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Trade: XRP/USDT/360/ZLMA/PSAR/8209

Strategy
XRP/USDT/360/ZLMA/PSAR/8209
Pair
XRP_USDT
Interval
6h
Score
424829
Daily Profit
0.174403
Profit Factor
1.567593
Profitability
56.744186
Streak
32.894581
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-21 00:28
Expiration Time
2025-12-04 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 774411.054 684212.8139 90198.2401 5366386.6445 7700016.6516 -2333630.0071
Total P&L (%) 774.4111 684.2128 90.1982 5366.3866 7700.0167 -2333.63
Avg Daily Profit (%) 0.3097 0.2737 0.0361 0.1602 0.1744 0
Buy And Hold Return (%) 727.2972 727.2972 727.2972 727.2972 727.2972 727.2972
Max Trade Drawdown -82373 -67131 -91438 -4614771 -2491037 -4593262
Profit Factor 1.6441 2.1283 1.1514 1.1884 1.5676 0.8435
Total Trades 431 215 216 431 215 216
Winning Trades 236 122 114 236 122 114
Losing Trades 195 93 102 195 93 102
Profitability (%) 54.7564 56.7442 52.7778 54.7564 56.7442 52.7778
Ratio Avg Win / Avg Loss 1.3585 1.6224 1.0302 0.982 1.195 0.7547
Largest Winning Trade 185336 185336 44305 3081019 3081019 893544
Largest Losing Trade -48323 -24337 -48323 -2331158 -1007726 -2331158
Avg Bars in Trades 22 24 21 22 24 21
Avg Bars in Winners 22 23 21 22 23 21
Avg Bars in Losers 22 24 20 22 24 20
Bars Traded 9711 5173 4538 9711 5173 4538
Profit Streak 0 32.8946 0 0 32.8946 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131499 -150799 -363308 -4090 424829 -579565

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1758391200000,
    "evaluation_time": 1758403691757,
    "expiration_time": 1764871848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "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": [
        [
            774411.0539900743,
            684212.8139322205,
            90198.2400578537,
            5366386.644518576,
            7700016.65158982,
            -2333630.0070712436
        ],
        [
            774.411054,
            684.212814,
            90.19824,
            5366.386645,
            7700.016652,
            -2333.630007
        ],
        [
            0.309733,
            0.273658,
            0.036076,
            0.16016,
            0.174403,
            0
        ],
        [
            727.2972,
            727.2972,
            727.2972,
            727.2972,
            727.2972,
            727.2972
        ],
        [
            -82373,
            -67131,
            -91438,
            -4614771,
            -2491037,
            -4593262
        ],
        [
            1.644074,
            2.128289,
            1.151353,
            1.188417,
            1.567593,
            0.843542
        ],
        [
            431,
            215,
            216,
            431,
            215,
            216
        ],
        [
            236,
            122,
            114,
            236,
            122,
            114
        ],
        [
            195,
            93,
            102,
            195,
            93,
            102
        ],
        [
            54.756381,
            56.744186,
            52.777778,
            54.756381,
            56.744186,
            52.777778
        ],
        [
            1.358451,
            1.622384,
            1.030158,
            0.981954,
            1.194969,
            0.754749
        ],
        [
            185336,
            185336,
            44305,
            3081019,
            3081019,
            893544
        ],
        [
            -48323,
            -24337,
            -48323,
            -2331158,
            -1007726,
            -2331158
        ],
        [
            22,
            24,
            21,
            22,
            24,
            21
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            9711,
            5173,
            4538,
            9711,
            5173,
            4538
        ],
        [
            0,
            32.89458,
            0,
            0,
            32.894581,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131499,
            -150799,
            -363308,
            -4090,
            424829,
            -579565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542369600000,
    "first_datapoint_time": 1546171200000,
    "last_datapoint_time": 1758391200000,
    "evaluation_time": 1758403691757,
    "expiration_time": 1764871848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 177,
            "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)