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Trade: XRP/USDT/360/ZLMA/HL2/9294

Strategy
XRP/USDT/360/ZLMA/HL2/9294
Pair
XRP_USDT
Interval
6h
Score
311624
Daily Profit
0.182602
Profit Factor
1.386806
Profitability
34.140436
Streak
12.394254
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 06:27
Expiration Time
2025-11-29 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 800700.6769 694137.3852 106563.2918 9466735.0565 9412385.1711 54349.8853
Total P&L (%) 800.7007 694.1374 106.5633 9466.7351 9412.3852 54.3499
Avg Daily Profit (%) 0.3203 0.2777 0.0426 0.1826 0.1824 0.0174
Buy And Hold Return (%) 740.5337 740.5337 740.5337 740.5337 740.5337 740.5337
Max Trade Drawdown -75429 -59243 -77512 -1810966 -1077121 -3221246
Profit Factor 1.5531 1.9472 1.1491 1.3868 1.8215 1.0042
Total Trades 826 413 413 826 413 413
Winning Trades 282 138 144 282 138 144
Losing Trades 544 275 269 544 275 269
Profitability (%) 34.1404 33.414 34.8668 34.1404 33.414 34.8668
Ratio Avg Win / Avg Loss 2.996 3.8802 2.1465 2.6753 3.6298 1.8759
Largest Winning Trade 173964 173964 43330 3223490 3223490 1205398
Largest Losing Trade -20837 -17253 -20837 -730709 -730709 -672016
Avg Bars in Trades 11 12 11 11 12 11
Avg Bars in Winners 22 22 21 22 22 21
Avg Bars in Losers 6 7 6 6 7 6
Bars Traded 9894 5065 4829 9894 5065 4829
Profit Streak 12.3943 17.1443 0 12.3943 17.1443 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129651 -156879 -361185 311624 282286 -554259

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1543233600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757906863543,
    "expiration_time": 1764374400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            800700.6769498751,
            694137.3851909474,
            106563.2917589283,
            9466735.056458414,
            9412385.171111627,
            54349.8853467818
        ],
        [
            800.700677,
            694.137385,
            106.563292,
            9466.735056,
            9412.385171,
            54.349885
        ],
        [
            0.32028,
            0.277655,
            0.042625,
            0.182602,
            0.182373,
            0.017364
        ],
        [
            740.533672,
            740.533672,
            740.533672,
            740.533672,
            740.533672,
            740.533672
        ],
        [
            -75429,
            -59243,
            -77512,
            -1810966,
            -1077121,
            -3221246
        ],
        [
            1.553092,
            1.947153,
            1.149078,
            1.386806,
            1.821495,
            1.004175
        ],
        [
            826,
            413,
            413,
            826,
            413,
            413
        ],
        [
            282,
            138,
            144,
            282,
            138,
            144
        ],
        [
            544,
            275,
            269,
            544,
            275,
            269
        ],
        [
            34.140436,
            33.414044,
            34.866828,
            34.140436,
            33.414044,
            34.866828
        ],
        [
            2.996035,
            3.880196,
            2.146542,
            2.675256,
            3.629792,
            1.875856
        ],
        [
            173964,
            173964,
            43330,
            3223490,
            3223490,
            1205398
        ],
        [
            -20837,
            -17253,
            -20837,
            -730709,
            -730709,
            -672016
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            9894,
            5065,
            4829,
            9894,
            5065,
            4829
        ],
        [
            12.394254,
            17.144254,
            0,
            12.394254,
            17.144254,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129651,
            -156879,
            -361185,
            311624,
            282286,
            -554259
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541894400000,
    "first_datapoint_time": 1543233600000,
    "last_datapoint_time": 1757894400000,
    "evaluation_time": 1757906863543,
    "expiration_time": 1764374400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)