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Trade: XRP/USDT/360/ZLMA/SSF/2216

Strategy
XRP/USDT/360/ZLMA/SSF/2216
Pair
XRP_USDT
Interval
6h
Score
384298
Daily Profit
0.189860
Profit Factor
1.475042
Profitability
51.724138
Streak
79.650090
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-17 06:36
Expiration Time
2025-12-01 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 861716.5825 729385.4356 132331.1469 11366459.0824 17920189.9044 -6553730.822
Total P&L (%) 861.7166 729.3854 132.3311 11366.4591 17920.1899 -6553.7308
Avg Daily Profit (%) 0.3447 0.2918 0.0529 0.1899 0.208 0
Buy And Hold Return (%) 744.3936 744.3936 744.3936 744.3936 744.3936 744.3936
Max Trade Drawdown -82281 -57471 -88128 -11494753 -3351292 -9740152
Profit Factor 2.3399 3.4659 1.381 1.475 3.1088 0.5752
Total Trades 145 72 73 145 72 73
Winning Trades 75 37 38 75 37 38
Losing Trades 70 35 35 70 35 35
Profitability (%) 51.7241 51.3889 52.0548 51.7241 51.3889 52.0548
Ratio Avg Win / Avg Loss 2.1839 3.2786 1.272 1.3767 2.9407 0.5298
Largest Winning Trade 246314 246314 47984 13251861 13251861 1356631
Largest Losing Trade -72188 -33507 -72188 -5354990 -1434506 -5354990
Avg Bars in Trades 65 72 59 65 72 59
Avg Bars in Winners 76 76 76 76 76 76
Avg Bars in Losers 54 67 40 54 67 40
Bars Traded 9522 5205 4317 9522 5205 4317
Profit Streak 79.6501 84.9001 79.6501 79.6501 84.9001 79.6501
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101443 -229046 -358563 384298 -64674 -651911

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758080167776,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            861716.5824991906,
            729385.4355745869,
            132331.146924604,
            11366459.082392428,
            17920189.90436389,
            -6553730.821971459
        ],
        [
            861.716582,
            729.385436,
            132.331147,
            11366.459082,
            17920.189904,
            -6553.730822
        ],
        [
            0.344687,
            0.291754,
            0.052932,
            0.18986,
            0.207979,
            0
        ],
        [
            744.393593,
            744.393593,
            744.393593,
            744.393593,
            744.393593,
            744.393593
        ],
        [
            -82281,
            -57471,
            -88128,
            -11494753,
            -3351292,
            -9740152
        ],
        [
            2.339924,
            3.465937,
            1.381002,
            1.475042,
            3.108758,
            0.575241
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            51.724138,
            51.388889,
            52.054795,
            51.724138,
            51.388889,
            52.054795
        ],
        [
            2.183929,
            3.278589,
            1.271975,
            1.376706,
            2.940717,
            0.529827
        ],
        [
            246314,
            246314,
            47984,
            13251861,
            13251861,
            1356631
        ],
        [
            -72188,
            -33507,
            -72188,
            -5354990,
            -1434506,
            -5354990
        ],
        [
            65,
            72,
            59,
            65,
            72,
            59
        ],
        [
            76,
            76,
            76,
            76,
            76,
            76
        ],
        [
            54,
            67,
            40,
            54,
            67,
            40
        ],
        [
            9522,
            5205,
            4317,
            9522,
            5205,
            4317
        ],
        [
            79.65009,
            84.90009,
            79.65009,
            79.65009,
            84.90009,
            79.65009
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101443,
            -229046,
            -358563,
            384298,
            -64674,
            -651911
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542067200000,
    "first_datapoint_time": 1545393600000,
    "last_datapoint_time": 1758067200000,
    "evaluation_time": 1758080167776,
    "expiration_time": 1764547200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 155,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 2
        }
    }
}

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)