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Trade: XRP/USDT/360/ZLMA/HILO/8485

Strategy
XRP/USDT/360/ZLMA/HILO/8485
Pair
XRP_USDT
Interval
6h
Score
436361
Daily Profit
0.178247
Profit Factor
2.635410
Profitability
46.428571
Streak
85.277044
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-13 09:38
Expiration Time
2025-11-27 08:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 895880.2893 801930.46 93949.8292 5385610.1824 8485475.2289 -3099865.0465
Total P&L (%) 895.8803 801.9305 93.9498 5385.6102 8485.4752 -3099.865
Avg Daily Profit (%) 0.3583 0.3207 0.0376 0.1603 0.1782 0
Buy And Hold Return (%) 755.6403 755.6403 755.6403 755.6403 755.6403 755.6403
Max Trade Drawdown -91066 -46709 -115718 -4773835 -1064275 -7120711
Profit Factor 2.3914 4.1517 1.2412 1.3171 2.6354 0.7372
Total Trades 169 84 85 169 84 85
Winning Trades 85 39 46 85 39 46
Losing Trades 84 45 39 84 45 39
Profitability (%) 50.2959 46.4286 54.1176 50.2959 46.4286 54.1176
Ratio Avg Win / Avg Loss 2.3632 4.7904 1.0524 1.3016 3.0409 0.6251
Largest Winning Trade 339128 339128 49675 4052784 4052784 1193799
Largest Losing Trade -70890 -16277 -70890 -4157122 -611016 -4157122
Avg Bars in Trades 55 53 57 55 53 57
Avg Bars in Winners 70 74 66 70 74 66
Avg Bars in Losers 40 34 47 40 34 47
Bars Traded 9365 4452 4913 9365 4452 4913
Profit Streak 0 85.277 0 0 85.277 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93168 -131233 -308550 317166 436361 -580570

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1546927200000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757745536566,
    "expiration_time": 1764223848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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": [
        [
            895880.2892519273,
            801930.4600261147,
            93949.8292258124,
            5385610.182395116,
            8485475.22891363,
            -3099865.046518516
        ],
        [
            895.880289,
            801.93046,
            93.949829,
            5385.610182,
            8485.475229,
            -3099.865047
        ],
        [
            0.358316,
            0.32074,
            0.037576,
            0.160301,
            0.178247,
            0
        ],
        [
            755.640298,
            755.640298,
            755.640298,
            755.640298,
            755.640298,
            755.640298
        ],
        [
            -91066,
            -46709,
            -115718,
            -4773835,
            -1064275,
            -7120711
        ],
        [
            2.391352,
            4.151662,
            1.24124,
            1.317061,
            2.63541,
            0.737243
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            85,
            39,
            46,
            85,
            39,
            46
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            50.295858,
            46.428571,
            54.117647,
            50.295858,
            46.428571,
            54.117647
        ],
        [
            2.363219,
            4.790379,
            1.052356,
            1.301566,
            3.040857,
            0.625054
        ],
        [
            339128,
            339128,
            49675,
            4052784,
            4052784,
            1193799
        ],
        [
            -70890,
            -16277,
            -70890,
            -4157122,
            -611016,
            -4157122
        ],
        [
            55,
            53,
            57,
            55,
            53,
            57
        ],
        [
            70,
            74,
            66,
            70,
            74,
            66
        ],
        [
            40,
            34,
            47,
            40,
            34,
            47
        ],
        [
            9365,
            4452,
            4913,
            9365,
            4452,
            4913
        ],
        [
            0,
            85.277043,
            0,
            0,
            85.277044,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93168,
            -131233,
            -308550,
            317166,
            436361,
            -580570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541721600000,
    "first_datapoint_time": 1546927200000,
    "last_datapoint_time": 1757743200000,
    "evaluation_time": 1757745536566,
    "expiration_time": 1764223848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 242,
            "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)