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Trade: XRP/USDT/360/ZLMA/SMA/9649

Strategy
XRP/USDT/360/ZLMA/SMA/9649
Pair
XRP_USDT
Interval
6h
Score
396587
Daily Profit
0.215324
Profit Factor
1.478441
Profitability
53.271028
Streak
76.123667
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-15 11:58
Expiration Time
2025-11-29 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1030832.4942 873439.363 157393.1312 21544159.3062 29036740.2771 -7492580.9709
Total P&L (%) 1030.8325 873.4394 157.3931 21544.1593 29036.7403 -7492.581
Avg Daily Profit (%) 0.4123 0.3494 0.063 0.2153 0.2272 0
Buy And Hold Return (%) 716.617 716.617 716.617 716.617 716.617 716.617
Max Trade Drawdown -100225 -43863 -97552 -15040435 -3277965 -19053627
Profit Factor 2.9368 4.2204 1.603 1.4784 2.67 0.729
Total Trades 107 53 54 107 53 54
Winning Trades 57 27 30 57 27 30
Losing Trades 50 26 24 50 26 24
Profitability (%) 53.271 50.9434 55.5556 53.271 50.9434 55.5556
Ratio Avg Win / Avg Loss 2.5761 4.0641 1.2824 1.2969 2.5711 0.5832
Largest Winning Trade 355289 355289 43513 15729889 15729889 2305061
Largest Losing Trade -61475 -28313 -61475 -11941099 -2668720 -11941099
Avg Bars in Trades 87 92 82 87 92 82
Avg Bars in Winners 106 109 104 106 109 104
Avg Bars in Losers 65 75 54 65 75 54
Bars Traded 9357 4923 4434 9357 4923 4434
Profit Streak 76.1237 85.3737 76.1237 76.1237 85.3737 76.1237
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12230 -260129 -451495 396587 -165608 -759555

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757926684813,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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": [
        [
            1030832.4942105992,
            873439.3630267065,
            157393.1311838923,
            21544159.30618368,
            29036740.277087484,
            -7492580.970903816
        ],
        [
            1030.832494,
            873.439363,
            157.393131,
            21544.159306,
            29036.740277,
            -7492.580971
        ],
        [
            0.412333,
            0.349376,
            0.062957,
            0.215324,
            0.227241,
            0
        ],
        [
            716.617014,
            716.617014,
            716.617014,
            716.617014,
            716.617014,
            716.617014
        ],
        [
            -100225,
            -43863,
            -97552,
            -15040435,
            -3277965,
            -19053627
        ],
        [
            2.93678,
            4.220397,
            1.602994,
            1.478441,
            2.670016,
            0.72895
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            53.271028,
            50.943396,
            55.555556,
            53.271028,
            50.943396,
            55.555556
        ],
        [
            2.576123,
            4.064086,
            1.282395,
            1.296878,
            2.571127,
            0.58316
        ],
        [
            355289,
            355289,
            43513,
            15729889,
            15729889,
            2305061
        ],
        [
            -61475,
            -28313,
            -61475,
            -11941099,
            -2668720,
            -11941099
        ],
        [
            87,
            92,
            82,
            87,
            92,
            82
        ],
        [
            106,
            109,
            104,
            106,
            109,
            104
        ],
        [
            65,
            75,
            54,
            65,
            75,
            54
        ],
        [
            9357,
            4923,
            4434,
            9357,
            4923,
            4434
        ],
        [
            76.123667,
            85.373667,
            76.123667,
            76.123667,
            85.373667,
            76.123667
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12230,
            -260129,
            -451495,
            396587,
            -165608,
            -759555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546084800000,
    "last_datapoint_time": 1757916000000,
    "evaluation_time": 1757926684813,
    "expiration_time": 1764396000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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)