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Trade: XRP/USDT/360/ZLMA/JMA/2461

Strategy
XRP/USDT/360/ZLMA/JMA/2461
Pair
XRP_USDT
Interval
6h
Score
372429
Daily Profit
0.177506
Profit Factor
1.330127
Profitability
53.787879
Streak
61.393922
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 00:27
Expiration Time
2025-11-23 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 939556.5402 838045.2195 101511.3206 8324285.3443 15377599.8061 -7053314.4618
Total P&L (%) 939.5565 838.0452 101.5113 8324.2853 15377.5998 -7053.3145
Avg Daily Profit (%) 0.3758 0.3352 0.0406 0.1775 0.2019 0
Buy And Hold Return (%) 928.0641 928.0641 928.0641 928.0641 928.0641 928.0641
Max Trade Drawdown -98147 -91121 -60566 -13411685 -5075465 -8988817
Profit Factor 2.3521 3.4195 1.2913 1.3301 2.5634 0.5414
Total Trades 132 66 66 132 66 66
Winning Trades 71 34 37 71 34 37
Losing Trades 61 32 29 61 32 29
Profitability (%) 53.7879 51.5152 56.0606 53.7879 51.5152 56.0606
Ratio Avg Win / Avg Loss 2.0208 3.2183 1.0121 1.1428 2.4126 0.4243
Largest Winning Trade 368571 368571 52747 15121662 15121662 2163783
Largest Losing Trade -39846 -36196 -39846 -7660243 -2328499 -7660243
Avg Bars in Trades 71 72 71 71 72 71
Avg Bars in Winners 84 85 83 84 85 83
Avg Bars in Losers 57 58 55 57 58 55
Bars Traded 9499 4795 4704 9499 4795 4704
Profit Streak 61.3939 155.6439 61.3939 61.3939 155.6439 61.3939
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145673 -272616 -427248 372429 -109630 -703612

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1544961600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757453234856,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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": [
        [
            939556.5401872607,
            838045.219543772,
            101511.3206434887,
            8324285.344264878,
            15377599.806114499,
            -7053314.461849622
        ],
        [
            939.55654,
            838.04522,
            101.511321,
            8324.285344,
            15377.599806,
            -7053.314462
        ],
        [
            0.375823,
            0.335218,
            0.040605,
            0.177506,
            0.201883,
            0
        ],
        [
            928.064067,
            928.064067,
            928.064067,
            928.064067,
            928.064067,
            928.064067
        ],
        [
            -98147,
            -91121,
            -60566,
            -13411685,
            -5075465,
            -8988817
        ],
        [
            2.352076,
            3.419474,
            1.291261,
            1.330127,
            2.563418,
            0.541382
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            71,
            34,
            37,
            71,
            34,
            37
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            53.787879,
            51.515152,
            56.060606,
            53.787879,
            51.515152,
            56.060606
        ],
        [
            2.020798,
            3.218328,
            1.012069,
            1.142786,
            2.412628,
            0.424326
        ],
        [
            368571,
            368571,
            52747,
            15121662,
            15121662,
            2163783
        ],
        [
            -39846,
            -36196,
            -39846,
            -7660243,
            -2328499,
            -7660243
        ],
        [
            71,
            72,
            71,
            71,
            72,
            71
        ],
        [
            84,
            85,
            83,
            84,
            85,
            83
        ],
        [
            57,
            58,
            55,
            57,
            58,
            55
        ],
        [
            9499,
            4795,
            4704,
            9499,
            4795,
            4704
        ],
        [
            61.393922,
            155.643922,
            61.393922,
            61.393922,
            155.643922,
            61.393922
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145673,
            -272616,
            -427248,
            372429,
            -109630,
            -703612
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541440800000,
    "first_datapoint_time": 1544961600000,
    "last_datapoint_time": 1757440800000,
    "evaluation_time": 1757453234856,
    "expiration_time": 1763920800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 102,
            "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)