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Trade: XRP/USDT/360/ZLMA/PSAR/1494

Strategy
XRP/USDT/360/ZLMA/PSAR/1494
Pair
XRP_USDT
Interval
6h
Score
391990
Daily Profit
0.169823
Profit Factor
1.564896
Profitability
55.154639
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-08 13:09
Expiration Time
2025-11-22 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 908201.9495 823248.7955 84953.1541 4879305.166 6854572.7104 -1975267.5444
Total P&L (%) 908.202 823.2488 84.9532 4879.3052 6854.5727 -1975.2675
Avg Daily Profit (%) 0.3633 0.3293 0.034 0.1564 0.1698 0
Buy And Hold Return (%) 678.7648 678.7648 678.7648 678.7648 678.7648 678.7648
Max Trade Drawdown -109772 -55914 -97601 -4099030 -2375022 -4839526
Profit Factor 1.8156 2.4823 1.1522 1.1976 1.5649 0.8427
Total Trades 388 194 194 388 194 194
Winning Trades 211 107 104 211 107 104
Losing Trades 177 87 90 177 87 90
Profitability (%) 54.3814 55.1546 53.6082 54.3814 55.1546 53.6082
Ratio Avg Win / Avg Loss 1.523 2.0183 0.9971 1.0046 1.2724 0.7293
Largest Winning Trade 335355 335355 44252 5329480 5329480 864958
Largest Losing Trade -48323 -21932 -48323 -2641551 -1061370 -2641551
Avg Bars in Trades 24 26 22 24 26 22
Avg Bars in Winners 27 28 25 27 28 25
Avg Bars in Losers 21 24 18 21 24 18
Bars Traded 9566 5160 4406 9566 5160 4406
Profit Streak 0 0 69.1731 0 0 69.1731
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44863 -84273 -365413 264804 391990 -578140

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541311200000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1757311200000,
    "evaluation_time": 1757326154642,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            908201.949540538,
            823248.7954728759,
            84953.154067662,
            4879305.165996819,
            6854572.710385916,
            -1975267.5443890966
        ],
        [
            908.20195,
            823.248795,
            84.953154,
            4879.305166,
            6854.57271,
            -1975.267544
        ],
        [
            0.363281,
            0.3293,
            0.033981,
            0.156437,
            0.169823,
            0
        ],
        [
            678.764828,
            678.764828,
            678.764828,
            678.764828,
            678.764828,
            678.764828
        ],
        [
            -109772,
            -55914,
            -97601,
            -4099030,
            -2375022,
            -4839526
        ],
        [
            1.815593,
            2.482329,
            1.152199,
            1.197585,
            1.564896,
            0.842739
        ],
        [
            388,
            194,
            194,
            388,
            194,
            194
        ],
        [
            211,
            107,
            104,
            211,
            107,
            104
        ],
        [
            177,
            87,
            90,
            177,
            87,
            90
        ],
        [
            54.381443,
            55.154639,
            53.608247,
            54.381443,
            55.154639,
            53.608247
        ],
        [
            1.523033,
            2.018343,
            0.997095,
            1.00461,
            1.272392,
            0.729293
        ],
        [
            335355,
            335355,
            44252,
            5329480,
            5329480,
            864958
        ],
        [
            -48323,
            -21932,
            -48323,
            -2641551,
            -1061370,
            -2641551
        ],
        [
            24,
            26,
            22,
            24,
            26,
            22
        ],
        [
            27,
            28,
            25,
            27,
            28,
            25
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            9566,
            5160,
            4406,
            9566,
            5160,
            4406
        ],
        [
            0,
            0,
            69.173086,
            0,
            0,
            69.173086
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44863,
            -84273,
            -365413,
            264804,
            391990,
            -578140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541311200000,
    "first_datapoint_time": 1545760800000,
    "last_datapoint_time": 1757311200000,
    "evaluation_time": 1757326154642,
    "expiration_time": 1763791200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)