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Trade: XRP/USDT/360/ZLMA/HILO/6248

Strategy
XRP/USDT/360/ZLMA/HILO/6248
Pair
XRP_USDT
Interval
6h
Score
347919
Daily Profit
0.178212
Profit Factor
2.183890
Profitability
43.298969
Streak
93.862056
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 11:41
Expiration Time
2025-12-06 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 910575.4841 817866.5617 92708.9224 5626324.7593 8474123.8936 -2847799.1343
Total P&L (%) 910.5755 817.8666 92.7089 5626.3248 8474.1239 -2847.7991
Avg Daily Profit (%) 0.3642 0.3271 0.0371 0.162 0.1782 0
Buy And Hold Return (%) 671.3816 671.3816 671.3816 671.3816 671.3816 671.3816
Max Trade Drawdown -93315 -63062 -99913 -4685005 -1305964 -6610209
Profit Factor 2.3183 3.4115 1.2637 1.3209 2.1839 0.7255
Total Trades 195 97 98 195 97 98
Winning Trades 90 42 48 90 42 48
Losing Trades 105 55 50 105 55 50
Profitability (%) 46.1538 43.299 48.9796 46.1538 43.299 48.9796
Ratio Avg Win / Avg Loss 2.7046 4.4675 1.3163 1.541 2.8599 0.7558
Largest Winning Trade 337042 337042 50842 5283391 5283391 1291518
Largest Losing Trade -66094 -18819 -66094 -3926954 -721132 -3926954
Avg Bars in Trades 49 48 51 49 48 51
Avg Bars in Winners 68 76 60 68 76 60
Avg Bars in Losers 34 27 41 34 27 41
Bars Traded 9734 4710 5024 9734 4710 5024
Profit Streak 85.3621 93.8621 85.3621 85.3621 93.8621 85.3621
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40595 -84591 -309408 342798 347919 -580909

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758530481620,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "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": [
        [
            910575.4840844644,
            817866.5617070049,
            92708.922377459,
            5626324.759278827,
            8474123.893550644,
            -2847799.1342718145
        ],
        [
            910.575484,
            817.866562,
            92.708922,
            5626.324759,
            8474.123894,
            -2847.799134
        ],
        [
            0.36423,
            0.327147,
            0.037084,
            0.162037,
            0.178212,
            0
        ],
        [
            671.381579,
            671.381579,
            671.381579,
            671.381579,
            671.381579,
            671.381579
        ],
        [
            -93315,
            -63062,
            -99913,
            -4685005,
            -1305964,
            -6610209
        ],
        [
            2.318267,
            3.411518,
            1.263687,
            1.320883,
            2.18389,
            0.72554
        ],
        [
            195,
            97,
            98,
            195,
            97,
            98
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            105,
            55,
            50,
            105,
            55,
            50
        ],
        [
            46.153846,
            43.298969,
            48.979592,
            46.153846,
            43.298969,
            48.979592
        ],
        [
            2.704645,
            4.467464,
            1.316341,
            1.54103,
            2.859855,
            0.755771
        ],
        [
            337042,
            337042,
            50842,
            5283391,
            5283391,
            1291518
        ],
        [
            -66094,
            -18819,
            -66094,
            -3926954,
            -721132,
            -3926954
        ],
        [
            49,
            48,
            51,
            49,
            48,
            51
        ],
        [
            68,
            76,
            60,
            68,
            76,
            60
        ],
        [
            34,
            27,
            41,
            34,
            27,
            41
        ],
        [
            9734,
            4710,
            5024,
            9734,
            4710,
            5024
        ],
        [
            85.362056,
            93.862056,
            85.362056,
            85.362056,
            93.862056,
            85.362056
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40595,
            -84591,
            -309408,
            342798,
            347919,
            -580909
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542520800000,
    "first_datapoint_time": 1547056800000,
    "last_datapoint_time": 1758520800000,
    "evaluation_time": 1758530481620,
    "expiration_time": 1765000800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 211,
            "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)