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Trade: XRP/USDT/360/ZLMA/SUPERTREND/6292

Strategy
XRP/USDT/360/ZLMA/SUPERTREND/6292
Pair
XRP_USDT
Interval
6h
Score
327132
Daily Profit
0.202587
Profit Factor
1.636499
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-15 16:28
Expiration Time
2025-11-29 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 931708.7465 841368.4372 90340.3094 6648298.8509 15659811.3064 -9011512.4555
Total P&L (%) 931.7087 841.3684 90.3403 6648.2989 15659.8113 -9011.5125
Avg Daily Profit (%) 0.3726 0.3365 0.0361 0.1686 0.2026 0
Buy And Hold Return (%) 760.0338 760.0338 760.0338 760.0338 760.0338 760.0338
Max Trade Drawdown -131489 -84716 -111684 -18538053 -7863999 -12324383
Profit Factor 1.9555 2.8911 1.1704 1.1144 1.6365 0.7309
Total Trades 252 126 126 252 126 126
Winning Trades 111 57 54 111 57 54
Losing Trades 141 69 72 141 69 72
Profitability (%) 44.0476 45.2381 42.8571 44.0476 45.2381 42.8571
Ratio Avg Win / Avg Loss 2.484 3.4997 1.5605 1.4156 1.981 0.9746
Largest Winning Trade 323797 323797 50865 14329514 14329514 5003065
Largest Losing Trade -33264 -32862 -33264 -6556394 -5352641 -6556394
Avg Bars in Trades 38 41 35 38 41 35
Avg Bars in Winners 53 54 53 53 54 53
Avg Bars in Losers 26 30 22 26 30 22
Bars Traded 9676 5181 4495 9676 5181 4495
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83273 -119831 -345400 -87871 327132 -583775

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546603200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757942931202,
    "expiration_time": 1764418248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 129,
            "offset": 0,
            "multiplier": 2.97495
        }
    }
}
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": [
        [
            931708.7465435097,
            841368.4371542352,
            90340.3093892747,
            6648298.850938943,
            15659811.306418534,
            -9011512.455479588
        ],
        [
            931.708747,
            841.368437,
            90.340309,
            6648.298851,
            15659.811306,
            -9011.512455
        ],
        [
            0.372646,
            0.336514,
            0.036133,
            0.1686,
            0.202587,
            0
        ],
        [
            760.033823,
            760.033823,
            760.033823,
            760.033823,
            760.033823,
            760.033823
        ],
        [
            -131489,
            -84716,
            -111684,
            -18538053,
            -7863999,
            -12324383
        ],
        [
            1.955464,
            2.891069,
            1.170382,
            1.114439,
            1.636499,
            0.730932
        ],
        [
            252,
            126,
            126,
            252,
            126,
            126
        ],
        [
            111,
            57,
            54,
            111,
            57,
            54
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            44.047619,
            45.238095,
            42.857143,
            44.047619,
            45.238095,
            42.857143
        ],
        [
            2.483968,
            3.499715,
            1.56051,
            1.415639,
            1.981025,
            0.974576
        ],
        [
            323797,
            323797,
            50865,
            14329514,
            14329514,
            5003065
        ],
        [
            -33264,
            -32862,
            -33264,
            -6556394,
            -5352641,
            -6556394
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            53,
            54,
            53,
            53,
            54,
            53
        ],
        [
            26,
            30,
            22,
            26,
            30,
            22
        ],
        [
            9676,
            5181,
            4495,
            9676,
            5181,
            4495
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83273,
            -119831,
            -345400,
            -87871,
            327132,
            -583775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1541916000000,
    "first_datapoint_time": 1546603200000,
    "last_datapoint_time": 1757937600000,
    "evaluation_time": 1757942931202,
    "expiration_time": 1764418248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 129,
            "offset": 0,
            "multiplier": 2.97495
        }
    }
}

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)