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Trade: XRP/USDT/360/ZLMA/ZLMA/8494

Strategy
XRP/USDT/360/ZLMA/ZLMA/8494
Pair
XRP_USDT
Interval
6h
Score
418889
Daily Profit
0.192519
Profit Factor
1.718725
Profitability
47.787611
Streak
76.035426
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-16 15:51
Expiration Time
2025-11-30 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 963311.4554 844587.2979 118724.1575 12152923.846 13205532.5678 -1052608.7218
Total P&L (%) 963.3115 844.5873 118.7242 12152.9238 13205.5326 -1052.6087
Avg Daily Profit (%) 0.3853 0.3378 0.0475 0.1925 0.1958 0
Buy And Hold Return (%) 741.6004 741.6004 741.6004 741.6004 741.6004 741.6004
Max Trade Drawdown -77415 -61585 -59005 -4204918 -2971008 -3782381
Profit Factor 2.7782 4.3398 1.411 1.7187 2.6924 0.8844
Total Trades 113 56 57 113 56 57
Winning Trades 54 28 26 54 28 26
Losing Trades 59 28 31 59 28 31
Profitability (%) 47.7876 50 45.614 47.7876 50 45.614
Ratio Avg Win / Avg Loss 3.0354 4.3398 1.6824 1.8779 2.6924 1.0545
Largest Winning Trade 350197 350197 51291 6856356 6856356 1808958
Largest Losing Trade -55032 -19920 -55032 -3391528 -1649044 -3391528
Avg Bars in Trades 83 85 81 83 85 81
Avg Bars in Winners 121 124 118 121 124 118
Avg Bars in Losers 48 45 51 48 45 51
Bars Traded 9437 4768 4669 9437 4768 4669
Profit Streak 76.0354 86.7854 76.0354 76.0354 86.7854 76.0354
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57438 -285543 -474593 418889 -166358 -760314

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1545890400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758027060827,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    }
}
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": [
        [
            963311.4553651062,
            844587.297898029,
            118724.1574670772,
            12152923.846019508,
            13205532.567822346,
            -1052608.7218028374
        ],
        [
            963.311455,
            844.587298,
            118.724157,
            12152.923846,
            13205.532568,
            -1052.608722
        ],
        [
            0.385325,
            0.337835,
            0.04749,
            0.192519,
            0.195822,
            0
        ],
        [
            741.600355,
            741.600355,
            741.600355,
            741.600355,
            741.600355,
            741.600355
        ],
        [
            -77415,
            -61585,
            -59005,
            -4204918,
            -2971008,
            -3782381
        ],
        [
            2.778176,
            4.339756,
            1.41102,
            1.718725,
            2.69238,
            0.884406
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            59,
            28,
            31,
            59,
            28,
            31
        ],
        [
            47.787611,
            50,
            45.614035,
            47.787611,
            50,
            45.614035
        ],
        [
            3.035414,
            4.339756,
            1.68237,
            1.877866,
            2.69238,
            1.054484
        ],
        [
            350197,
            350197,
            51291,
            6856356,
            6856356,
            1808958
        ],
        [
            -55032,
            -19920,
            -55032,
            -3391528,
            -1649044,
            -3391528
        ],
        [
            83,
            85,
            81,
            83,
            85,
            81
        ],
        [
            121,
            124,
            118,
            121,
            124,
            118
        ],
        [
            48,
            45,
            51,
            48,
            45,
            51
        ],
        [
            9437,
            4768,
            4669,
            9437,
            4768,
            4669
        ],
        [
            76.035426,
            86.785426,
            76.035426,
            76.035426,
            86.785426,
            76.035426
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57438,
            -285543,
            -474593,
            418889,
            -166358,
            -760314
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542024000000,
    "first_datapoint_time": 1545890400000,
    "last_datapoint_time": 1758024000000,
    "evaluation_time": 1758027060827,
    "expiration_time": 1764504000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    }
}

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)