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Trade: XRP/USDT/360/ZLMA/PSAR/4404

Strategy
XRP/USDT/360/ZLMA/PSAR/4404
Pair
XRP_USDT
Interval
6h
Score
436087
Daily Profit
0.217138
Profit Factor
1.670379
Profitability
51.176471
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-12 23:01
Expiration Time
2025-11-26 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1084173.905 950027.8652 134146.0398 10696128.2677 22545665.1855 -11849536.9178
Total P&L (%) 1084.1739 950.0279 134.146 10696.1283 22545.6652 -11849.5369
Avg Daily Profit (%) 0.4337 0.38 0.0537 0.1874 0.2171 0
Buy And Hold Return (%) 775.1417 775.1417 775.1417 775.1417 775.1417 775.1417
Max Trade Drawdown -128254 -64552 -123337 -23307281 -6209829 -23257884
Profit Factor 2.0693 2.8299 1.2711 1.1354 1.6704 0.7387
Total Trades 341 170 171 341 170 171
Winning Trades 182 87 95 182 87 95
Losing Trades 159 83 76 159 83 76
Profitability (%) 53.3724 51.1765 55.5556 53.3724 51.1765 55.5556
Ratio Avg Win / Avg Loss 1.8078 2.6998 1.0169 0.9919 1.5936 0.591
Largest Winning Trade 335355 335355 47201 11737950 11737950 3413104
Largest Losing Trade -71030 -23386 -71030 -18232306 -3178757 -18232306
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 33 35 31 33 35 31
Avg Bars in Losers 21 21 20 21 21 20
Bars Traded 9465 4876 4589 9465 4876 4589
Profit Streak 43.0845 0 73.5845 43.0845 0 73.5845
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24725 -79842 -284420 -62253 436087 -578065

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757707303109,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "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": [
        [
            1084173.904952073,
            950027.8651657708,
            134146.039786302,
            10696128.267737156,
            22545665.18554574,
            -11849536.917808583
        ],
        [
            1084.173905,
            950.027865,
            134.14604,
            10696.128268,
            22545.665186,
            -11849.536918
        ],
        [
            0.43367,
            0.380011,
            0.053658,
            0.187446,
            0.217138,
            0
        ],
        [
            775.141659,
            775.141659,
            775.141659,
            775.141659,
            775.141659,
            775.141659
        ],
        [
            -128254,
            -64552,
            -123337,
            -23307281,
            -6209829,
            -23257884
        ],
        [
            2.069304,
            2.8299,
            1.271146,
            1.135418,
            1.670379,
            0.738736
        ],
        [
            341,
            170,
            171,
            341,
            170,
            171
        ],
        [
            182,
            87,
            95,
            182,
            87,
            95
        ],
        [
            159,
            83,
            76,
            159,
            83,
            76
        ],
        [
            53.372434,
            51.176471,
            55.555556,
            53.372434,
            51.176471,
            55.555556
        ],
        [
            1.807798,
            2.69979,
            1.016917,
            0.991931,
            1.59358,
            0.590989
        ],
        [
            335355,
            335355,
            47201,
            11737950,
            11737950,
            3413104
        ],
        [
            -71030,
            -23386,
            -71030,
            -18232306,
            -3178757,
            -18232306
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            33,
            35,
            31,
            33,
            35,
            31
        ],
        [
            21,
            21,
            20,
            21,
            21,
            20
        ],
        [
            9465,
            4876,
            4589,
            9465,
            4876,
            4589
        ],
        [
            43.084527,
            0,
            73.584527,
            43.084527,
            0,
            73.584527
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24725,
            -79842,
            -284420,
            -62253,
            436087,
            -578065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541700000000,
    "first_datapoint_time": 1546754400000,
    "last_datapoint_time": 1757700000000,
    "evaluation_time": 1757707303109,
    "expiration_time": 1764180000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 235,
            "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)