
            0.337967,
            0.036688,
            0.161984,
            0.186791,
            0
        ],
        [
            748.531117,
            748.531117,
            748.531117,
            748.531117,
            748.531117,
            748.531117
        ],
        [
            -89297,
            -60029,
            -97155,
            -6759561,
            -3181393,
            -8833481
        ],
        [
            2.147522,
            2.996446,
            1.233377,
            1.193106,
            1.748645,
            0.674095
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            123,
            56,
            67,
            123,
            56,
            67
        ],
        [
            129,
            70,
            59,
            129,
            70,
            59
        ],
        [
            48.809524,
            44.444444,
            53.174603,
            48.809524,
            44.444444,
            53.174603
        ],
        [
            2.25228,
            3.745557,
            1.086108,
            1.251306,
            2.185806,
            0.593606
        ],
        [
            341956,
            341956,
            50859,
            7391141,
            7391141,
            1193501
        ],
        [
            -70628,
            -28046,
            -70628,
            -5809647,
            -1602788,
            -5809647
        ],
        [
            37,
            36,
            37,
            37,
            36,
            37
        ],
        [
            47,
            52,
            43,
            47,
            52,
            43
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            9333,
            4642,
            4691,
            9333,
            4642,
            4691
        ],
        [
            73.670532,
            80.670532,
            0,
            73.670532,
            80.670532,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72565,
            -112598,
            -309798,
            36560,
            339035,
            -580586
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1545458400000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757520333969,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)