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Trade: XRP/USDT/360/ZLMA/SSF/1420

Strategy
XRP/USDT/360/ZLMA/SSF/1420
Pair
XRP_USDT
Interval
6h
Score
396537
Daily Profit
0.190491
Profit Factor
1.705480
Profitability
51.162791
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-10 19:05
Expiration Time
2025-11-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 912039.4264 819088.6828 92950.7435 6492377.6985 11548180.7598 -5055803.0613
Total P&L (%) 912.0394 819.0887 92.9507 6492.3777 11548.1808 -5055.8031
Avg Daily Profit (%) 0.3648 0.3276 0.0372 0.1677 0.1905 0
Buy And Hold Return (%) 946.7753 946.7753 946.7753 946.7753 946.7753 946.7753
Max Trade Drawdown -101673 -51940 -110247 -9318896 -3892795 -10381216
Profit Factor 2.3339 3.3607 1.276 1.1913 1.7055 0.7122
Total Trades 173 86 87 173 86 87
Winning Trades 88 44 44 88 44 44
Losing Trades 85 42 43 85 42 43
Profitability (%) 50.8671 51.1628 50.5747 50.8671 51.1628 50.5747
Ratio Avg Win / Avg Loss 2.2544 3.2079 1.247 1.1507 1.628 0.696
Largest Winning Trade 324043 324043 45366 10410945 10410945 1163106
Largest Losing Trade -52813 -35112 -52813 -4860149 -1747291 -4860149
Avg Bars in Trades 55 58 51 55 58 51
Avg Bars in Winners 68 71 65 68 71 65
Avg Bars in Losers 41 44 37 41 44 37
Bars Traded 9518 5033 4485 9518 5033 4485
Profit Streak 25.9205 0 74.4205 25.9205 0 74.4205
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150326 -150396 -308354 -861 396537 -580059

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1544983200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757520334685,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            912039.4263569672,
            819088.6828417664,
            92950.7435152008,
            6492377.69848905,
            11548180.759771047,
            -5055803.0612820005
        ],
        [
            912.039426,
            819.088683,
            92.950744,
            6492.377698,
            11548.18076,
            -5055.803061
        ],
        [
            0.364816,
            0.327635,
            0.03718,
            0.16768,
            0.190491,
            0
        ],
        [
            946.775262,
            946.775262,
            946.775262,
            946.775262,
            946.775262,
            946.775262
        ],
        [
            -101673,
            -51940,
            -110247,
            -9318896,
            -3892795,
            -10381216
        ],
        [
            2.333941,
            3.360666,
            1.276028,
            1.191308,
            1.70548,
            0.712206
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            50.867052,
            51.162791,
            50.574713,
            50.867052,
            51.162791,
            50.574713
        ],
        [
            2.254375,
            3.207908,
            1.247027,
            1.150696,
            1.627958,
            0.696019
        ],
        [
            324043,
            324043,
            45366,
            10410945,
            10410945,
            1163106
        ],
        [
            -52813,
            -35112,
            -52813,
            -4860149,
            -1747291,
            -4860149
        ],
        [
            55,
            58,
            51,
            55,
            58,
            51
        ],
        [
            68,
            71,
            65,
            68,
            71,
            65
        ],
        [
            41,
            44,
            37,
            41,
            44,
            37
        ],
        [
            9518,
            5033,
            4485,
            9518,
            5033,
            4485
        ],
        [
            25.92054,
            0,
            74.42054,
            25.92054,
            0,
            74.42054
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150326,
            -150396,
            -308354,
            -861,
            396537,
            -580059
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1544983200000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757520334685,
    "expiration_time": 1763985600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 3
        }
    }
}

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)