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Trade: XRP/USDT/360/ZLMA/SUPERTREND/3656

Strategy
XRP/USDT/360/ZLMA/SUPERTREND/3656
Pair
XRP_USDT
Interval
6h
Score
349755
Daily Profit
0.166819
Profit Factor
1.377727
Profitability
45.595855
Streak
34.082900
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 22:59
Expiration Time
2025-12-06 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 918200.5416 824266.7202 93933.8215 6352182.9624 5641109.6661 711073.2963
Total P&L (%) 918.2005 824.2667 93.9338 6352.183 5641.1097 711.0733
Avg Daily Profit (%) 0.3673 0.3297 0.0376 0.1668 0.1621 0.0838
Buy And Hold Return (%) 762.3281 762.3281 762.3281 762.3281 762.3281 762.3281
Max Trade Drawdown -153092 -116736 -74747 -3562392 -2633816 -1893886
Profit Factor 2.0236 2.7923 1.2149 1.3777 1.6391 1.089
Total Trades 193 96 97 193 96 97
Winning Trades 88 43 45 88 43 45
Losing Trades 105 53 52 105 53 52
Profitability (%) 45.5959 44.7917 46.3918 45.5959 44.7917 46.3918
Ratio Avg Win / Avg Loss 2.4146 3.4417 1.4039 1.6439 2.0203 1.2584
Largest Winning Trade 357610 357610 51562 2884410 2884410 1227459
Largest Losing Trade -39365 -33908 -39365 -1823731 -1823731 -1192725
Avg Bars in Trades 49 69 30 49 69 30
Avg Bars in Winners 58 78 39 58 78 39
Avg Bars in Losers 42 61 22 42 61 22
Bars Traded 9615 6631 2984 9615 6631 2984
Profit Streak 34.0829 84.0829 34.0829 34.0829 84.0829 34.0829
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88560 -127386 -310078 349755 340412 -370270

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1547359200000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758571162603,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.82796
        }
    }
}
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": [
        [
            918200.5416224296,
            824266.720161553,
            93933.8214608763,
            6352182.962394563,
            5641109.666143816,
            711073.2962507464
        ],
        [
            918.200542,
            824.26672,
            93.933821,
            6352.182962,
            5641.109666,
            711.073296
        ],
        [
            0.36728,
            0.329707,
            0.037574,
            0.166819,
            0.162141,
            0.083763
        ],
        [
            762.328139,
            762.328139,
            762.328139,
            762.328139,
            762.328139,
            762.328139
        ],
        [
            -153092,
            -116736,
            -74747,
            -3562392,
            -2633816,
            -1893886
        ],
        [
            2.023625,
            2.792301,
            1.214895,
            1.377727,
            1.639073,
            1.088997
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            88,
            43,
            45,
            88,
            43,
            45
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            45.595855,
            44.791667,
            46.391753,
            45.595855,
            44.791667,
            46.391753
        ],
        [
            2.414553,
            3.441674,
            1.403878,
            1.643879,
            2.020253,
            1.258397
        ],
        [
            357610,
            357610,
            51562,
            2884410,
            2884410,
            1227459
        ],
        [
            -39365,
            -33908,
            -39365,
            -1823731,
            -1823731,
            -1192725
        ],
        [
            49,
            69,
            30,
            49,
            69,
            30
        ],
        [
            58,
            78,
            39,
            58,
            78,
            39
        ],
        [
            42,
            61,
            22,
            42,
            61,
            22
        ],
        [
            9615,
            6631,
            2984,
            9615,
            6631,
            2984
        ],
        [
            34.0829,
            84.0829,
            34.0829,
            34.0829,
            84.0829,
            34.0829
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88560,
            -127386,
            -310078,
            349755,
            340412,
            -370270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542564000000,
    "first_datapoint_time": 1547359200000,
    "last_datapoint_time": 1758564000000,
    "evaluation_time": 1758571162603,
    "expiration_time": 1765044000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 97,
            "offset": 0,
            "multiplier": 4.82796
        }
    }
}

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)