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Trade: XRP/USDT/360/ZLMA/SUPERTREND/1214

Strategy
XRP/USDT/360/ZLMA/SUPERTREND/1214
Pair
XRP_USDT
Interval
6h
Score
442504
Daily Profit
0.204365
Profit Factor
1.832364
Profitability
50.495050
Streak
86.288126
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-16 21:54
Expiration Time
2025-11-30 20:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 850645.9547 772053.8294 78592.1252 4101937.0834 16374814.4662 -12272877.3828
Total P&L (%) 850.646 772.0538 78.5921 4101.9371 16374.8145 -12272.8774
Avg Daily Profit (%) 0.3402 0.3088 0.0314 0.1496 0.2044 0
Buy And Hold Return (%) 876.4551 876.4551 876.4551 876.4551 876.4551 876.4551
Max Trade Drawdown -140683 -59584 -146628 -21113185 -6557197 -19679639
Profit Factor 2.0566 3.0433 1.184 1.08 1.8324 0.6115
Total Trades 202 101 101 202 101 101
Winning Trades 98 51 47 98 51 47
Losing Trades 104 50 54 104 50 54
Profitability (%) 48.5149 50.4951 46.5347 48.5149 50.4951 46.5347
Ratio Avg Win / Avg Loss 2.1826 2.9837 1.3603 1.1461 1.7964 0.7025
Largest Winning Trade 327980 327980 44094 17956627 17956627 1827222
Largest Losing Trade -59973 -33647 -59973 -13017175 -3124643 -13017175
Avg Bars in Trades 47 54 40 47 54 40
Avg Bars in Winners 59 63 55 59 63 55
Avg Bars in Losers 36 45 28 36 45 28
Bars Traded 9653 5527 4126 9653 5527 4126
Profit Streak 8.2881 86.2881 0 8.2881 86.2881 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -151479 -150256 -336464 -125860 442504 -582410

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547402400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758048894120,
    "expiration_time": 1764526248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 113,
            "offset": 0,
            "multiplier": 3.342
        }
    }
}
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": [
        [
            850645.9546522512,
            772053.8294215512,
            78592.1252307002,
            4101937.0834295154,
            16374814.466243517,
            -12272877.382814005
        ],
        [
            850.645955,
            772.053829,
            78.592125,
            4101.937083,
            16374.814466,
            -12272.877383
        ],
        [
            0.340224,
            0.308791,
            0.031434,
            0.149622,
            0.204365,
            0
        ],
        [
            876.455094,
            876.455094,
            876.455094,
            876.455094,
            876.455094,
            876.455094
        ],
        [
            -140683,
            -59584,
            -146628,
            -21113185,
            -6557197,
            -19679639
        ],
        [
            2.056649,
            3.043337,
            1.18397,
            1.080023,
            1.832364,
            0.611456
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            104,
            50,
            54,
            104,
            50,
            54
        ],
        [
            48.514851,
            50.49505,
            46.534653,
            48.514851,
            50.49505,
            46.534653
        ],
        [
            2.182566,
            2.983664,
            1.360306,
            1.146147,
            1.796436,
            0.702524
        ],
        [
            327980,
            327980,
            44094,
            17956627,
            17956627,
            1827222
        ],
        [
            -59973,
            -33647,
            -59973,
            -13017175,
            -3124643,
            -13017175
        ],
        [
            47,
            54,
            40,
            47,
            54,
            40
        ],
        [
            59,
            63,
            55,
            59,
            63,
            55
        ],
        [
            36,
            45,
            28,
            36,
            45,
            28
        ],
        [
            9653,
            5527,
            4126,
            9653,
            5527,
            4126
        ],
        [
            8.288126,
            86.288126,
            0,
            8.288126,
            86.288126,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151479,
            -150256,
            -336464,
            -125860,
            442504,
            -582410
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1547402400000,
    "last_datapoint_time": 1758045600000,
    "evaluation_time": 1758048894120,
    "expiration_time": 1764526248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 113,
            "offset": 0,
            "multiplier": 3.342
        }
    }
}

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)