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Trade: XRP/USDT/480/ZLMA/HILO/5111

Strategy
XRP/USDT/480/ZLMA/HILO/5111
Pair
XRP_USDT
Interval
8h
Score
352598
Daily Profit
0.156801
Profit Factor
1.948561
Profitability
45.348837
Streak
78.589023
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-07 17:08
Expiration Time
2025-11-21 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 802506.6098 733211.3073 69295.3025 3698821.0934 4924706.2361 -1225885.1427
Total P&L (%) 802.5066 733.2113 69.2953 3698.8211 4924.7062 -1225.8851
Avg Daily Profit (%) 0.321 0.2933 0.0277 0.1456 0.1568 0
Buy And Hold Return (%) 701.6262 701.6262 701.6262 701.6262 701.6262 701.6262
Max Trade Drawdown -112702 -68869 -97297 -2213551 -1615287 -2500251
Profit Factor 2.1494 3.2047 1.1895 1.3296 1.9486 0.7967
Total Trades 172 86 86 172 86 86
Winning Trades 83 39 44 83 39 44
Losing Trades 89 47 42 89 47 42
Profitability (%) 48.2558 45.3488 51.1628 48.2558 45.3488 51.1628
Ratio Avg Win / Avg Loss 2.3048 3.862 1.1355 1.4257 2.3483 0.7605
Largest Winning Trade 332217 332217 50491 2434070 2434070 606642
Largest Losing Trade -51112 -22078 -51112 -1201965 -471971 -1201965
Avg Bars in Trades 40 38 41 40 38 41
Avg Bars in Winners 48 50 46 48 50 46
Avg Bars in Losers 32 28 36 32 28 36
Bars Traded 6911 3314 3596 6911 3314 3596
Profit Streak 68.9224 78.589 0 68.9224 78.589 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107104 -138387 -333843 58801 352598 -580951

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7500,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541260800000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757232000000,
    "evaluation_time": 1757254091605,
    "expiration_time": 1763712000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            802506.6098290124,
            733211.3073156921,
            69295.3025133202,
            3698821.0933961715,
            4924706.236056,
            -1225885.142659827
        ],
        [
            802.50661,
            733.211307,
            69.295303,
            3698.821093,
            4924.706236,
            -1225.885143
        ],
        [
            0.321003,
            0.293285,
            0.027718,
            0.145597,
            0.156801,
            0
        ],
        [
            701.626244,
            701.626244,
            701.626244,
            701.626244,
            701.626244,
            701.626244
        ],
        [
            -112702,
            -68869,
            -97297,
            -2213551,
            -1615287,
            -2500251
        ],
        [
            2.149418,
            3.204676,
            1.189531,
            1.32962,
            1.948561,
            0.796692
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            89,
            47,
            42,
            89,
            47,
            42
        ],
        [
            48.255814,
            45.348837,
            51.162791,
            48.255814,
            45.348837,
            51.162791
        ],
        [
            2.304798,
            3.862046,
            1.135462,
            1.425737,
            2.348266,
            0.760479
        ],
        [
            332217,
            332217,
            50491,
            2434070,
            2434070,
            606642
        ],
        [
            -51112,
            -22078,
            -51112,
            -1201965,
            -471971,
            -1201965
        ],
        [
            40,
            38,
            41,
            40,
            38,
            41
        ],
        [
            48,
            50,
            46,
            48,
            50,
            46
        ],
        [
            32,
            28,
            36,
            32,
            28,
            36
        ],
        [
            6911,
            3314,
            3596,
            6911,
            3314,
            3596
        ],
        [
            68.922356,
            78.589023,
            0,
            68.922356,
            78.589023,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107104,
            -138387,
            -333843,
            58801,
            352598,
            -580951
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7500,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541260800000,
    "first_datapoint_time": 1546214400000,
    "last_datapoint_time": 1757232000000,
    "evaluation_time": 1757254091605,
    "expiration_time": 1763712000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)