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Trade: XRP/USDT/360/ZLMA/HILO/4809

Strategy
XRP/USDT/360/ZLMA/HILO/4809
Pair
XRP_USDT
Interval
6h
Score
360584
Daily Profit
0.222744
Profit Factor
1.278216
Profitability
48.971193
Streak
82.717479
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-19 20:13
Expiration Time
2025-12-03 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1092330.3513 920318.1719 172012.1794 25959614.1818 38625101.0582 -12665486.8764
Total P&L (%) 1092.3304 920.3182 172.0122 25959.6142 38625.1011 -12665.4869
Avg Daily Profit (%) 0.4369 0.3681 0.0688 0.2227 0.2386 0
Buy And Hold Return (%) 755.6513 755.6513 755.6513 755.6513 755.6513 755.6513
Max Trade Drawdown -98329 -55245 -94305 -29609775 -8611620 -31715416
Profit Factor 2.5095 3.4407 1.4964 1.2782 1.9314 0.7557
Total Trades 243 121 122 243 121 122
Winning Trades 119 52 67 119 52 67
Losing Trades 124 69 55 124 69 55
Profitability (%) 48.9712 42.9752 54.918 48.9712 42.9752 54.918
Ratio Avg Win / Avg Loss 2.615 4.5655 1.2284 1.3319 2.5628 0.6203
Largest Winning Trade 341956 341956 47277 22580035 22580035 3873772
Largest Losing Trade -71764 -23439 -71764 -23803771 -4445423 -23803771
Avg Bars in Trades 39 37 40 39 37 40
Avg Bars in Winners 52 58 49 52 58 49
Avg Bars in Losers 25 22 29 25 22 29
Bars Traded 9517 4586 4931 9517 4586 4931
Profit Streak 82.7175 89.9675 82.7175 82.7175 89.9675 82.7175
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10483 -84333 -264604 360584 346670 -579812

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758301990179,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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": [
        [
            1092330.3513412846,
            920318.1719409758,
            172012.1794003094,
            25959614.18181411,
            38625101.058207184,
            -12665486.876393093
        ],
        [
            1092.330351,
            920.318172,
            172.012179,
            25959.614182,
            38625.101058,
            -12665.486876
        ],
        [
            0.436888,
            0.36809,
            0.068798,
            0.222744,
            0.238623,
            0
        ],
        [
            755.651281,
            755.651281,
            755.651281,
            755.651281,
            755.651281,
            755.651281
        ],
        [
            -98329,
            -55245,
            -94305,
            -29609775,
            -8611620,
            -31715416
        ],
        [
            2.509521,
            3.440674,
            1.496354,
            1.278216,
            1.931421,
            0.755674
        ],
        [
            243,
            121,
            122,
            243,
            121,
            122
        ],
        [
            119,
            52,
            67,
            119,
            52,
            67
        ],
        [
            124,
            69,
            55,
            124,
            69,
            55
        ],
        [
            48.971193,
            42.975207,
            54.918033,
            48.971193,
            42.975207,
            54.918033
        ],
        [
            2.614963,
            4.56551,
            1.22835,
            1.331923,
            2.562847,
            0.620329
        ],
        [
            341956,
            341956,
            47277,
            22580035,
            22580035,
            3873772
        ],
        [
            -71764,
            -23439,
            -71764,
            -23803771,
            -4445423,
            -23803771
        ],
        [
            39,
            37,
            40,
            39,
            37,
            40
        ],
        [
            52,
            58,
            49,
            52,
            58,
            49
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            9517,
            4586,
            4931,
            9517,
            4586,
            4931
        ],
        [
            82.717479,
            89.967479,
            82.717479,
            82.717479,
            89.967479,
            82.717479
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10483,
            -84333,
            -264604,
            360584,
            346670,
            -579812
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542261600000,
    "first_datapoint_time": 1546344000000,
    "last_datapoint_time": 1758283200000,
    "evaluation_time": 1758301990179,
    "expiration_time": 1764763848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 190,
            "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)