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Trade: XRP/USDT/360/ZLMA/HILO/7913

Strategy
XRP/USDT/360/ZLMA/HILO/7913
Pair
XRP_USDT
Interval
6h
Score
405388
Daily Profit
0.191127
Profit Factor
2.136900
Profitability
47.368421
Streak
88.811414
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-17 10:28
Expiration Time
2025-12-01 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958227.1772 854062.0162 104165.161 7745394.6196 11740183.0006 -3994788.381
Total P&L (%) 958.2272 854.062 104.1652 7745.3946 11740.183 -3994.7884
Avg Daily Profit (%) 0.3833 0.3416 0.0417 0.1746 0.1911 0
Buy And Hold Return (%) 767.0365 767.0365 767.0365 767.0365 767.0365 767.0365
Max Trade Drawdown -90528 -66394 -101611 -6730336 -2219838 -9254029
Profit Factor 2.4355 3.6109 1.306 1.3069 2.1369 0.7321
Total Trades 191 95 96 191 95 96
Winning Trades 92 45 47 92 45 47
Losing Trades 99 50 49 99 50 49
Profitability (%) 48.1675 47.3684 48.9583 48.1675 47.3684 48.9583
Ratio Avg Win / Avg Loss 2.6208 4.0122 1.3616 1.4063 2.3743 0.7632
Largest Winning Trade 337550 337550 51188 7245587 7245587 1765566
Largest Losing Trade -66094 -18819 -66094 -5575142 -993955 -5575142
Avg Bars in Trades 49 47 51 49 47 51
Avg Bars in Winners 67 70 64 67 70 64
Avg Bars in Losers 33 27 38 33 27 38
Bars Traded 9443 4515 4928 9443 4515 4928
Profit Streak 80.3114 88.8114 80.3114 80.3114 88.8114 80.3114
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -72735 -115221 -303059 331102 405388 -580923

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758094106185,
    "expiration_time": 1764569448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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": [
        [
            958227.1771877401,
            854062.0161772775,
            104165.1610104629,
            7745394.619600383,
            11740183.000592433,
            -3994788.380992047
        ],
        [
            958.227177,
            854.062016,
            104.165161,
            7745.39462,
            11740.183001,
            -3994.788381
        ],
        [
            0.383253,
            0.341591,
            0.041662,
            0.174635,
            0.191127,
            0
        ],
        [
            767.036486,
            767.036486,
            767.036486,
            767.036486,
            767.036486,
            767.036486
        ],
        [
            -90528,
            -66394,
            -101611,
            -6730336,
            -2219838,
            -9254029
        ],
        [
            2.435535,
            3.610937,
            1.306012,
            1.306902,
            2.1369,
            0.732089
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            48.167539,
            47.368421,
            48.958333,
            48.167539,
            47.368421,
            48.958333
        ],
        [
            2.620847,
            4.012152,
            1.361587,
            1.40634,
            2.374333,
            0.763242
        ],
        [
            337550,
            337550,
            51188,
            7245587,
            7245587,
            1765566
        ],
        [
            -66094,
            -18819,
            -66094,
            -5575142,
            -993955,
            -5575142
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            67,
            70,
            64,
            67,
            70,
            64
        ],
        [
            33,
            27,
            38,
            33,
            27,
            38
        ],
        [
            9443,
            4515,
            4928,
            9443,
            4515,
            4928
        ],
        [
            80.311414,
            88.811414,
            80.311414,
            80.311414,
            88.811414,
            80.311414
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -72735,
            -115221,
            -303059,
            331102,
            405388,
            -580923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1546732800000,
    "last_datapoint_time": 1758088800000,
    "evaluation_time": 1758094106185,
    "expiration_time": 1764569448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 217,
            "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)