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Trade: XRP/USDT/360/ZLMA/SUPERTREND/5037

Strategy
XRP/USDT/360/ZLMA/SUPERTREND/5037
Pair
XRP_USDT
Interval
6h
Score
325320
Daily Profit
0.186014
Profit Factor
1.555055
Profitability
45.000000
Streak
24.032228
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 03:46
Expiration Time
2025-11-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 848897.0652 791533.2358 57363.8294 3045929.7317 10317187.2161 -7271257.4843
Total P&L (%) 848.8971 791.5332 57.3638 3045.9297 10317.1872 -7271.2575
Avg Daily Profit (%) 0.3396 0.3166 0.0229 0.138 0.186 0
Buy And Hold Return (%) 717.8629 717.8629 717.8629 717.8629 717.8629 717.8629
Max Trade Drawdown -173429 -104079 -134380 -14589259 -5323779 -10022120
Profit Factor 1.864 2.7242 1.1096 1.0698 1.5551 0.7101
Total Trades 240 120 120 240 120 120
Winning Trades 109 54 55 109 54 55
Losing Trades 131 66 65 131 66 65
Profitability (%) 45.4167 45 45.8333 45.4167 45 45.8333
Ratio Avg Win / Avg Loss 2.2402 3.3295 1.3113 1.2857 1.9006 0.8392
Largest Winning Trade 323797 323797 48980 9682037 9682037 3380426
Largest Losing Trade -45276 -32862 -45276 -6943188 -2632006 -6943188
Avg Bars in Trades 40 44 36 40 44 36
Avg Bars in Winners 53 56 51 53 56 51
Avg Bars in Losers 29 34 23 29 34 23
Bars Traded 9654 5292 4362 9654 5292 4362
Profit Streak 24.0322 24.0322 25.2822 24.0322 24.0322 25.2822
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95717 -121253 -429289 -153635 325320 -582090

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757551584523,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 158,
            "offset": 0,
            "multiplier": 3.01388
        }
    }
}
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": [
        [
            848897.0651547769,
            791533.2358027871,
            57363.8293519894,
            3045929.7317466317,
            10317187.216056436,
            -7271257.48430981
        ],
        [
            848.897065,
            791.533236,
            57.363829,
            3045.929732,
            10317.187216,
            -7271.257484
        ],
        [
            0.339559,
            0.316613,
            0.022946,
            0.138043,
            0.186014,
            0
        ],
        [
            717.862918,
            717.862918,
            717.862918,
            717.862918,
            717.862918,
            717.862918
        ],
        [
            -173429,
            -104079,
            -134380,
            -14589259,
            -5323779,
            -10022120
        ],
        [
            1.863964,
            2.724161,
            1.109582,
            1.069751,
            1.555055,
            0.710086
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            45.416667,
            45,
            45.833333,
            45.416667,
            45,
            45.833333
        ],
        [
            2.240177,
            3.32953,
            1.311324,
            1.285664,
            1.900623,
            0.839193
        ],
        [
            323797,
            323797,
            48980,
            9682037,
            9682037,
            3380426
        ],
        [
            -45276,
            -32862,
            -45276,
            -6943188,
            -2632006,
            -6943188
        ],
        [
            40,
            44,
            36,
            40,
            44,
            36
        ],
        [
            53,
            56,
            51,
            53,
            56,
            51
        ],
        [
            29,
            34,
            23,
            29,
            34,
            23
        ],
        [
            9654,
            5292,
            4362,
            9654,
            5292,
            4362
        ],
        [
            24.032228,
            24.032228,
            25.282228,
            24.032228,
            24.032228,
            25.282228
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95717,
            -121253,
            -429289,
            -153635,
            325320,
            -582090
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541548800000,
    "first_datapoint_time": 1546192800000,
    "last_datapoint_time": 1757548800000,
    "evaluation_time": 1757551584523,
    "expiration_time": 1764028800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 158,
            "offset": 0,
            "multiplier": 3.01388
        }
    }
}

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)