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Trade: XRP/USDT/360/ZLMA/HILO/6770

Strategy
XRP/USDT/360/ZLMA/HILO/6770
Pair
XRP_USDT
Interval
6h
Score
402146
Daily Profit
0.210699
Profit Factor
2.599594
Profitability
44.444444
Streak
87.815859
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 971925.9291 842137.1302 129788.799 12862602.0022 19195733.1868 -6333131.1846
Total P&L (%) 971.9259 842.1371 129.7888 12862.602 19195.7332 -6333.1312
Avg Daily Profit (%) 0.3887 0.3368 0.0519 0.1948 0.2107 0
Buy And Hold Return (%) 724.7656 724.7656 724.7656 724.7656 724.7656 724.7656
Max Trade Drawdown -81176 -54299 -103794 -9896712 -2586216 -14637224
Profit Factor 2.6009 3.9573 1.4027 1.3889 2.5996 0.6994
Total Trades 181 90 91 181 90 91
Winning Trades 87 40 47 87 40 47
Losing Trades 94 50 44 94 50 44
Profitability (%) 48.0663 44.4444 51.6484 48.0663 44.4444 51.6484
Ratio Avg Win / Avg Loss 2.8102 4.9466 1.3131 1.5007 3.2495 0.6548
Largest Winning Trade 325888 325888 50660 11281379 11281379 1894252
Largest Losing Trade -64327 -18959 -64327 -8165467 -1075819 -8165467
Avg Bars in Trades 52 49 54 52 49 54
Avg Bars in Winners 72 79 66 72 79 66
Avg Bars in Losers 33 26 41 33 26 41
Bars Traded 9444 4486 4958 9444 4486 4958
Profit Streak 78.8159 87.8159 78.8159 78.8159 87.8159 78.8159
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43912 -101073 -288199 392065 402146 -580317

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": 1546776000000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757964890189,
    "expiration_time": 1764439848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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": [
        [
            971925.9291220643,
            842137.1301603323,
            129788.7989617321,
            12862602.002182646,
            19195733.186809056,
            -6333131.184626416
        ],
        [
            971.925929,
            842.13713,
            129.788799,
            12862.602002,
            19195.733187,
            -6333.131185
        ],
        [
            0.388731,
            0.336821,
            0.05191,
            0.194756,
            0.210699,
            0
        ],
        [
            724.765582,
            724.765582,
            724.765582,
            724.765582,
            724.765582,
            724.765582
        ],
        [
            -81176,
            -54299,
            -103794,
            -9896712,
            -2586216,
            -14637224
        ],
        [
            2.600931,
            3.957277,
            1.402655,
            1.388928,
            2.599594,
            0.699447
        ],
        [
            181,
            90,
            91,
            181,
            90,
            91
        ],
        [
            87,
            40,
            47,
            87,
            40,
            47
        ],
        [
            94,
            50,
            44,
            94,
            50,
            44
        ],
        [
            48.066298,
            44.444444,
            51.648352,
            48.066298,
            44.444444,
            51.648352
        ],
        [
            2.810201,
            4.946597,
            1.313123,
            1.50068,
            3.249493,
            0.654801
        ],
        [
            325888,
            325888,
            50660,
            11281379,
            11281379,
            1894252
        ],
        [
            -64327,
            -18959,
            -64327,
            -8165467,
            -1075819,
            -8165467
        ],
        [
            52,
            49,
            54,
            52,
            49,
            54
        ],
        [
            72,
            79,
            66,
            72,
            79,
            66
        ],
        [
            33,
            26,
            41,
            33,
            26,
            41
        ],
        [
            9444,
            4486,
            4958,
            9444,
            4486,
            4958
        ],
        [
            78.815859,
            87.815859,
            78.815859,
            78.815859,
            87.815859,
            78.815859
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43912,
            -101073,
            -288199,
            392065,
            402146,
            -580317
        ]
    ]
}
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": 1546776000000,
    "last_datapoint_time": 1757959200000,
    "evaluation_time": 1757964890189,
    "expiration_time": 1764439848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 225,
            "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)