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Trade: XRP/USDT/720/KCB/ZLMA/4734

Strategy
XRP/USDT/720/KCB/ZLMA/4734
Pair
XRP_USDT
Interval
12h
Score
603015
Daily Profit
0.176393
Profit Factor
4.234469
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-11 02:27
Expiration Time
2025-11-24 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619356.163 526356.3946 92999.7684 2959341.3144 8100847.142 -5141505.8276
Total P&L (%) 619.3562 526.3564 92.9998 2959.3413 8100.8471 -5141.5058
Avg Daily Profit (%) 0.2477 0.2105 0.0372 0.1369 0.1764 0
Buy And Hold Return (%) 852.6045 852.6045 852.6045 852.6045 852.6045 852.6045
Max Trade Drawdown -73531 -61073 -84830 -7182349 -1403495 -7733424
Profit Factor 3.1714 5.3643 1.5649 1.2516 4.2345 0.4446
Total Trades 59 30 29 59 30 29
Winning Trades 38 19 19 38 19 19
Losing Trades 21 11 10 21 11 10
Profitability (%) 64.4068 63.3333 65.5172 64.4068 63.3333 65.5172
Ratio Avg Win / Avg Loss 1.7526 3.1056 0.8236 0.6917 2.4515 0.234
Largest Winning Trade 148874 148874 35980 5574539 5574539 676843
Largest Losing Trade -73531 -35995 -73531 -7182349 -791170 -7182349
Avg Bars in Trades 77 63 92 77 63 92
Avg Bars in Winners 78 58 99 78 58 99
Avg Bars in Losers 75 72 79 75 72 79
Bars Traded 4583 1901 2682 4583 1901 2682
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 -328903 -147907 -307002 -192062 603015 -578821

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1551960000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757546874666,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 25,
            "offset": 176
        }
    }
}
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": [
        [
            619356.1629794299,
            526356.3945544576,
            92999.7684249725,
            2959341.314418996,
            8100847.142029185,
            -5141505.827610185
        ],
        [
            619.356163,
            526.356395,
            92.999768,
            2959.341314,
            8100.847142,
            -5141.505828
        ],
        [
            0.247693,
            0.2105,
            0.037192,
            0.136898,
            0.176393,
            0
        ],
        [
            852.604516,
            852.604516,
            852.604516,
            852.604516,
            852.604516,
            852.604516
        ],
        [
            -73531,
            -61073,
            -84830,
            -7182349,
            -1403495,
            -7733424
        ],
        [
            3.17138,
            5.364272,
            1.5649,
            1.251599,
            4.234469,
            0.444618
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            64.40678,
            63.333333,
            65.517241,
            64.40678,
            63.333333,
            65.517241
        ],
        [
            1.752605,
            3.105631,
            0.823632,
            0.691673,
            2.451535,
            0.23401
        ],
        [
            148874,
            148874,
            35980,
            5574539,
            5574539,
            676843
        ],
        [
            -73531,
            -35995,
            -73531,
            -7182349,
            -791170,
            -7182349
        ],
        [
            77,
            63,
            92,
            77,
            63,
            92
        ],
        [
            78,
            58,
            99,
            78,
            58,
            99
        ],
        [
            75,
            72,
            79,
            75,
            72,
            79
        ],
        [
            4583,
            1901,
            2682,
            4583,
            1901,
            2682
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -328903,
            -147907,
            -307002,
            -192062,
            603015,
            -578821
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1541505600000,
    "first_datapoint_time": 1551960000000,
    "last_datapoint_time": 1757505600000,
    "evaluation_time": 1757546874666,
    "expiration_time": 1763986896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 243,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 25,
            "offset": 176
        }
    }
}

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)